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Monetary policy actions and the term structure of interest rates : a cross-country analysis

Buttiglione, Luigi - In: Monetary policy and interest rates : proceedings of a …, (pp. 121-162). 1998

Persistent link: https://www.econbiz.de/10001303480

Modelling yields at the lower bound through regime shifts

Hördahl, Peter; Tristani, Oreste - 2019

Persistent link: https://www.econbiz.de/10012131114

Euro area government bonds : integration and fragmentation during the sovereign debt crisis

Ehrmann, Michael; Fratzscher, Marcel - 2015

European Central Bank’s (ECB’s) announcement of its Outright Monetary Transactions (OMT) program in 2012. At the same time …

Persistent link: https://www.econbiz.de/10010519824

Uncertainty shocks, monetary policy and long-term interest rates

Amisano, Gianni; Tristani, Oreste - 2019

We study the relationship between monetary policy and long-term rates in a structural, general equilibrium model estimated on both macro and yields data from the United States. Regime shifts in the conditional variance of productivity shocks, or "uncertainty shocks", are an important model...

Persistent link: https://www.econbiz.de/10012009116

Equal size, equal role? : Interest rate interdependence between the euro area and the United States

Ehrmann, Michael; Fratzscher, Marcel - 2004

Persistent link: https://www.econbiz.de/10002074241

Equal size, equal role? : Interest rate interdependence between the euro area and the United States

Ehrmann, Michael (contributor); … - 2003

Persistent link: https://www.econbiz.de/10001981673

A black swan in the money market

Taylor, John B.; Williams, John C. - In: American economic journal : a journal of the American … 1 (2009) 1, pp. 58-83

Persistent link: https://www.econbiz.de/10003814165

Inflation risk premia in the US and the euro area

Hördahl, Peter; Tristani, Oreste - 2010

-linked bonds. Our results show that, in both currency areas, inflation risk premia are relatively small, positive, and increasing …, while they are procyclical in the US. - Term structure of interest rates ; inflation risk premia ; central bank credibility …

Persistent link: https://www.econbiz.de/10008746583

The term structure of policy rules

Smith, Josephine M.; Taylor, John B. - In: Journal of monetary economics 56 (2009) 9, pp. 907-917

Persistent link: https://www.econbiz.de/10003924193

Inflation risk premia in the term structure of interest rates

Hördahl, Peter; Tristani, Oreste - In: Journal of the European Economic Association 10 (2012) 3, pp. 634-657

Persistent link: https://www.econbiz.de/10009573890