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Forward interest rates and inflation expectations : the role of regime shift premia and monetary policy

Dillén, Hans; Hopkins, Elisabeth - In: Topics in monetary policy modelling, (pp. 170-188). 1998

Persistent link: https://www.econbiz.de/10001325185

The monetary transmission mechanism

Hopkins, Elisabeth; Lindé, Jesper; Söderström, Ulf - In: Sveriges Riksbank economic review (2009) 2, pp. 31-50

Persistent link: https://www.econbiz.de/10003890629

The transmission mechanism and the financial crisis

Hopkins, Elisabeth; Lindé, Jesper; Söderström, Ulf - In: Sveriges Riksbank economic review (2009) 2, pp. 51-71

Persistent link: https://www.econbiz.de/10003890630

The distribution of stock market returns and the market model

Dillén, Hans - In: Finnish economic papers 12 (1999) 1, pp. 41-56

Persistent link: https://www.econbiz.de/10001402175

A model of the term structure of interest rates in an open economy with regime shifts

Dillén, Hans - In: Journal of international money and finance 16 (1997) 5, pp. 795-819

Persistent link: https://www.econbiz.de/10001235407

The monetary policy decision-making process and the term structure of interest rates

Dillén, Hans (contributor) - 2008

This paper presents a theoretical model of the term structure of interest rates based on the monetary policy decision-making process at modern central banks. Evaluations of explicit expressions for the spot and forward rate curve render several important results: (i) Spot and forward rates are...

Persistent link: https://www.econbiz.de/10003672572