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Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
Fatum, Rasmus - 2020
We consider the influence of domestic and U.S. macroeconomic news surprises on daily bond yields over the January 1999 to January 2018 period for four advanced Negative Interest Rate Policy (NIRP) economies – Germany, Japan, Sweden and Switzerland. Our results suggest that the influence...
Persistent link: https://www.econbiz.de/10012849623
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Negative interest rate policy and the influence of macro-economic news on yields
Fatum, Rasmus; Hara, Naoko; Yamamoto, Yohei - In: Journal of money, credit and banking : JMCB 56 (2024) 5, pp. 1261-1285
Persistent link: https://www.econbiz.de/10015116859
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Term structure models with negative interest rates
Ueno, Yoichi - 2017
Persistent link: https://www.econbiz.de/10013273225
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Identification of structural shocks under the zero lower bound on nominal interest rates
Aoki, Kōsuke; Ueno, Yoichi - 2012
Persistent link: https://www.econbiz.de/10009656785
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Monetary policy and the yield curve at zero interest
Ichiue, Hibiki; Ueno, Yoichi - In: Journal of the Japanese and international economies : … 38 (2015), pp. 1-12
Persistent link: https://www.econbiz.de/10011480961
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A survey-based shadow rate and unconventional monetary policy effects
Ichiue, Hibiki; Ueno, Yoichi - 2018
Persistent link: https://www.econbiz.de/10013447650