Similar Search Results - EconBiz

Fundamental disagreement about monetary policy and the term structure of interest rates

Cao, Shuo; Crump, Richard K.; Eusepi, Stefano; Mönch, … - 2020

Persistent link: https://www.econbiz.de/10012254015

Autoencoder-based three-factor model for the yield curve of Japanese government bonds and a trading strategy

Suimon, Yoshiyuki; Sakaji, Hiroki; Izumi, Kiyoshi; … - In: Journal of risk and financial management : JRFM 13 (2020) 4/82, pp. 1-21

Interest rates are representative indicators that reflect the degree of economic activity. The yield curve, which combines government bond interest rates by maturity, fluctuates to reflect various macroeconomic factors. Central bank monetary policy is one of the significant factors influencing...

Persistent link: https://www.econbiz.de/10012302728

Multi yield curve stress-testing framework incorporating temporal and cross tenor structural dependencies

Karimalis, Emmanouil; Kosmidis, Ioannis; Peters, Gareth - 2017

Persistent link: https://www.econbiz.de/10011669383

Foreign exchange interventions and intermediary constraints

Ferreira, Alex Luiz; Mullen, Rory; Ricco, Giovanni; … - 2024

Persistent link: https://www.econbiz.de/10015085106

Across the borders, above the bounds : a non-linear framework for international yield curves

Coroneo, Laura; Kaminska, Iryna; Pastorello, Sergio - 2024

Persistent link: https://www.econbiz.de/10015050688

The influence of fiscal and monetary policies on the shape of the yield curve

Chang, Yoosoon; Gómez-Rodríguez, Fabio; Matthes, Christian - 2024

Persistent link: https://www.econbiz.de/10014578033

Are term premiums predictable in Central European countries? : the forward rates agreements (FRA) application

Makovský, Petr - In: Eastern European economics : EEE 62 (2024) 2, pp. 187-218

Persistent link: https://www.econbiz.de/10014551375

The impact of negative interest rate policy on interest rate formation and lending

Haba, Shunsuke; Ito, Yuichiro; Kasai, Yoshiyasu - 2025

Persistent link: https://www.econbiz.de/10015330615

Ex ante bond returns and time-varying monotonicity

Yahyaei, Hamid; Singh, Abhay; Smith, Tom - In: Journal of international financial markets, … 99 (2025), pp. 1-22

Persistent link: https://www.econbiz.de/10015405693

Modeling and forecasting serially dependent yield curves

Li, Hao - In: Journal of financial econometrics 23 (2025) 3, pp. 1-42

Persistent link: https://www.econbiz.de/10015425419

A service of the