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Asset markets and monetary policy shocks at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - Crawford School of Public Policy, Australian National … - 2014

This paper quantifies the impact of monetary policy shocks on asset markets in the United States and gauges the usefulness of a shadow short rate as a measure of conventional and unconventional monetary policy shocks. Monetary policy surprises are found to have had a larger impact on asset...

Persistent link: https://www.econbiz.de/10010904234

Asset Markets and Monetary Policy Shocks at the Zero Lower Bound

Claus, Edda - 2014

Persistent link: https://www.econbiz.de/10013053459

Asset markets and monetary policy shocks at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - 2014

Persistent link: https://www.econbiz.de/10010410299

Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - 2016

Persistent link: https://www.econbiz.de/10011500499

Asset markets and monetary policy shocks at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - 2014

Persistent link: https://www.econbiz.de/10011341998

Asset market responses to conventional and unconventional monetary policy shocks in the United States

Claus, Edda; Claus, Iris; Krippner, Leo - In: Journal of banking & finance 97 (2018), pp. 270-282

Persistent link: https://www.econbiz.de/10011968741

Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound

Claus, Edda; Claus, Iris; Krippner, Leo - In: Asian economic papers 15 (2016) 3, pp. 1-31

Persistent link: https://www.econbiz.de/10011689534

A theoretical foundation for the Nelson and Siegel class of yield curve models

Krippner, Leo - 2009

Persistent link: https://www.econbiz.de/10003954415

Modifying Gaussian term structure models when interest rates are near the zero lower bound

Krippner, Leo - 2012

Persistent link: https://www.econbiz.de/10009561460

Extracting expectations of New Zealand's Official Cash Rate from the bank-risk yield curve

Krippner, Leo - Reserve Bank of New Zealand - 2002

The hypothesis that a forward term-premium (FTP) exists between forward 1- day rates calculated from the New Zealand bank-risk yield curve and the corresponding ex-post Official Cash Rate (OCR) is tested by applying a single equation method for a cointegrated system to daily data from March 1999...

Persistent link: https://www.econbiz.de/10005546690