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Essays in empirical asset pricing and international finance
Niu, Zilong - 2020
Persistent link: https://www.econbiz.de/10012172860
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Essays in empirical finance
Jankauskas, Tomas - 2023
Persistent link: https://www.econbiz.de/10014330066
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Spillovers of US unconventional monetary policy : quantitative easing, spreads, and international financial markets
Yildirim, Zekeriya; Ivrendi, Mehmet - In: Financial innovation : FIN 7 (2021), pp. 1-38
investors. This result suggests that the risk-taking channel plays an important role in transmitting the effects of these …
Persistent link: https://www.econbiz.de/10012798677
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Measuring the impact of monetary policy attention on global asset volatility using search data
Wohlfarth, Paul - 2018
Persistent link: https://www.econbiz.de/10011903650
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Term premium spillovers from the US to international markets
Li, Ka Fai; Fong, Tom; Ho, Ho Cheung - 2017
Persistent link: https://www.econbiz.de/10012201268
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Monetary policy and the term premium
Fuerst, Timothy S. - In: Journal of economic dynamics & control 52 (2015), pp. 1-10
Persistent link: https://www.econbiz.de/10011474222
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Asset market frictions, household heterogeneity, and the liquidity theory of the term structure
Wang, Chien-Chiang - In: Review of economic dynamics 47 (2023), pp. 67-99
Persistent link: https://www.econbiz.de/10013555757
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Effects of asset purchases and financial stability measures on term premia in the euro area
Moessner, Richhild - 2018
Persistent link: https://www.econbiz.de/10011980593
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Effects of asset purchases and financial stability measures on term premia in the euro area
Moessner, Richhild - 2018
Persistent link: https://www.econbiz.de/10011867292
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The Impact of the Term Auction Facility on the Liquidity Risk Premium and Unsecured Interbank Spreads
Syrstad, Olav - 2016
This paper investigates the effectiveness of the Federal Reserve's Term Auction Facility (TAF) in alleviating the liquidity shortage in USD and reducing the spread between the 3-month Libor rate and the expected policy rate. I construct a proxy for the 3-month liquidity risk premium based on...
Persistent link: https://www.econbiz.de/10013006381