Uncertainty on monetary policy and the expectations model of the term structure of interest rates
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- Favero, Carlo A. & Mosca, Federico, 2001. "Uncertainty on Monetary Policy and the Expectational Model of the Term Structure of Interest Rates," CEPR Discussion Papers 2748, C.E.P.R. Discussion Papers.
- Carlo A. Favero & Federico Mosca, "undated". "Uncertainty on Monetary Policy and the Expectations Model of the Term Structure of Interest Rates," Working Papers 179, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
References listed on IDEAS
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Citations
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- Alain Durré & Pierre Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Research 73, National Bank of Belgium.
- A. Durre & P. Giot, 2007. "An International Analysis of Earnings, Stock Prices and Bond Yields," Post-Print hal-00171145, HAL.
- A. Durre & P. Giot, 2005. "An international analysis of earnings, stock prices and bond yields," Post-Print hal-00269291, HAL.
- DURRE, Alain & GIOT, Pierre, 2007. "An international analysis of earnings, stock prices and Bond yields," LIDAM Reprints CORE 1984, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Durré, Alain & Giot, Pierre, 2005. "An international analysis of earnings, stock prices and bond yields," Working Paper Series 515, European Central Bank.
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"Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data,"
Journal of the European Economic Association, MIT Press, vol. 1(5), pages 1031-1057, September.
- Faust, Jon & Rogers, John H. & Swanson, Eric & Wright, Jonathan H., 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," Working Paper Series 167, European Central Bank.
- Jon Faust & John H. Rogers & Eric Swanson & Jonathan H. Wright, 2003. "Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data," NBER Working Papers 9660, National Bureau of Economic Research, Inc.
- Jon Faust & John H. Rogers & Eric T. Swanson & Jonathan H. Wright, 2002. "Identifying the effects of monetary policy shocks on exchange rates using high frequency data," International Finance Discussion Papers 739, Board of Governors of the Federal Reserve System (U.S.).
- Durré Alain, 2006.
"The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area,"
German Economic Review, De Gruyter, vol. 7(2), pages 163-187, May.
- Alain Durré, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 7(2), pages 163-187, May.
- A. Durre, 2006. "The Liquidity Premium in the Money Market: A Comparison of the German Mark Period and the Euro Area," Post-Print hal-00171141, HAL.
- Durré, Alain & Evjen, Snorre & Pilegaard, Rasmus, 2003. "Estimating risk premia in money market rates," Working Paper Series 221, European Central Bank.
- Mandler, Martin, 2007. "The Taylor rule and interest rate uncertainty in the U.S. 1955-2006," MPRA Paper 2340, University Library of Munich, Germany.
- Junko Koeda & Ryo Kato, 2010. "The Role of Monetary Policy Uncertainty in the Term Structure of Interest Rates," IMES Discussion Paper Series 10-E-24, Institute for Monetary and Economic Studies, Bank of Japan.
- Bernoth, Kerstin & von Hagen, Jürgen, 2003. "The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements," ZEI Working Papers B 27-2003, University of Bonn, ZEI - Center for European Integration Studies.
- Anna Florio, 2016.
"The central bank as shaper and observer of events: The case of the yield spread,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 49(1), pages 320-346, February.
- Anna Florio, 2016. "The central bank as shaper and observer of events: The case of the yield spread," Canadian Journal of Economics, Canadian Economics Association, vol. 49(1), pages 320-346, February.
- Fabio Filipozzi, 2009. "Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(3), pages 137-167, November.
- Ryo Kato & Yoshifumi Hisata, 2005. "Monetary Policy Uncertainty and Market Interest Rates," Bank of Japan Working Paper Series 05-E-7, Bank of Japan.
- Junko Koeda & Ryo Kato, 2010.
"The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective,"
CIRJE F-Series
CIRJE-F-724, CIRJE, Faculty of Economics, University of Tokyo.
- Junko Koeda & Ryo Kato, 2010. "The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective," CARF F-Series CARF-F-207, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- repec:bla:germec:v:7:y:2006:i::p:163-187 is not listed on IDEAS
- Anna Florio, 2020. "Term structure and interest rate stabilization policies in the Greenspan era," Empirical Economics, Springer, vol. 59(1), pages 345-355, July.
- Balázs Romhányi, 2005. "A learning hypothesis of the term structure of interest rates," Macroeconomics 0503001, University Library of Munich, Germany.
- Mandler, Martin, 2012. "Decomposing Federal Funds Rate forecast uncertainty using time-varying Taylor rules and real-time data," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 228-245.
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More about this item
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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