The contribution of US bond demand to the US bond yield conundrum of 2004–2007: An empirical investigation
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- Homburg Stefan, 2016. "Pure Theory of the Federal Funds Rate," Review of Economics, De Gruyter, vol. 67(3), pages 285-296, December.
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More about this item
KeywordsARDL modeling; Bond yield conundrum; Investor demand; Subprime crisis; Structural breaks;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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