The impact of monetary policy on bond returns: A segmented markets approach
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- Chinn, Menzie D., 2006. "The (partial) rehabilitation of interest rate parity in the floating rate era: Longer horizons, alternative expectations, and emerging markets," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 7-21, February.
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More about this item
KeywordsBond returns volatility Limited participation Segmented markets Monetary policy shocks;
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