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Monetary policy signalling and movements in the Swedish term structure of interest rates

In: Market functioning and central bank policy

Author

Listed:
  • Malin Andersson

    (Sveriges Riksbank)

  • Hans Dillén

    (Sveriges Riksbank)

  • Peter Sellin

    (Sveriges Riksbank)

Abstract

No abstract is available for this item.

Suggested Citation

  • Malin Andersson & Hans Dillén & Peter Sellin, 2002. "Monetary policy signalling and movements in the Swedish term structure of interest rates," BIS Papers chapters,in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 268-297 Bank for International Settlements.
  • Handle: RePEc:bis:bisbpc:12-13
    as

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    File URL: http://www.bis.org/publ/bppdf/bispap12m.pdf
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    References listed on IDEAS

    as
    1. Andrew G Haldane & Vicky Read, 2000. "Monetary policy surprises and the yield curve," Bank of England working papers 106, Bank of England.
    2. Favero, Carlo A. & Iacone, Fabrizio & Pifferi, Marco, 1996. "Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the United States?," CEPR Discussion Papers 1456, C.E.P.R. Discussion Papers.
    3. Michael J. Fleming & Eli M Remolona, 1999. "The term structure of announcement effects," BIS Working Papers 71, Bank for International Settlements.
    4. Guthrie, Graeme & Wright, Julian, 2000. "Open mouth operations," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 489-516, October.
    Full references (including those not matched with items on IDEAS)

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