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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. Kuttner, Kenneth N., 2001. "Monetary policy surprises and interest rates: Evidence from the Fed funds futures market," Journal of Monetary Economics, Elsevier, vol. 47(3), pages 523-544, June.
    2. Andrew G Haldane & Vicky Read, 2000. "Monetary policy surprises and the yield curve," Bank of England working papers 106, Bank of England.
    3. Taylor, John B. (ed.), 2001. "Monetary Policy Rules," National Bureau of Economic Research Books, University of Chicago Press, edition 1, number 9780226791258, December.
    4. Evans, Charles L. & Marshall, David A., 1998. "Monetary policy and the term structure of nominal interest rates: Evidence and theory," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 53-111, December.
    5. Berg, Claes & Lindberg, Hans, 2000. "Conducting Monetary Policy with a Collegial Board: The New Swedish Legislation One Year On," Working Paper Series 105, Sveriges Riksbank (Central Bank of Sweden).
    6. Michael J. Fleming & Eli M Remolona, 1999. "The term structure of announcement effects," BIS Working Papers 71, Bank for International Settlements.
    7. Guthrie, Graeme & Wright, Julian, 2000. "Open mouth operations," Journal of Monetary Economics, Elsevier, vol. 46(2), pages 489-516, October.
    8. 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.
    9. Cook, Timothy & Hahn, Thomas, 1989. "The effect of changes in the federal funds rate target on market interest rates in the 1970s," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 331-351, November.
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    Cited by:

    1. Alex Isakov & Petr Grishin & Oleg Gorlinsky, 2018. "Fear of Forward Guidance," Russian Journal of Money and Finance, Bank of Russia, vol. 77(4), pages 84-106, December.

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