The Financial Crisis and the Changing Dynamics of the Yield Curve
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- Morten L Bech & Yvan Lengwiler, 2012. "The financial crisis and the changing dynamics of the yield curve," BIS Papers chapters,in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 257-276 Bank for International Settlements.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014. "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers 2014-19, Economic Research Institute, Bank of Korea.
- Abdymomunov, Azamat & Kang, Kyu Ho & Kim, Ki Jeong, 2016. "Can credit spreads help predict a yield curve?," Journal of International Money and Finance, Elsevier, vol. 64(C), pages 39-61.
- Choudhry, Taufiq, 2016. "Time-varying risk premium yield spread effect in term structure and global financial crisis: Evidence from Europe," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 303-311.
More about this item
Keywordsterm structure of interest rates; financial crisis; interest rate dynamics; LSAP; unconventional monetary policy;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-06-13 (All new papers)
- NEP-FMK-2012-06-13 (Financial Markets)
- NEP-MAC-2012-06-13 (Macroeconomics)
- NEP-MON-2012-06-13 (Monetary Economics)
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