The Impact of Monetary Policy on Bond Returns Volatility: A Segmented Markets Approach
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References listed on IDEAS
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- Doojav, Gan-Ochir & Damdinsuren, Batnyam & Baasansuren, Lkhagvajav, 2007. "Monetary policy and bond market development: A case of Mongolia," MPRA Paper 72193, University Library of Munich, Germany, revised May 2007.
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More about this item
Keywordsbond returns volatility; limited participation; segmented markets; monetary policy shocks;
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2004-06-02 (All new papers)
- NEP-DGE-2004-06-02 (Dynamic General Equilibrium)
- NEP-MON-2004-06-02 (Monetary Economics)
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