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Term premia: models and some stylised facts
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Cited by:
- Pietrunti, Mario & Signoretti, Federico M., 2020.
"Unconventional monetary policy and household debt: The role of cash-flow effects,"
Journal of Macroeconomics, Elsevier, vol. 64(C).
- Mario Pietrunti & Federico M. Signoretti, 2017. "Monetary policy in times of debt," Temi di discussione (Economic working papers) 1142, Bank of Italy, Economic Research and International Relations Area.
- Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
- Maurice Obstfeld, 2020.
"Global Dimensions of U.S. Monetary Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(1), pages 73-132, February.
- Maurice Obstfeld, 2019. "Global Dimensions of US Monetary Policy," Working Paper Series WP19-16, Peterson Institute for International Economics.
- Maurice Obstfeld, 2019. "Global Dimensions of U.S. Monetary Policy," NBER Working Papers 26039, National Bureau of Economic Research, Inc.
- Obstfeld, Maurice, 2019. "Global Dimensions of U.S. Monetary Policy," CEPR Discussion Papers 13887, C.E.P.R. Discussion Papers.
- Aaron Mehrotra & Richhild Moessner & Chang Shu, 2019.
"Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities,"
CESifo Working Paper Series
7896, CESifo.
- Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Aaron Mehrotra & Richhild Moessner & Chang Shu Author-X-Name_First: Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BIS Working Papers 814, Bank for International Settlements.
- Omar Zulaica, 2020. "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers 906, Bank for International Settlements.
- Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022.
"Monetary policy expectation errors,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 841-858.
- Maik Schmeling & Andreas Schrimpf & Sigurd A. M. Steffensen, 2022. "Monetary policy expectation errors," BIS Working Papers 996, Bank for International Settlements.
- Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019.
"Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities,"
BOFIT Discussion Papers
20/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland, Institute for Economies in Transition.
- Aaron Mehrotra & Richhild Moessner & Chang Shu Author-X-Name_First: Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BIS Working Papers 814, Bank for International Settlements.
- Aaron Mehrotra & Richhild Moessner & Chang Shu, 2019. "Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities," CESifo Working Paper Series 7896, CESifo.
- Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," Working Papers halshs-02359503, HAL.
- B. De Backer & M. Deroose & Ch. Van Nieuwenhuyze, 2019. "Is a recession imminent? The signal of the yield curve," Economic Review, National Bank of Belgium, issue i, pages 69-93, June.
- Pažický Martin, 2021. "Oil price shock in the US and the euro area – evidence from the shadow rate and the term premium," Review of Economic Perspectives, Sciendo, vol. 21(3), pages 309-346, September.
- repec:zbw:bofitp:2019_020 is not listed on IDEAS
- Sabes, David & Sahuc, Jean-Guillaume, 2023.
"Do yield curve inversions predict recessions in the euro area?,"
Finance Research Letters, Elsevier, vol. 52(C).
- Jean-Guillaume Sahuc & David Sabes, 2023. "Do yield curve inversions predict recessions in the euro area?," Post-Print hal-03914540, HAL.
- Berardi, Andrea, 2023. "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Valentin Jouvanceau & Ieva Mikaliunaite, 2020. "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series 79, Bank of Lithuania.
- Maciej Stefański, 2023. "Natural Rate of Interest in a Small Open Economy with Application to CEE Countries," KAE Working Papers 2023-093, Warsaw School of Economics, Collegium of Economic Analysis.
- Berardi, Andrea & Plazzi, Alberto, 2022.
"Dissecting the yield curve: The international evidence,"
Journal of Banking & Finance, Elsevier, vol. 134(C).
- Andrea Berardi & Alberto Plazzi, 2019. "Dissecting the Yield Curve: The International Evidence," Swiss Finance Institute Research Paper Series 19-73, Swiss Finance Institute.
- Lucas Marc Fuhrer & Basil Guggenheim & Matthias Jüttner, 2019. "A survey-based estimation of the Swiss franc forward term premium," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-18, December.
- Etienne Vaccaro-Grange, 2019.
"Quantitative Easing and the Term Premium as a Monetary Policy Instrument,"
Working Papers
halshs-02359503, HAL.
- Etienne Vaccaro-Grange, 2019. "Quantitative Easing and the Term Premium as a Monetary Policy Instrument," AMSE Working Papers 1932, Aix-Marseille School of Economics, France.
- Belke, Ansgar & Gros, Daniel, 2021.
"QE in the euro area: Has the PSPP benefited peripheral bonds?,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
- Belke, Ansgar & Gros, Daniel, 2019. "QE in the euro area: Has the PSPP benefited peripheral bonds?," Ruhr Economic Papers 803, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Claudio Borio, 2021. "Navigating by r*: safe or hazardous?," BIS Working Papers 982, Bank for International Settlements.
- Michael Puglia & Adam Tucker, 2020. "Machine Learning, the Treasury Yield Curve and Recession Forecasting," Finance and Economics Discussion Series 2020-038, Board of Governors of the Federal Reserve System (U.S.).
- Michele Andreolli & Hélène Rey, 2024.
"Fiscal Consequences of Missing an Inflation Target,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 701-772, June.
- Andreolli, Michele & Rey, Hélène, 2023. "The Fiscal Consequences of Missing an Inflation Target," CEPR Discussion Papers 17826, C.E.P.R. Discussion Papers.
- Michele Andreolli & Hélène Rey, 2023. "The Fiscal Consequences of Missing an Inflation Target," NBER Working Papers 30819, National Bureau of Economic Research, Inc.
- Eric McCoy, 2019. "A Calibration of the Term Premia to the Euro Area," European Economy - Discussion Papers 110, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Vázquez, Jesús & Aguilar, Pablo, 2021. "Adaptive learning with term structure information," European Economic Review, Elsevier, vol. 134(C).
- Speck, Christian, 2023. "Pricing the Bund term structure with linear regressions – without an observable short rate," Discussion Papers 08/2023, Deutsche Bundesbank.
- Sophocles N. Brissimis & Evangelia A. Georgiou, 2022. "The effects of Federal Reserve's quantitative easing and balance sheet normalization policies on long-term interest rates," Working Papers 299, Bank of Greece.