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Citations for "The information content of central bank interest rate projections: Evidence from New Zealand"

by Gunda-Alexandra Detmers & Dieter Nautz

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  1. Alexander Meyer-Gohde, 2011. "Monetary Policy, Determinacy, and the Natural Rate Hypothesis," SFB 649 Discussion Papers SFB649DP2011-049, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Fiocco, Raffaele & Gilli, Mario, 2014. "Bargaining and collusion in a regulatory relationship," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 466, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
  3. Felix Naujokat & Ulrich Horst, 2011. "When to Cross the Spread: Curve Following with Singular Control," SFB 649 Discussion Papers SFB649DP2011-053, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Gökhan Cebiroğlu & Ulrich Horst, 2011. "Optimal Display of Iceberg Orders," SFB 649 Discussion Papers SFB649DP2011-057, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Mammen, Enno & Rothe, Christoph & Schienle, Melanie, 2016. "Semiparametric estimation with generated covariates," Working Paper Series in Economics 81, Karlsruhe Institute of Technology (KIT), Department of Economics and Business Engineering.
  6. Aurélie Bertrand & Christian M. Hafner, 2011. "On heterogeneous latent class models with applications to the analysis of rating scores," SFB 649 Discussion Papers SFB649DP2011-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  7. Gunda-Alexandra Detmers & Dieter Nautz, 2014. "Stale Forward Guidance," SFB 649 Discussion Papers SFB649DP2014-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  8. Nikolaus Hautsch & Julia Schaumburg & Melanie Schienle, 2015. "Financial Network Systemic Risk Contributions," Review of Finance, European Finance Association, vol. 19(2), pages 685-738.
  9. Markus Bibinger, 2011. "Asymptotics of Asynchronicity," SFB 649 Discussion Papers SFB649DP2011-033, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  10. Dorothee Schneider, 2011. "The Labor Share: A Review of Theory and Evidence," SFB 649 Discussion Papers SFB649DP2011-069, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  11. Moessner, Richhild, 2015. "Reactions of US government bond yields to explicit FOMC forward guidance," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 217-233.
  12. Ulrich Bindseil & Philipp Johann König, 2011. "The economics of TARGET2 balances," SFB 649 Discussion Papers SFB649DP2011-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  13. Svensson, Lars E O, 2015. "Forward Guidance," CEPR Discussion Papers 10669, C.E.P.R. Discussion Papers.
  14. Luc Bauwens & Christian M. Hafner & Diane Pierret, 2013. "Multivariate Volatility Modeling Of Electricity Futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 743-761, 08.
  15. Ray-Bing Chen & Ying Chen & Wolfgang Härdle, 2011. "TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data," SFB 649 Discussion Papers SFB649DP2011-054, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  16. Santiago Moreno-Bromberg & Luca Taschini, 2011. "Pollution permits, strategic trading and dynamic technology adoption," LSE Research Online Documents on Economics 37581, London School of Economics and Political Science, LSE Library.
  17. Ulrich Horst & Michael Kupper & Andrea Macrina & Christoph Mainberger, 2011. "Continuous Equilibrium under Base Preferences and Attainable Initial Endowments," SFB 649 Discussion Papers SFB649DP2011-082, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  18. Markus Bibinger, 2011. "An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory," SFB 649 Discussion Papers SFB649DP2011-034, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  19. Moessner, Richhild, 2013. "Effects of explicit FOMC policy rate guidance on interest rate expectations," Economics Letters, Elsevier, vol. 121(2), pages 170-173.
  20. Raffaele Fiocco & Carlo Scarpa, 2011. "The Regulation of Interdependent Markets," SFB 649 Discussion Papers SFB649DP2011-046, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  21. BOCART, Fabian Y. R. P. & HAFNER, Christian, 2011. "Econometric analysis of volatile art markets," CORE Discussion Papers 2011052, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  22. Santiago Moreno-Bromberg & Traian A. Pirvu & Anthony Réveillac, 2011. "CRRA Utility Maximization under Risk Constraints," SFB 649 Discussion Papers SFB649DP2011-043, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  23. Stephan Stahlschmidt & Helmut Tausendteufel & Wolfgang K. Härdle, 2011. "Bayesian Networks and Sex-related Homicides," SFB 649 Discussion Papers SFB649DP2011-045, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  24. Detmers, Gunda-Alexandra & Nautz, Dieter, 2013. "How Stale Central Bank Interest Rate Projections Affect Interest Rate Uncertainty," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79861, Verein für Socialpolitik / German Economic Association.
  25. Gregor Heyne & Michael Kupper & Christoph Mainberger, 2011. "Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators," SFB 649 Discussion Papers SFB649DP2011-067, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  26. Sven Tischer & Lutz Hildebrandt, 2011. "Linking corporate reputation and shareholder value using the publication of reputation rankings," SFB 649 Discussion Papers SFB649DP2011-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  27. Lars E.O. Svensson, 2015. "Day One Keynote Address: Forward Guidance," International Journal of Central Banking, International Journal of Central Banking, vol. 11(4), pages 19-64, September.
  28. Wolfgang Härdle & Maria Osipenko, 2011. "Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives," SFB 649 Discussion Papers SFB649DP2011-055, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  29. Raffaele Fiocco, 2011. "Competition and regulation in a differentiated good market," SFB 649 Discussion Papers SFB649DP2011-084, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  30. Patrick Cheridito & Ulrich Horst & Michael Kupper & Traian A. Pirvu, 2011. "Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences," SFB 649 Discussion Papers SFB649DP2011-083, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  31. Anand, Kartik & Gai, Prasanna & Marsili, Matteo, 2012. "Rollover risk, network structure and systemic financial crises," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1088-1100.
  32. Nikolaus Hautsch & Ruihong Huang, 2011. "Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data," SFB 649 Discussion Papers SFB649DP2011-056, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  33. Richhild Moessner & David-Jan Jansen & Jakob de Haan, 2015. "Communication about future policy rates in theory and practice: A Survey," DNB Working Papers 475, Netherlands Central Bank, Research Department.
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