Auflistung Nach Schlagwort "TERM STRUCTURE"
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Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
(2013)This paper decomposes monetary policy changes into anticipated and unanticipated ones. Then US Treasury rate pass-through and the corresponding central bank reaction function are analyzed within an asymmetric error-correction ... -
Yield spreads and real economic activity in East European transition economies
(2009)Recent research in developed countries provides evidence for the significant role of the yield spread on real economic activity. Using k-months industrial production growth rate model, this article attempts to ascertain ...