Across the borders, above the bounds: a non-linear framework for international yield curves

Author:

Coroneo Laura,Kaminska Iryna,Pastorello Sergio

Publisher

Elsevier BV

Reference32 articles.

1. Channels of us monetary policy spillovers to international bond markets;Elias Albagli;Journal of Financial Economics,2019

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3. The Fed's response to economic news explains the 'Fed information effect;Michael Bauer;NBER working paper,2020

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5. Monetary policy expectations at the zero lower bound;Michael D Bauer;Journal of Money, Credit and Banking,2016

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