Treasuries variance decomposition and the impact of monetary policy-Reference-Cited by-同舟云学术

Treasuries variance decomposition and the impact of monetary policy

Published:2019-07-29 Issue:4 Volume:24 Page:1506-1519
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Kontonikas Alexandros¹,Nolan Charles²,Zekaite Zivile³,Lamla Michael¹

Affiliation:

1. Essex Business School, Finance Subject Group University of Essex Colchester CO4 3SQ UK

2. Adam Smith Business School, Economics Subject Area University of Glasgow Glasgow G12 8QQ UK

3. Monetary Policy Division Central Bank of Ireland North Wall Quay Dublin D01 F7X3 Ireland

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.1744

Reference46 articles.

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2. Monetary Policy Shifts and the Term Structure

3. An Assessment of the Relative Importance of Real Interest Rates, Inflation, and Term Premiums in Determining the Prices of Real and Nominal U.K. Bonds

4. Bauer M. D. &Rudebusch G. D.(2013).The signaling channel for Federal Reserve bond purchases.Federal Reserve Bank of San Francisco Working Paper Series Working paper2011–2021.

5. What Explains the Stock Market's Reaction to Federal Reserve Policy?

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