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Monetary policy and the yield curve. (2003). Bomfim, Antulio N..
In: Finance and Economics Discussion Series.
RePEc:fip:fedgfe:2003-15.

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Cited: 12

Citations received by this document

Cites: 12

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza.
    In: Papers.
    RePEc:arx:papers:2311.10739.

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  2. The Fama-French’s five-factor model relation with interest rates and macro variables. (2020). da Silveira, Claudio Henrique ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Leite, Andre Luis.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300942.

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  3. Application of the Government of Jamaica Zero-coupon Curve to Modeling Yield Curve Risk. (2017). Coke, Oma.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxix:y:2017:i:1:p:1-38.

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  4. What matters when? The impact of ECB communication on financial market expectations. (2011). Lamla, Michael ; Lein, Sarah .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:28:p:4289-4309.

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  5. The Impact of Central Bank Announcements on Asset Prices in Real Time. (2008). verga, giovanni ; Rosa, Carlo.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2008:q:2:a:5.

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  6. Further evidence on the impact of economic news on interest rates. (2007). Ielpo, Florian ; GUEGAN, Dominique.
    In: MPRA Paper.
    RePEc:pra:mprapa:3425.

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  7. The Impact of ECB Communication on Financial Market Expectations. (2006). Lein, Sarah ; Lamla, Michael ; Rupprecht, Sarah M..
    In: KOF Working papers.
    RePEc:kof:wpskof:06-135.

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  8. The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market. (2006). verga, giovanni ; Rosa, Carlo.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp0764.

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  9. Monetary Policy Signaling and Movements in the Swedish Term Structure of Interest Rates. (2004). Dillen, Hans ; Sellin, Peter ; Andersson, Malin .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0132.

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  10. A macro-finance model of the term structure, monetary policy, and the economy. (2004). Wu, Tao ; Rudebusch, Glenn.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2004:i:mar:x:8.

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  11. Exchange rate risks and asset prices in a small open economy. (2004). Derviz, Alexis.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004314.

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  12. Estimates of the term premium on near-dated federal funds futures contracts. (2003). Durham, J. Benson.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2003-19.

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References

References cited by this document

  1. Affine Models of the Term Structure, Journal of Financial Economics, 2002, 63, 41541.
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  2. Ang, A. and M. Piazzesi, A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables, 2002.

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  4. Bjork, T., Arbitrage Theory in Continuous Time, Oxford University Press, 1998.
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  5. Cox, J., J. Ingersoll, and S. Ross, A Re-examination of Traditional Hypothesis about the Term Structure of Interest Rates, The Journal of Finance, 1981, 36, 76999.

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