Artikel
International financial transmission of the Fed's monetary policy
This paper proposes a way to study the transmission mechanism of the US monetary policy to foreign yield curves. It elaborates the high-frequency identification of monetary policy shocks from (Piazzesi, 2005) in an international setting. The shocks are extracted from a two-country term structure model and the procedure is illustrated on the US-UK daily data.
- Language
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Englisch
- Bibliographic citation
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Journal: International Journal of Economic Sciences and Applied Research ; ISSN: 1791-3373 ; Volume: 7 ; Year: 2014 ; Issue: 2 ; Pages: 7-49 ; Kavala: Eastern Macedonia and Thrace Institute of Technology
- Classification
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Wirtschaft
Interest Rates: Determination, Term Structure, and Effects
Monetary Policy
Asset Pricing; Trading Volume; Bond Interest Rates
- Subject
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term premia
Fed
policy actions
- Event
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Geistige Schöpfung
- (who)
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Mirkov, Nikola
- Event
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Veröffentlichung
- (who)
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Eastern Macedonia and Thrace Institute of Technology
- (where)
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Kavala
- (when)
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2014
- Handle
- Last update
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10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Mirkov, Nikola
- Eastern Macedonia and Thrace Institute of Technology
Time of origin
- 2014
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