The Reaction of Reduced-Form Coefficients to Regime Changes: The Case of Interest Rates

doi 10.3386/w1379
Full Text
Abstract

Available in full text

Date
Authors
Publisher

National Bureau of Economic Research

Related search

Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest Rates

1985English

Global Transmission of Interest Rates: Monetary Independence and Currency Regime

SSRN Electronic Journal
2003English

Regime-Switching Stochastic Volatility and Short-Term Interest Rates

SSRN Electronic Journal
2001English

The Behavior of Interest Rates

Review of Financial Studies
AccountingEconomicsEconometricsFinance
2006English

The Structure of Interest Rates

2000English

On the Correlation of Exchange Rates and Interest Rates

Journal of International Money and Finance
EconomicsEconometricsFinance
1986English

Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?

Brookings Papers on Economic Activity
AccountingManagementEconomicsEconometricsBusiness
1984English

Modern Interest Rate Policy and the Phenomenon of Negative Interest Rates

Digest Finance
2017English

Momentum and the Term Structure of Interest Rates

SSRN Electronic Journal
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy