Search Results for High-Frequency Identification

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We study the transmission of monetary shocks across euro-area countries using a dynamic factor...

This paper outlines a simple approach for incorporating extraneous predictions into structural...

Changes in the structure of the U.S. Treasury market over recent years may have increased risks...

This study characterizes volatility dynamics in external emerging bond markets and examines how...

Using realized volatility to estimate conditional variance of financial returns, we compare...

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers...