Search Results for yield curve

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We use two alternative representations of the yield curve to test the functioning of the interest...

ECB President Draghi’s Jackson Hole speech in August 2014 arguably marked a new phase of...

We estimate the latent factors that underlie the dynamics of the sovereign bond yield curve in...

This paper introduces global factors within a FAVAR framework in an empirical affine term...

The West African Economic and Monetary Union (WAEMU) regional securities market saw increasing...

We study the transmission of changes in the believed location of the lower bound to...