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...

The paper developes a VAR macrofinance model of the Czech economy. It shows that yield...