메뉴 건너뛰기




Volumn 93, Issue 1, 2011, Pages 350-364

Convergence and anchoring of yield curves in the euro area

Author keywords

[No Author keywords available]

Indexed keywords


EID: 79957458178     PISSN: 00346535     EISSN: 15309142     Source Type: Journal    
DOI: 10.1162/REST_a_00055     Document Type: Article
Times cited : (82)

References (31)
  • 1
    • 0242345456 scopus 로고    scopus 로고
    • Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
    • Andersen, T., T. Bollerslev, F. Diebold, and C. Vega, "Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange," American Economic Review 39 (2003), 38-62.
    • (2003) American Economic Review , vol.39 , pp. 38-62
    • Andersen, T.1    Bollerslev, T.2    Diebold, F.3    Vega, C.4
  • 2
    • 35648955067 scopus 로고    scopus 로고
    • Real Time Price Discovery in Global Stock, Bond, and Foreign Exchange Markets
    • Andersen, T. "Real Time Price Discovery in Global Stock, Bond, and Foreign Exchange Markets," Journal of International Economics 73 (2007), 251-277.
    • (2007) Journal of International Economics , vol.73 , pp. 251-277
    • Andersen, T.1
  • 3
    • 0000209591 scopus 로고
    • Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative
    • Andrews, D. W. K., and W. Ploberger, "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Econometrica (1994), 1383-1414.
    • (1994) Econometrica , pp. 1383-1414
    • Andrews, D.W.K.1    Ploberger, W.2
  • 6
    • 79957482399 scopus 로고    scopus 로고
    • How the Eurosystem's Treatment of Collateral in Its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and What to Do about It)
    • National Bank of Poland (Ed.), (Warsaw: National Bank of Poland)
    • Buiter, W., and A. Sibert, "How the Eurosystem's Treatment of Collateral in Its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and What to Do about It)" (pp. 29-60), in National Bank of Poland (Ed.), Fiscal Policy and the Road to the Euro (Warsaw: National Bank of Poland, 2006).
    • (2006) Fiscal Policy and the Road to the Euro , pp. 29-60
    • Buiter, W.1    Sibert, A.2
  • 8
    • 0242369007 scopus 로고    scopus 로고
    • Yield Spreads on EMU Government Bonds
    • Codogno, L., C. Favero, and A. Missale, "Yield Spreads on EMU Government Bonds," Economic Policy 18 (2003), 503-532.
    • (2003) Economic Policy , vol.18 , pp. 503-532
    • Codogno, L.1    Favero, C.2    Missale, A.3
  • 11
    • 28244441727 scopus 로고    scopus 로고
    • Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States
    • Ehrmann, M., and M. Fratzscher, "Equal Size, Equal Role? Interest Rate Interdependence between the Euro Area and the United States," Economic Journal 115 (2005), 930-950.
    • (2005) Economic Journal , vol.115 , pp. 930-950
    • Ehrmann, M.1    Fratzscher, M.2
  • 14
    • 79957506215 scopus 로고    scopus 로고
    • The Information Content of Euro Area Long-Term Forward Interest Rates
    • European Central Bank
    • European Central Bank, "The Information Content of Euro Area Long-Term Forward Interest Rates," Monthly Bulletin (2004), 25-26
    • (2004) Monthly Bulletin , pp. 25-26
  • 16
    • 0012267441 scopus 로고    scopus 로고
    • Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
    • Fleming, M., and E. Remolona, "Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information," Journal of Finance 54 (1999), 1901-1915.
    • (1999) Journal of Finance , vol.54 , pp. 1901-1915
    • Fleming, M.1    Remolona, E.2
  • 17
    • 64349110095 scopus 로고    scopus 로고
    • The Political Economy under Monetary Union: Has the Euro Made a Difference?
    • Fratzscher, M., and L. Stracca, "The Political Economy under Monetary Union: Has the Euro Made a Difference?" Economic Policy 58 (2009), 307-348.
    • (2009) Economic Policy , vol.58 , pp. 307-348
    • Fratzscher, M.1    Stracca, L.2
  • 19
    • 31344438932 scopus 로고    scopus 로고
    • Size Matters for Liquidity: Evidence from EMU Sovereign Yield Spreads
    • Gómez-Puig, M. "Size Matters for Liquidity: Evidence from EMU Sovereign Yield Spreads," Economics Letters 90 (2006), 156- 162.
    • (2006) Economics Letters , vol.90 , pp. 156-162
    • Gómez-Puig, M.1
  • 20
    • 78649703761 scopus 로고    scopus 로고
    • Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., U.K., and Sweden
    • Gürkaynak, R., A. Levin, and E. Swanson, "Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., U.K., and Sweden," Journal of the European Economic Association 8 (2010), 1208-1242.
    • (2010) Journal of the European Economic Association , vol.8 , pp. 1208-1242
    • Gürkaynak, R.1    Levin, A.2    Swanson, E.3
  • 21
    • 20444380401 scopus 로고    scopus 로고
    • The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
    • Gürkaynak, R., B. Sack, and E. Swanson, "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review 95 (2005), 425-436.
    • (2005) American Economic Review , vol.95 , pp. 425-436
    • Gürkaynak, R.1    Sack, B.2    Swanson, E.3
  • 22
  • 25
    • 0001011206 scopus 로고    scopus 로고
    • Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market
    • Kuttner, K. "Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market," Journal of Monetary Economics 47 (2001), 523-544.
    • (2001) Journal of Monetary Economics , vol.47 , pp. 523-544
    • Kuttner, K.1
  • 26
    • 33947700896 scopus 로고    scopus 로고
    • The Real Effects of European Monetary Union
    • Lane, P. "The Real Effects of European Monetary Union," Journal of Economic Perspectives 20 (2006), 47-66.
    • (2006) Journal of Economic Perspectives , vol.20 , pp. 47-66
    • Lane, P.1
  • 27
    • 64349097309 scopus 로고    scopus 로고
    • What Drives Spreads in the Euro Area Government Bond Market?
    • Manganelli, S., and G., Wolswijk, "What Drives Spreads in the Euro Area Government Bond Market?" Economic Policy 48 (2009), 191-240.
    • (2009) Economic Policy , vol.48 , pp. 191-240
    • Manganelli, S.1    Wolswijk, G.2
  • 28
    • 79957444021 scopus 로고    scopus 로고
    • OECD, Central Government Debt
    • OECD, "Central Government Debt" (2005), http://stats.oecd.org/index.asp.
    • (2005)
  • 29
    • 46749114332 scopus 로고    scopus 로고
    • Futures Prices as Risk-Adjusted Forecasts of Monetary Policy
    • Piazzesi, M., and E. Swanson, "Futures Prices as Risk-Adjusted Forecasts of Monetary Policy," Journal of Monetary Economics 55 (2008), 677-691.
    • (2008) Journal of Monetary Economics , vol.55 , pp. 677-691
    • Piazzesi, M.1    Swanson, E.2
  • 30
    • 34247365626 scopus 로고    scopus 로고
    • Monetary Union, Price Level Convergence, and Inflation: How Close Is Europe to the USA?
    • Rogers, J. "Monetary Union, Price Level Convergence, and Inflation: How Close Is Europe to the USA?" Journal of Monetary Economics 53 (2007), 785-796.
    • (2007) Journal of Monetary Economics , vol.53 , pp. 785-796
    • Rogers, J.1
  • 31
    • 79957467373 scopus 로고    scopus 로고
    • Re-Evaluating Swedish Membership in the EMU: Evidence from an Estimated Model
    • Alberto Alesina and Francesco Giavazzi (Eds.), (Chicago: University of Chicago Press)
    • Söderström, Ulf, "Re-Evaluating Swedish Membership in the EMU: Evidence from an Estimated Model," in Alberto Alesina and Francesco Giavazzi (Eds.), Europe and the Euro (Chicago: University of Chicago Press, 2010).
    • (2010) Europe and the Euro
    • Söderström, U.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.