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Convergence and Anchoring of Yield Curves in the Euro Area
16 references·16 citing·44 second hopsampled
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References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2005Bond Risk Premia1,546 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2003Yield spreads on EMU government bonds580 cited
  • 2004Measuring financial integration in the euro area534 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited
  • 2007Similarities and convergence in G-7 cycles318 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present305 cited
  • 2006The Real Effects of European Monetary Union229 cited
  • 2005Equal Size, Equal Role? Interest Rate Interdependence Between the Euro area and the United States204 cited
  • 2008

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The geography of asset trade and the euro: Insiders and outsiders
194 cited
  • 2011Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?188 cited
  • Cited by

    • 2008Securitisation and the Bank Lending Channel89 cited
    • 2013Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?84 cited
    • 2012Integration of European Bond Markets70 cited
    • 2010Monetary Policy Regimes and Economic Performance53 cited
    • 2008The Predictability of Monetary Policy47 cited
    • 2016Tail Comovement in Option-Implied Inflation Expectations as an Indicator of Anchoring37 cited
    • 2017Asset Purchase Bailouts and Endogenous Implicit Guarantees34 cited
    • 2014The Euro and the Geography of International Debt Flows32 cited
    • 2009The political economy under monetary union: has the euro made a difference?31 cited
    • 2014The Euro and The Geography of International Debt Flows31 cited
    • 2010TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED22 cited
    • 2009What Drives Euro Area Break-Even Inflation Rates?21 cited
    • 2012Developing Asian Local Currency Bond Markets: Why and How?18 cited
    • 2008Re-Evaluating Swedish Membership in EMU: Evidence from an Estimated Model16 cited
    • 2008Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area14 cited
    • 2014Economic Surprises and Inflation Expectations: Has Anchoring of Expectations Survived the Crisis?12 cited