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Yield curve in India and its interactions with the US bond market
16 references·0 citing·50 second hopsampled
Yield curve in India and its interactions with the US bond market (2016)Yield curve in India and its interactions…U.S. unconventional monetary policy and transmission to emerging market economies (2015)U.S. unconventional monetary …The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia (2014)The effectiveness of monetary…The yield curve and the macroeconomy: Evidence from Turkey (2013)The yield curve and the macro…Global Spillovers into Domestic Bond Markets in Emerging Market Economies (2013)Global Spillovers into Domest…Global Factors in the Term Structure of Interest Rates (2013)Global Factors in the Term St…The yield curve and the macro-economy across time and frequencies (2012)The yield curve and the macro…The Canadian macroeconomy and the yield curve: A dynamic latent factor approach (2012)The Canadian macroeconomy and…The yield curve in a small open economy (2011)The yield curve in a small op…Yield Curve Dynamics and Spillovers in Central and Eastern European Countries (2010)Yield Curve Dynamics and Spil…The Yield Curve as a Predictor and Emerging Economies (2008)The Yield Curve as a Predicto…The real yield curve and macroeconomic factors in the Chilean economy (2008)The real yield curve and macr…Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach (2008)Global yield curve dynamics a…The comovement of US and German bond markets (2006)The comovement of US and Germ…The Response of Global Equity Indexes to U.S. Monetary Policy Announcements (2005)The Response of Global Equity…The macroeconomy and the yield curve: a dynamic latent factor approach (2005)The macroeconomy and the yiel…Forecasting the Term Structure of Government Bond Yields (2003)Forecasting the Term Structur…Macroeconomics and Reality (1980)Forecasting Using Principal Components From a Large Number of Predictors (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Linkages in the term structure of interest rates across sovereign bond markets (2016)Decomposing global yield curve co-movement (2019)Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach (2021)Empirical exchange rate models of the seventies (1983)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The New Keynesian Phillips Curve in a Small Open Economy: Empirical Evidence from Australia (2016)DSGE Reno: Adding a Housing Block to a Small Open Economy Model (2018)Output Fluctuations in the United States: What Has Changed since the Early 1980's?Parsimonious Modeling of Yield Curves (1987)Time–frequency dynamics of biofuel–fuel–food system (2013)Gold, Oil, and Stocks: Dynamic Correlations (2015)Dynamic linkages between tourism, transportation, growth and carbon emission in the USA: evidence from partial and multiple wavelet coherence (2019)What Explains the Stock Market's Reaction to Federal Reserve Policy? 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(2005)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Modeling Bond Yields in Finance and Macroeconomics (2005)Term Premia and Inflation Uncertainty: Empirical Evidence from an International Panel Dataset (2011)Dynamic Hierarchical Factor Models (2013)A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Fed's policy decisions and implied volatility (2010)FISCAL POLICY AND ASSET PRICES (2011)The Impact of Monetary Policy Surprises on Energy Prices (2013)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Adjusting to the Euro (2007)The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market (2013)Asset Prices and Macroeconomic Outcomes: A Survey (2017)What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)On biases in tests of the expectations hypothesis of the term structure of interest rates (1997)Small-sample Confidence Intervals for Impulse Response Functions (1998)Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model (2012)On the intensity of liquidity spillovers in the Eurozone (2015)Real-Time Measurement of Business Conditions (2009)Basel Committee On Banking Supervision (2010)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)
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References

  • 2003Forecasting the Term Structure of Government Bond Yields1,838 cited
  • 2005The macroeconomy and the yield curve: a dynamic latent factor approach981 cited
  • 2015U.S. unconventional monetary policy and transmission to emerging market economies325 cited
  • 2008Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach261 cited
  • 2012The yield curve and the macro-economy across time and frequencies127 cited
  • 2008The Yield Curve as a Predictor and Emerging Economies59 cited
  • 2005The Response of Global Equity Indexes to U.S. Monetary Policy Announcements53 cited
  • 2013Global Factors in the Term Structure of Interest Rates43 cited
  • 2006The comovement of US and German bond markets35 cited
  • 2011The yield curve in a small open economy30 cited
  • 2012The Canadian macroeconomy and the yield curve: A dynamic latent factor approach24 cited
  • 2014The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia24 cited
  • 2008The real yield curve and macroeconomic factors in the Chilean economy20 cited
  • 2013Global Spillovers into Domestic Bond Markets in Emerging Market Economies18 cited
  • 2010Yield Curve Dynamics and Spillovers in Central and Eastern European Countries

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13 cited
  • 2013The yield curve and the macroeconomy: Evidence from Turkey10 cited
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