Fed Funds Rate Targeting, Monetary Regimes and the Term Structure of Interbank Rates: Explaining the Predictability Smile

SSRN Electronic Journal ◽

10.2139/ssrn.302830 ◽

2002 ◽

Author(s):

Vassil A. Konstantinov

Keyword(s):

Term Structure ◽

Monetary Regimes ◽

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Monetary regimes, the term structure and business cycles in Ireland, 1972–2018

Manchester School ◽

10.1111/manc.12322 ◽

2020 ◽

Vol 88 (5) ◽

pp. 731-748

Author(s):

Rebecca Stuart

Keyword(s):

Business Cycles ◽

Term Structure ◽

Monetary Regimes

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The Predictive Power of the Term Structure during Recent Monetary Regimes

The Journal of Finance ◽

10.1111/j.1540-6261.1988.tb03943.x ◽

1988 ◽

Vol 43 (2) ◽

pp. 339-356 ◽

Author(s):

GIKAS A. HARDOUVELIS

Keyword(s):

Term Structure ◽

Predictive Power ◽

Monetary Regimes

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Monetary Regimes and the Term Structure of Forward Premia

Journal of Post Keynesian Economics ◽

10.1080/01603477.1995.11490058 ◽

1995 ◽

Vol 18 (1) ◽

pp. 53-64

Author(s):

Nita Thacker

Keyword(s):

Term Structure ◽

Monetary Regimes

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Borrowed Reserves, Fed Funds Rate Targets and the Term Structure

Monetary Policy and Interest Rates ◽

10.1007/978-1-349-26891-7_5 ◽

1998 ◽

pp. 80-120 ◽

Author(s):

Jeffrey H. Nilsen

Keyword(s):

Term Structure ◽

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Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate

SSRN Electronic Journal ◽

10.2139/ssrn.675943 ◽

2005 ◽

Author(s):

Sutthisit Jamdee ◽

Cornelis A. Los

Keyword(s):

Term Structure ◽

The Us ◽

Fed Funds Rate ◽

Multifractal Modeling

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THE EQUILIBRIUM FED FUNDS RATE AND THE INDICATOR PROPERTIES OF TERM-STRUCTURE SPREADS

Economic Inquiry ◽

10.1111/j.1465-7295.1997.tb01967.x ◽

1997 ◽

Vol 35 (4) ◽

pp. 830-846 ◽

Author(s):

ANTULIO N. BOMFIM

Keyword(s):

Term Structure ◽

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Borrowed Reserves, Fed Funds Rate Targets, and the Term Structure

SSRN Electronic Journal ◽

10.2139/ssrn.762484 ◽

1997 ◽

Author(s):

Jeffrey H. Nilsen

Keyword(s):

Term Structure ◽

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The Term Structure of Equity Risk: An Empirical Analysis

10.2469/dig.v27.n1.22 ◽

1997 ◽

Vol 27 (1) ◽

pp. 56-57

Author(s):

H. Kent Baker

Keyword(s):

Empirical Analysis ◽

Term Structure ◽

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The Term Structure of Very Short-Term Rates: New Evidence for the Expectations Hypothesis

10.2469/dig.v31.n2.875 ◽

2001 ◽

Vol 31 (2) ◽

pp. 61-62

Author(s):

David B. Miyazaki

Keyword(s):

Term Structure ◽

Expectations Hypothesis ◽

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The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

10.2469/dig.v37.n3.4780 ◽

2007 ◽

Vol 37 (3) ◽

pp. 23-24

Author(s):

Richard D. Long

Keyword(s):

Term Structure ◽

Bond Yields ◽

Expectations Hypothesis

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