The effectiveness of monetary policy in steering money market rates during the financial crisis:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Frankfurt, M.
Dt. Bundesbank
2012
|
| Series: | Discussion paper / Deutsche Bundesbank
Eurosystem 2012,14 |
| Online Access: | Volltext Inhaltsverzeichnis |
| Item Description: | Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet |
| Physical Description: | 30 S. |
| ISBN: | 9783865588203 9783865588197 |
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Record in the Search Index
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| adam_text | Titel: The effectiveness of monetary policy in steering money market rates during the financial crisis
Autor: Abbassi, Puriya
Jahr: 2012
Contents
1 Introduction 1
2 Money Market Rates, Monetary Transmission, and the Expectations
Hypothesis 4
3 Determinants for Euribor Rates: Variables and Predictions 6
3.1 Market s Expectations............................. 6
3.2 Risk Measures ................................. 7
3.3 Central Bank Measures ............................ 8
4 Modeling the Euribor Dynamics 9
5 The Effectiveness of Monetary Policy: Empirical Results 10
5.1 Steering Euribor Rates: Monetary Policy Expectations and Uncertainty . 10
5.2 Impact of Risk Factors and the Persistence of Euribor Rates........ 11
5.3 ECB s liquidity provision ........................... 15
6 Conclusion 16
A Unit Root Tests 18
B Structural Break Test 18
|
| any_adam_object | 1 |
| author | Abbassi, Puriya Linzert, Tobias 1974- |
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| collection | ebook |
| ctrlnum | (OCoLC)812243202 (DE-599)GBV719780322 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV040382603 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:22:49Z |
| institution | BVB |
| isbn | 9783865588203 9783865588197 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025236102 |
| oclc_num | 812243202 |
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| owner_facet | DE-188 DE-M382 DE-355 DE-BY-UBR DE-12 DE-945 |
| physical | 30 S. |
| psigel | ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series2 | Discussion paper / Deutsche Bundesbank |
| spelling | Abbassi, Puriya Verfasser (DE-588)1016518803 aut The effectiveness of monetary policy in steering money market rates during the financial crisis Puriya Abbassi ; Tobias Linzert Frankfurt, M. Dt. Bundesbank 2012 30 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Deutsche Bundesbank Eurosystem 2012,14 Zsfassung in dt. u. engl. Sprache. - Online-Ausg. im Internet Linzert, Tobias 1974- Verfasser (DE-588)132016893 aut Deutsche Bundesbank Discussion paper Eurosystem ; 2012,14 (DE-604)BV040156046 2012,14 http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_11_dkp_14.pdf?__blob=publicationFile Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025236102&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Abbassi, Puriya Linzert, Tobias 1974- The effectiveness of monetary policy in steering money market rates during the financial crisis |
| title | The effectiveness of monetary policy in steering money market rates during the financial crisis |
| title_auth | The effectiveness of monetary policy in steering money market rates during the financial crisis |
| title_exact_search | The effectiveness of monetary policy in steering money market rates during the financial crisis |
| title_full | The effectiveness of monetary policy in steering money market rates during the financial crisis Puriya Abbassi ; Tobias Linzert |
| title_fullStr | The effectiveness of monetary policy in steering money market rates during the financial crisis Puriya Abbassi ; Tobias Linzert |
| title_full_unstemmed | The effectiveness of monetary policy in steering money market rates during the financial crisis Puriya Abbassi ; Tobias Linzert |
| title_short | The effectiveness of monetary policy in steering money market rates during the financial crisis |
| title_sort | the effectiveness of monetary policy in steering money market rates during the financial crisis |
| url | http://www.bundesbank.de/Redaktion/EN/Downloads/Publications/Discussion_Paper_1/2012/2012_07_11_dkp_14.pdf?__blob=publicationFile http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025236102&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV040156046 |
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