Economic Policy Uncertainty and the Yield Curve
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Cited by:
- Cross, Jamie L. & Hoogerheide, Lennart & Labonne, Paul & van Dijk, Herman K., 2024.
"Bayesian mode inference for discrete distributions in economics and finance,"
Economics Letters, Elsevier, vol. 235(C).
- Jamie L. Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Working Papers No 11/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Jamie Cross & Lennart Hoogerheide & Paul Labonne & Herman K. van Dijk, 2023. "Bayesian Mode Inference for Discrete Distributions in Economics and Finance," Tinbergen Institute Discussion Papers 23-038/III, Tinbergen Institute.
- Nusair, Salah A. & Olson, Dennis & Al-Khasawneh, Jamal A., 2024. "Asymmetric effects of economic policy uncertainty on demand for money in developed countries," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Karahan, Cenk C. & Soykök, Emre, 2022. "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Orlowski, Lucjan T., 2023. "How susceptible is the European financial stability to economic policy uncertainty?," Journal of Policy Modeling, Elsevier, vol. 45(4), pages 864-875.
- Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024. "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, vol. 62(C).
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Keywords
Term structure modeling; yield volatility curve; policy uncertainty; bond risk premia;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2022-05-16 (Banking)
- NEP-CBA-2022-05-16 (Central Banking)
- NEP-MAC-2022-05-16 (Macroeconomics)
- NEP-MON-2022-05-16 (Monetary Economics)
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