Shock and awe? Bond yield responses to domestic monetary policy in a small-open economy

DOI10.1016/J.ECONLET.2023.111308zbMath1521.91238OpenAlexW4385788304MaRDI QIDQ6047410

Thomas Nitschka, Marc-Antoine Ramelet

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2023.111308

zbMATH Keywords

decompositionmonetary policyshocksbond yield

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• The affine arbitrage-free class of Nelson-Siegel term structure models

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