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VoxEU Column

Sticky expectations: A unified explanation for bond and currency puzzles

  • Markus Sihvonen
  • Eleonora Granziera

26 Nov 2020
  • Exchange Rates
  • Monetary Policy
Discussion paper

DP8018 Macroeconomics and the Term Structure

  • Jonathan Wright
  • Refet Gürkaynak

23 Sep 2010
  • Financial Economics
  • International Macroeconomics
  • C32
  • E43
  • E44
  • E58
  • G12
Discussion paper

DP6570 Inertia in Taylor Rules

  • John Driffill
  • Zeno Rotondi

16 Nov 2007
  • International Macroeconomics
  • E52
  • E58
Discussion paper

DP5341 Term Structure Estimation with Survey Data on Interest Rate Forecasts

  • Athanasios Orphanides
  • Don H. Kim

4 Nov 2005
  • Financial Economics
  • International Macroeconomics
  • E43
  • E47
  • G12
Discussion paper

DP5259 The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields

  • Lucio Sarno
  • Daniel L Thornton
  • Giorgio Valente

23 Sep 2005
  • Financial Economics
  • International Macroeconomics
  • E43
  • G10
Discussion paper

DP4959 Time Variation in Term Premia: International Evidence

  • Christian Wolff
  • Willem F C Verschoor
  • Ron Jongen

23 Mar 2005
  • Financial Economics
  • E42
  • E43
  • G15
Discussion paper

DP3187 Interpreting the Term Structure of Interbank Rates in Hong Kong

  • Stefan Gerlach

20 Feb 2002
  • International Macroeconomics
  • E43
Discussion paper

DP2392 Risk Premia In The Term Structure Of Interest Rates: A Panel Data Approach

  • Christian Wolff
  • Dennis Bams

29 Feb 2000
  • Financial Economics
  • E43
  • G12
Discussion paper

DP1752 Exchange Rate Regimes and the Expectations Hypothesis of the Term Structure

  • Stefan Gerlach
  • Frank Smets

30 Nov 1997
  • International Macroeconomics
  • E4
Discussion paper

DP1258 The Term Structure of Euro-Rates: Some Evidence in Support of the Expectations Hypothesis

  • Stefan Gerlach
  • Frank Smets

31 Oct 1995
  • International Macroeconomics
  • E4
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