CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 1

CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 1 (2007)

Cached

Download Links

by Michael Ehrmann , Marcel Fratzscher , Refet S. Gürkaynak , Michael Ehrmann , Marcel Fratzscher , Refet S. Gürkaynak , Eric T. Swanson

Citations:

14 - 3 self

BibTeX

@MISC{Ehrmann07convergenceand,
    author = {Michael Ehrmann and Marcel Fratzscher and Refet S. Gürkaynak and Michael Ehrmann and Marcel Fratzscher and Refet S. Gürkaynak and Eric T. Swanson},
    title = {CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA 1},
    year = {2007}
}

Bookmark

OpenURL

Abstract

In 2007 all ECB publications feature a motif taken from the 20 banknote. This paper can be downloaded without charge from

Citations

205	Optimal tests when a nuisance parameter is present only under the alternative - Andrews, Ploberger - 1994
111	Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market - Kuttner
85	Price Formation and Liquidity in the U.S. Treasuries Market: Evidence from Intraday Patterns around Announcements, Discussion paper 9633, Federal Reserve Bank of - Fleming, Remolona - 1996
69	Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange - Andersen, Bollerslev, et al.
51	2007) “The U.S. Treasury Yield Curve: 1961 to the Present - Gürkaynak, Sack, et al.
31	The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models - Gürkaynak, Sack, et al.
30	and Clara Vega (2003): Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange - Andersen, Bollerslev, et al.
24	Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from - Gürkaynak, Levin, et al.
23	Equal size, equal role? interest rate interdependence between the euro area and the united states - Ehrmann, Fratzscher - 2005
21	Monetary union, price level convergence, and inflation: How close is europe to the united states?, Federal Reserve Board International Finance Discussion Paper No - Rogers - 2002
14	Which news moves the euro area bond market? European Central Bank (ECB) Working Paper no - Andersson, Hansen, et al. - 2006
10	2008), “The political economy under monetary union: Has the euro made a difference?” ECB Working Paper, forthcoming - Fratzscher, Stracca
10	The real effects of European monetary union - Lane - 2006
9	What Moves Sovereign Bond Markets? The Effects of Economic News on - Goldberg, Leonard - 2003
8	money markets and exchange rates: measuring international financial transmission - Ehrmann, Fratzscher, et al.
7	Are Long-Run Inflation Expectations Anchored More Firmly - Beechey, Johannsen, et al. - 2011
6	One Size Fits All! A single Monetary Policy for the Euro Area.” Speech given in - Issing - 2009
6	Size Matters for Liquidity: Evidence from EMU - Gómez-Puig - 2006
6	Eric Swanson (2008). “Futures Prices as Risk-Adjusted Forecasts of Monetary Policy,”Journal of Monetary Economics 55, 677–91 - Piazzesi
6	Re-Evaluating Swedish Membership in the EMU: Evidence from an Estimated Model.” Manuscript, Sveriges Riksbank - Söderström - 2008
5	2007), “Market Discipline, Financial Integration and Fiscal Rules - Manganelli, Wolswijk
4	Establishing Credibility: Evolving Perceptions of the European Central Bank," Revised version of NBER Working Paper 11792 - Goldberg, Klein - 2006
4	Fratzscher (2005) “Equal size, equal role? Interest rate interdependence between the euro area and the United States - Ehrmann, M
3	2007), “Real Time Price Discovery - Andersen, Bollerslev, et al.
3	2006), “How the Eurosystem’s Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and what to do about it - Buiter, Sibert
3	2005), “Establishing Credibility: Evolving - Goldberg, Klein
3	2006), “Measuring the Liquidity Impact - Jankowitsch, Mösenbacher, et al.
2	The Geography of Asset Trade and the Euro - Coeurdacier, Martin - 2006
1	How the Eurosytem’s Treatment of Collateral in its Open Market Operations Weakens Fiscal Discipline in the Eurozone (and what to do about it - Buiter, Sibert - 2006
1	money markets and exchange rates: measuring international financial transmission,” NBER Working Paper #11166 - “Stocks - 2005
1	The information content of euro area long-term forward interest rates”, Monthly Bulletin, August 2004, 25-26. ECB Working Paper Series No 817 October 2007 - Fleming, Remolona - 2004
1	F.Gironi (2007), “Interest Rate Rules for Fixed Exchange Rate Regimes - Benigno, Benigno
1	The information content of euro area long-term forward interest rates,” Monthly Bulletin - Favero, Pagano, et al. - 2004