DIW Berlin: Thema Geldpolitik

Thema Geldpolitik

248 Ergebnisse, ab 241
DIW Wochenbericht 50 / 2013

Zinskartelle, Währungskartelle... und was kommt noch? Kommentar

2013| Dorothea Schäfer
Externe referierte Aufsätze

Sovereign Risk Premiums in the European Government Bond Market

This paper provides a study of bond yield differentials among EU government bonds on the basis of a unique data set of issue spreads in the US and DM (Euro) bond market between 1993 and 2009. Interest differentials between bonds issued by EU ...

In: Journal of International Money and Finance 31 (2012), 5, S. 975-995 | Kerstin Bernoth, Jürgen von Hagen, Ludger Schuknecht
Diskussionspapiere 1199 / 2012

Effects of Global Liquidity on Commodity and Food Prices

This paper investigates the relationship between global liquidity and commodity and food prices applying a global cointegrated vector-autoregressive model. We use different measures of global liquidity and various indices of commodity and food prices

2012| Ansgar Belke, Ingo G. Bordon, Ulrich Volz
Diskussionspapiere 1221 / 2012

Monetary Commitment and Structural Reforms: A Dynamic Panel Analysis for Transition Economies

This paper examines the contemporaneous relationship between the exchange rate regime and structural economic reforms for a sample of CEEC/CIS transition countries. We investigate empirically whether structural reforms are complements or substitutes

2012| Ansgar Belke, Lukas Vogel
Externe referierte Aufsätze

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

We study the determinants of sovereign bond yield spreads across 10 EMU countries between Q1/1999 and Q1/2010. We apply a semiparametric time-varying coefficient model to identify, to what extent an observed change in the yield spread is due to a ...

In: Journal of International Money and Finance 31 (2012), 3, S. 639-656 | Burcu Erdogan, Kerstin Bernoth
Diskussionspapiere 1255 / 2012

Persistence and Cycles in the US Federal Funds Rate

This paper uses long-range dependence techniques to analyse two important features of the US Federal Funds effective rate, namely its persistence and cyclical behaviour. It examines annual, monthly, bi-weekly and weekly data, from 1954 until 2010. ..

2012| Guglielmo Maria Caporale, Luis A. Gil-Alana
248 Ergebnisse, ab 241