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No 85. Predicting monetary policy using federal funds future prices | Sveriges Riksbank
Abstract In theory, prices of current-month federal funds futures contracts should reflect market expectations of near-term movements in the Federal Reserve's…...
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SVERIGES RIKSBANK WORKING PAPER SERIES 308 Modeling financial sector joint tail risk in the euro area André Lucas, Bernd Schwaab and Xin Zhang June 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37...
No 86. The Informational Advantage of Foreign Investors: An Empirical Study of the Swedish Bond Market | Sveriges Riksbank
Abstract This paper uses a unique dataset on daily capital ows to the Swedish bond market to analyse the relative information endowment of domestic and…...
Microsoft Word - WP_71.doc
8LI4SPMG]1M\MRE8[SXMIV1SRIXEV]9RMSR [MXL’SRWXVEMRXWSR7XEFMPM^EXMSR4SPMG] ’LVMWXMER&VIHZEH2MPWWSR∗ 3GXSFIV $EVWUDFW The paper studies the interaction between the monetary and fiscal authorities in the Euro area and the block of...
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SVERIGES RIKSBANK WORKING PAPER SERIES 305 Bringing Financial Stability into Monetary Policy* Eric M. Leeper and James M. Nason July 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax...
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SVERIGES RIKSBANK WORKING PAPER SERIES 307 SPEEDING UP MCMC BY DELAYED ACCEPTANCE AND DATA SUBSAMPLING MATIAS QUIROZ August 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm Fax international:...
On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound
SVERIGES RIKSBANK WORKING PAPER SERIES 310 On the Theoretical Efficacy of Quantitative Easing at the Zero Lower Bound Paola Boel and Christopher J. Waller September 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank...
No 45. Value at Risk for Derivatives | Sveriges Riksbank
by Linan El Jahel, William Perraudin och Peter Sellin...
Working paper nr 297, Speeding up MCMC by efficient data subsampling
SVERIGES RIKSBANK WORKING PAPER SERIES 297 SPEEDING UP MCMC BY EFFICIENT DATA SUBSAMPLING MATIAS QUIROZ, MATTIAS VILLANI AND ROBERT KOHN March 2015 WORKING PAPERS ARE OBTAINABLE FROM Sveriges Riksbank • Information Riksbank • SE-103 37 Stockholm...
Microsoft Word - WP_66.doc
([FKDQJH5DWHVDQG,QWHUHVW5DWHVLQDQ(FRQRP\ ZLWK 5HJLPH6KLIWVDQG6WLFN\3ULFHV +DQV’LOOpQDQG+DQV/LQGEHUJ0 6YHULJHV5LNVEDQN6HSWHPEHU8 $EVWUDFW This paper examines how expectations of a monetary regime shift to a high inflation...