Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)

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書誌事項

Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)

edited by Ignazio Angeloni and Riccardo Rovelli ; foreword by Antonio Fazio

Macmillan , St. Martin's Press, 1998

  • : uk
  • : us

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注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

An authoritative examination for top international policymakers and academics conducting monetary policy arising from a conference organised by the Banca d'Italia. The yield curve - the relation among market interest rates of different maturities - is a key benchmark for evaluating investment strategies in the global financial market. To a growing extent, central banks use it to evaluate, explain to the public and monitor the results of policy decisions.

目次

  • List of Contributors Introduction Monetary Policy and Interest Rates
  • I.Angeloni and R.Rovelli Exchange Rate Regimes and the Expectation Hypothesis of the Term Structure
  • S.Gerlach and F.Smets Decomposing the Term Structure Into Risk Premia and Expectations: Evidence for the Eurolira Rates
  • F.Drudi and R.Violi Long Term Bond Yields, Monetary Policy and the Expectation Hypothesis of the Term Structure of Interest Rates
  • P.Kugler Borrowed Reserves, Fed Funds Rate Targets, and the Term Structure
  • J.Nielsen Monetary Policy Actions and the Term Structure of Interest Rates: A Cross-country Analysis
  • L.Buttiglione, P.Giovane and O.Tristani Monetary Policy, Inflation Persistence and the Term Structure of Interest Rates: Estimates for the UK, Germany and the US
  • J.Chadha and J.Ganley Monetary Policy, Forward Rates and Long Rates: Does Germany Differ from the US?
  • C.Favero, F.Iacone and M.Pifferi Is the Term Structure of Interest Rates a Useful Indicator for Spanish Monetary Policy?
  • J.Ayuso and S.Nunez Monetary Policy and the Term Structure of Interest Rates: An Overview of Some Recent Research
  • G.Rudebusch Using the Term Structure of Interest Rates for Monetary Policy
  • M.Goodfriend Index

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