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The impact of monetary policy on bond returns: A segmented markets approach
Bruce Mizrach
, Filippo Occhino
School of Arts and Sciences, Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
3
Scopus citations
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Dive into the research topics of 'The impact of monetary policy on bond returns: A segmented markets approach'. Together they form a unique fingerprint.
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Keyphrases
Monetary Policy
100%
Market-based Approaches
100%
Segmented Markets
100%
Bond Returns
100%
Real Return
75%
Market Model
50%
Participation Model
25%
Financial Markets
25%
Volatility
25%
Joint Dynamics
25%
Full Participation
25%
Policy Variables
25%
Autocorrelation
25%
Nominal Interest Rate
25%
Impulse Response
25%
Endowment
25%
Market Segmentation
25%
Monetary Authorities
25%
Monetary Policy Shocks
25%
Authority Control
25%
Liquidity Effect
25%
Marginal Utility
25%
Consumption Utility
25%
Stochastic Discount Factor
25%
Economics, Econometrics and Finance
Liquidity Effect
20%
Marginalism
20%