Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB

Article Abstract:

The behavior of option-implied asymmetries in bond market expectations of the monetary policy actions of the European Central Bank is examined. It is concluded that market expectations are systematically asymmetric around monetary policy actions and asymmetries in market expectations tend to increase before changes in the monetary policy stance.

Credit market, Credit markets

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Inferring policy objectives from economic outcomes

Article Abstract:

A study involving the structural understanding of monetary policy by estimating a policy maker's function, and by deriving the conditions under which the parameters in a policy maker's policy objective function can be identified and estimated is presented.

United States, Policy scientists

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The transmission of monetary policy in the Euro area: are the effects different across countries?

Article Abstract:

A research is conducted to analyze the effects and problems concerned with the common monetary policy of the European Central Bank (ECB), in Euro area countries.

Management dynamics, Management, Economic aspects, Company business management

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