... General equilibrium Debt and monetary policy transmission Developing country E63 E43 C68 E52 E63 E43 C68 E52 The theory on the apposite roles of fiscal and monetary policy in the attainment of macroeconomic objectives has evolved over the years. The Great Depression...

... 2021 Emerald Publishing Limited Licensed re-use rights only Fixed income benchmarks Geopolitical uncertainty Sovereign bond yields Dynamic Nelson Siegel model E43 G12 G15 Diebold and Li (2006) proposed a Nelson and Siegel (1987) framework in time-varying fashion...

.... Jens Klose can be contacted at: jens.klose@w.thm.de 26 11 2020 18 02 2021 31 03 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Exit Redenomination risk Euro area E43 F45 G01 Even before the financial...

... 2020 29 12 2020 09 01 2021 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Uncovered interest rate parity Granger causality test Exchange rates Pandemic COVID-19 F31 F41 E43 C32 The coronavirus (COVID-19) pandemic...

... Numerical simulation G12 E43 E47 2010 MSC: 91G30 91B84 91G60 91G70 62M101 the statistics R² given by the following expression (Kvalseth, 1985): (2) R 2 = 1 − ∑ h = 1 m ( e h − e ¯ ) 2 ∑ h = 1 m ( r h...

... to be an anomaly. Originality/value The findings represent new insight for weighing the efficacy and identifying the scope of LSAPs. E43 E52 G11 G12 The Federal Reserve’s large-scale asset purchase programs (LSAPs) have been widely characterized by many, including itself, as an effort to bring down...