15.11.2022: Julia Schaumburg – Networking the yield curve: implications for monetary policy
Presenter: Julia Schaumburg Affiliation: Vrije Universiteit Amsterdam, School of Business and Economics, Econometrics and Data Science. Paper: Networking the Yield Curve: Implications for Monetary Policy Date: November 15, 2022 Time: 13:00 GMT (15:00 Israel Time) Abstract: We introduce a flexible, time-varying network model to trace the propagation of interest rate surprises across different maturities. First, … Read more