Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

Title
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
Authors
Keywords
Interest rate swaps, Monetary policy transmission mechanism, Quantile vector autoregression
Journal
ECONOMICS LETTERS
Volume 204, Issue -, Pages 109891
Publisher
Elsevier BV
Online
2021-05-05
DOI
10.1016/j.econlet.2021.109891

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