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Introduction
23 Apr 2019
RDP
2019-03
While many papers have documented some co-movement of interest rates internationally, extant work often struggles to cleanly identify whether the co-movement stems from spillovers in a causal sense or
https://www.rba.gov.au/publications/rdp/2019/2019-03/introduction.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
While many papers have documented some co-movement of interest rates internationally, extant work often struggles to cleanly identify whether the co-movement stems from spillovers in a causal sense or
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html