IMF paper explores transmission of volatility along yield curve

DO NOT USE central-bank-of-kenya-day

There are "important differences" in the transmission of volatility along the yield curve between countries with established inflation-targeting frameworks and those still in transition, a working paper finds.

Monetary policy implementation and volatility transmission along the yield curve: the case of Kenya, published by the International Monetary Fund, considers the degree to which volatility in overnight interbank rates affects volatility in other maturities.

The authors, Emre Alper, Armando

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.