Capital Inflow Shocks and Convenience Yields

Nadav Ben Zeev (), Noam Ben-Ze’ev and Daniel Nathan ()
Additional contact information
Nadav Ben Zeev: BGU
Daniel Nathan: Bank of Israel

No 2503, Working Papers from Ben-Gurion University of the Negev, Department of Economics

Keywords: Convenience Yield; Monetary Policy Transmission; Covered Interest Parity Arbitrage; Capital Inflow Shock; Foreign Financial Institutions; Policy Interest Rates; Market Interest Rates; Portfolio Rebalancing; Granular Instrumental Variable; Slow-Moving Capital (search for similar items in EconPapers)
JEL-codes: E0 F0 F3 G2 (search for similar items in EconPapers)
Pages: 42 pages
Date: 2025
New Economics Papers: this item is included in nep-cba and nep-ifn
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