8  See, e.g. Joslin, S., K. J. Singleton and H. Zhu (2011), “A new perspective on Gaussian dynamic term structure 5/6  BIS central bankers' speeches  models”, Review of Financial Studies, vol. 24; and Abrahams, M., T. Adrian, R. K., Crump, E. Moench and R. Yu (2016), “Decomposing real and nominal yield curves”, Journal of Monetary Economics, vol. 84.
9 See Matheson, T. and E. Stavrev (2014), “News and Monetary Shocks at a High Frequency: ASimple Approach”,  IMF Working Paper 167. 6/6  BIS central bankers' speeches