The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/oep/article-pdf/66/1/67/6985233/gps072.pdf
Reference20 articles.
1. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
2. What Explains the Stock Market's Reaction to Federal Reserve Policy?
3. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
4. Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
5. The Fed and Interest Rates—A High-Frequency Identification
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