Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news
Year of publication: |
2007-09-15
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Authors: | TUYSUZ, Sukriye |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Monetary policy | news announcements | transparency | term structure of interest rates | EGARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E44 - Financial Markets and the Macroeconomy ; E58 - Central Banks and Their Policies ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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