ECB monetary policy surprises: Identification through cojumps in interest rates
Year of publication: |
2013
|
---|---|
Authors: | Winkelmann, Lars ; Bibinger, Markus ; Linzert, Tobias |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Central bank communication | yield curve | spectral cojump estimator | high frequency tick-data |
Series: | SFB 649 Discussion Paper ; 2013-038 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 766674657 [GVK] hdl:10419/91584 [Handle] RePEc:hum:wpaper:sfb649dp2013-038 [RePEc] |
Classification: | E58 - Central Banks and Their Policies ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: |
-
ECB monetary policy surprises : identification through cojumps in interest rates
Winkelmann, Lars, (2013)
-
ECB monetary policy surprises: identification through cojumps in interest rates
winkelmann, Lars, (2013)
-
ECB monetary policy surprises: identification through cojumps in interest rates
Winkelmann, Lars, (2014)
- More ...
-
ECB monetary policy surprises: identification through cojumps in interest rates
Winkelmann, Lars, (2014)
-
ECB monetary policy surprises: identification through cojumps in interest rates
Winkelmann, Lars, (2013)
-
ECB monetary policy surprises: identification through cojumps in interest rates
Winkelmann, Lars, (2014)
- More ...