ECB monetary policy surprises: identification through cojumps in interest rates
Year of publication: |
2013-08
|
---|---|
Authors: | winkelmann, Lars ; Bibinger, Markus ; Linzert, Tobias |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Central bank communication | yield curve | spectral cojump estimator | high frequency tick-data |
-
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 ...
-
Econometrics of co-jumps in high-frequency data with noise
Bibinger, Markus, (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 ...