ECB monetary policy surprises : identification through cojumps in interest rates
Year of publication: |
June-July 2016
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Authors: | Winkelmann, Lars ; Bibinger, Markus ; Linzert, Tobias |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 31.2016, 4, p. 613-629
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Subject: | Central bank communication | yield curve | spectral cojump estimator | high frequency tick-data | Geldpolitik | Monetary policy | Politische Kommunikation | Political communication | Ankündigungseffekt | Announcement effect | Zinsstruktur | Yield curve | EU-Staaten | EU countries | 2001-2012 |
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ECB monetary policy surprises: identification through cojumps in interest rates
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ECB monetary policy surprises: Identification through cojumps in interest rates
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