Monetary Policy Surprises and Monetary Policy Uncertainty

In this note we find that after a given monetary policy surprise, primary dealers--key intermediaries in interest rate markets--tend to adjust their positions in the U.S. Treasury market and their exposures to interest rates more when the prevailing level of policy uncertainty is low than when it is high

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Year of publication:	2020
Authors:	De Pooter, Michiel
Other Persons:	Favara, Giovanni (contributor) ; Modugno, Michele (contributor) ; Wu, Jason (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Geldpolitik \| Monetary policy \| Risiko \| Risk
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Series:	FEDS Notes ; No. 2018-05-18
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2018-05-18 erstellt Volltext nicht verfügbar
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012852200