Not so fast: high-frequency financial data for macroeconomic event studies
Year of publication: |
2013-12-01
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Authors: | Ozdagli, Ali K. |
Institutions: | Federal Reserve Bank of Boston |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 13-19 29 pages |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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