The Effects of Anticipated and Unanticipated Federal Funds Target Rate Changes on Domestic Interest Rates : International Evidence

This paper assesses the effects of anticipated and unanticipated United States Federal Funds target rate changes on the domestic interest rates of a set of countries for the period from June 1989 to August 2008. The empirical evidence provided here suggests that i. unanticipated changes have a greater effect than anticipated changes; and ii. evidence from developed markets is stronger than that from developing/emerging markets

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Year of publication:	2018
Authors:	Berument, Hakan
Other Persons:	Ceylan, Nildag (contributor)
Publisher:	[2018]: [S.l.] : SSRN
Subject:	Zins \| Interest rate \| Geldmarkt \| Money market \| Zinspolitik \| Interest rate policy
Description of contents:	Abstract [papers.ssrn.com]

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Extent:	1 Online-Ressource
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Review of Applied Financial Issues and Economics, Vol.2, No.2, pp. 328-340, 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2010 erstellt Volltext nicht verfügbar
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; C22 - Time-Series Models
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012915168