The financial market effects of unwinding the Federal Reserve's balance sheet
Year of publication: |
2023
|
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Authors: | Smith, Andrew Lee ; Valcarcel, Victor J. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-21
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Subject: | Monetary policy | Balance sheet | Announcement effect | Liquidity effect | Event study | Structural VAR | Financial conditions | Geldpolitik | Ankündigungseffekt | Zentralbank | Central bank | Bankrechnungslegung | Bank accounting | Finanzmarkt | Financial market | Ereignisstudie | VAR-Modell | VAR model | Börsenkurs | Share price |
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