The high-frequency impact of news on long-term yields and forward rates : is it real?
Year of publication: |
2009
|
---|---|
Authors: | Beechey, Meredith Jane ; Wright, Jonathan H. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 56.2009, 4, p. 535-544
|
Subject: | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Realzins | Real interest rate | Zinsstruktur | Yield curve | USA | United States |
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