Similar Search Results

The Fed's response to economic news explains the "Fed information effect"

Bauer, Michael D.; Swanson, Eric T. - 2020

Persistent link: https://www.econbiz.de/10012182199

Risk aversion, the labor margin, and asset pricing in DSGE models

Swanson, Eric T. - 2009

Persistent link: https://www.econbiz.de/10003899601

Measuring the effect of the zero lower bound on medium- and longer-term interest rates

Swanson, Eric T.; Williams, John C. - 2012

Persistent link: https://www.econbiz.de/10009503252

Risk aversion, risk premia, and the labor margin with generalized recursive preferences

Swanson, Eric T. - 2012

Persistent link: https://www.econbiz.de/10009625212

Let’s twist again : a high-frequency event-study analysis of operation twist and its implications for QE2

Swanson, Eric T. - 2011

This paper undertakes a modern event-study analysis of Operation Twist and compares its effects to those that should be expected for the recent quantitative policy announced by the Federal Reserve, dubbed “QE2”. We first show that Operation Twist and QE2 are similar in magnitude. We identify...