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Federal Reserve transparency and financial market forecasts of short-term interest rates

Swanson, Eric T. (contributor) - 2004

Persistent link: https://www.econbiz.de/10002089865

Federal Reserve transparency and financial market forecasts of short-term interest-rates

Swanson, Eric T. - 2004

Persistent link: https://www.econbiz.de/10001923814

Do actions speak louder than words? : The response of asset prices to monetary policy actions and statements

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - 2004

Persistent link: https://www.econbiz.de/10002455560

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...

Persistent link: https://www.econbiz.de/10008859074

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

Swanson, Eric T. - In: Brookings papers on economic activity : BPEA (2011) 1, pp. 151-207

Persistent link: https://www.econbiz.de/10009310294

Measuring the effects of federal reserve forward guidance and asset purchases on financial markets

Swanson, Eric T. - In: Journal of monetary economics 118 (2021), pp. 32-53

Persistent link: https://www.econbiz.de/10012603759

Measuring the effects of Federal Reserve forward guidance and asset purchases on financial markets

Swanson, Eric T. - 2017

Persistent link: https://www.econbiz.de/10011650380

Cracking the conundrum

Backus, David; Wright, Jonathan H. - 2007

Persistent link: https://www.econbiz.de/10003828184

Cracking the conundrum

Backus, David; Wright, Jonathan H. - 2007 - Rev.: May 17, 2007

Persistent link: https://www.econbiz.de/10009507648

The economics of options-implied inflation probability density functions

Kitsul, Yuriy; Wright, Jonathan H. - 2012 - First Draft: January 3, 2012, This version: June 6, 2012

Recently a market in options based on CPI inflation (inflation caps and floors) has emerged in the US. This paper uses quotes on these derivatives to construct probability densities for inflation. We study how these pdfs respond to news announcements, and find that the implied odds of deflation...

Persistent link: https://www.econbiz.de/10009557641