Similar Search Results

Central bank transparency and the crowding out of private information in financial markets

Kool, Clemens; Middeldorp, Menno; Rosenkranz, Stephanie - In: Journal of money, credit and banking : JMCB 43 (2011) 4, pp. 765-774

Persistent link: https://www.econbiz.de/10009238045

Liquidity and private information in asset markets : to signal or not to signal

Wang, Zijian - In: Journal of economic theory 190 (2020), pp. 1-35

Persistent link: https://www.econbiz.de/10012547393

The informational content of prices when policy makers react to financial markets

Siemroth, Christoph - In: Journal of economic theory 179 (2019), pp. 240-274

Persistent link: https://www.econbiz.de/10012131495

Using financial markets to estimate the macro effects of monetary policy : an impact-identified FAVAR

Pitschner, Stefan - 2013

In this paper, I use high-frequency financial market estimates to identify the monetary policy shock in a non-recursive 133 variable FAVAR. All restrictions are imposed exclusively on impact, and only on financial market variables. Using the economy's underlying factor structure as the link...

Persistent link: https://www.econbiz.de/10009760371