A dynamic factor analysis of the response of US interest rates to news
Year of publication: |
2003
|
---|---|
Authors: | Lippi, Marco ; Thornton, Daniel L. |
Publisher: |
Pisa : Scuola Superiore Sant'Anna, Laboratory of Economics and Management (LEM) |
Subject: | Zins | Ankündigungseffekt | Faktorenanalyse | USA |
Series: | LEM Working Paper Series ; 2004/05 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 504050923 [GVK] hdl:10419/89304 [Handle] RePEc:ssa:lemwps:2004/05 [RePEc] |
Source: |
-
A dynamic factor analysis of the response of U.S. interest rates to news
Lippi, Marco, (2004)
-
A dynamic factor analysis of the response of US interest rates to news
Lippi, Marco, (2004)
-
Let the market speak: using interest rates to identify the Fed information effect
Zhu, Linyan, (2023)
- More ...
-
A Dynamic Factor Analysis of the Response of U.S. Interest Rates to News
Lippi, Marco, (2004)
-
A dynamic factor analysis of the response of U. S. interest rates to news
Lippi, Marco, (2004)
-
A dynamic factor analysis of the response of U.S. interest rates to news
Lippi, Marco, (2004)
- More ...