Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Jonathan Hambur, Qazi Haque
| Year of publication: |
[2023]
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|---|---|
| Authors: | Hambur, Jonathan ; Haque, Qazi |
| Publisher: |
[Adelaide] : [School of Economics and Public Policy, University of Adelaide] |
| Subject: | High-frequency data | Affine term structure model | Multidimensional policy shocks | Monetary policy transmission | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | Geldpolitische Transmission | Monetary transmission | Schock | Shock | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate |
| Extent: | 1 Online-Ressource (circa 38 Seiten) Illustrationen |
|---|---|
| Series: | Working papers : working paper. - [Adelaide] : [School of Economics and Public Policy, the University of Adelaide], ISSN 2203-6024, ZDB-ID 3217928-5. - Vol. no. 2023, 03 (May, 2023) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015418627