Let the market speak: using interest rates to identify the Fed information effect
by Linyan Zhu
Year of publication: |
October 2023 ; Revised: February 20, 2023
|
---|---|
Authors: | Zhu, Linyan |
Publisher: |
[London] : [LSE Financial Markets Group] |
Subject: | monetary policy | central bank information effect | high-frequency identification | macroeconomic data releases | factor analysis | Geldpolitik | Monetary policy | Zentralbank | Central bank | Ankündigungseffekt | Announcement effect | Zins | Interest rate | Wirkungsanalyse | Impact assessment | Faktorenanalyse | Factor analysis | Zinspolitik | Interest rate policy |
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