Similar Search Results - EconBiz

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

Swanson, Eric T. (contributor) - 2004

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

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

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

Discussion of "options-implied probability density functions for real interest rates"

Swanson, Eric T. - In: International journal of central banking : IJCB 12 (2016) 3, pp. 151-159

Persistent link: https://www.econbiz.de/10011577892

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

The sensitivity of long-term interest rates to economic news : evidence and implications for macroeconomic models

Gürkaynak, Refet S.; Sack, Brian; Swanson, Eric T. - In: The American economic review 95 (2005) 1, pp. 425-436

Persistent link: https://www.econbiz.de/10002886711

Measuring the effect of the zero lower bound on medium- and longer-term interest rates

Swanson, Eric T.; Williams, John C. - 2012

Persistent link: https://www.econbiz.de/10009503252

Measuring the effect of the zero lower bound on yields and exchange rates in the U.K. and Germany

Swanson, Eric T.; Williams, John C. - 2013

Persistent link: https://www.econbiz.de/10009791698

Measuring the effect of the zero lower bound on medium- and longer-term interest rates

Swanson, Eric T.; Williams, John C. - 2014

Persistent link: https://www.econbiz.de/10010416938

The bond premium in a DSGE model with long-run real and nominal risks

Rudebusch, Glenn D.; Swanson, Eric T. - In: American economic journal : a journal of the American … 4 (2012) 1, pp. 105-143

Persistent link: https://www.econbiz.de/10009524125

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