A Reassessment of Monetary Policy Surprises and High-Frequency Identification

被引:67
作者
Bauer, Michael D. [1 ,2 ,3 ]
Swanson, Eric T. [4 ,5 ]
机构
[1] Univ Hamburg, Hamburg, Germany
[2] CESifo, Munich, Germany
[3] CEPR, London, England
[4] Univ Calif Irvine, Irvine, CA 92697 USA
[5] NBER, Cambridge, MA 02138 USA
关键词
FEDERAL-RESERVE; INTEREST-RATES; CREDIT SPREADS; MARKET; STOCK; EXPECTATIONS; INFORMATION; FORECASTS; RETURNS; IMPACT;
D O I
10.1086/723574
中图分类号
F [经济];
学科分类号
02 ;
摘要
[No abstract available]
引用
收藏
页码:87 / 155
页数:69
相关论文
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