News and Monetary Shocks at a High Frequency : A Simple Approach /
We develop a simple approach to identify economic news and monetary shocks at a high frequency. The approach is used to examine financial market developments in the United States following the Federal Reserve's May 22, 2013 taper talk suggesting that it would begin winding down its quantitative...
| Κύριος συγγραφέας: | |
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| Άλλοι συγγραφείς: | |
| Μορφή: | Επιστημονικό περιοδικό |
| Γλώσσα: | English |
| Έκδοση: |
Washington, D.C. :
International Monetary Fund,
2014.
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| Σειρά: | IMF Working Papers; Working Paper ;
No. 2014/167 |
| Θέματα: | |
| Διαθέσιμο Online: | Full text available on IMF |