Can we use high-frequency yield data to better understand the effects of monetary policy and its communication?: yes and no!

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Bibliographic Details

Authors and Corporations:	Hambur, Jonathan (Author), Haque, Qazi (Author)
Other Authors:	Haque, Qazi [Author]
Type of Resource:	E-Book
Language:	English
published:	Canberra Australian National University, Crawford School of Public Policy 2023
Series:	Australian National University: CAMA working paper series ; 2023, 26 (June 2023)
Subjects:	high-frequency data affine term structure model multidimensional policy shocks monetary policy transmission Graue Literatur high-frequency data affine term structure model multidimensional policy shocks monetary policy transmission
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen