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

Medientyp: E-Book
Titel: Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? : yes and no!
Beteiligte: Hambur, Jonathan [Verfasser:in]; Haque, Qazi [Verfasser:in]
Erschienen: [Sydney]: Reserve Bank of Australia, May 2023
Erschienen in: Reserve Bank of Australia: Research discussion paper ; 2023,4
Umfang: 1 Online-Ressource (circa 50 Seiten); Illustrationen
Sprache: Englisch
DOI: 10.47688/rdp2023-04
Identifikator:

Schlagwörter: high-frequency data ; affine term structure model ; multidimensional policy shocks ; monetary policy transmission ; Graue Literatur
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Zugangsstatus: Freier Zugang

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