Monticini, Andrea and Peel, David and Vaciago, Giacomo (2011) The Impact of ECB and FED announcements on the Euro interest rates. Economics Letters, 113 (2). pp. 139-142. ISSN 0165-1765
![[img]](http://eprints.lancs.ac.uk/style/images/fileicons/application_pdf.png)
| PDF (The Impact of ECB and FED announcements on the Euro interest rates) - Draft Version Download (197Kb) | Preview |
Official URL: http://dx.doi.org/10.1016/j.econlet.2011.05.024
Abstract
We investigate the impact of news in the ECB and FED monetary policy announcements on daily changes in Euro interest rates. We document significant impacts of ECB announcements throughout the period but only until mid 2004 of FED announcements.
| Item Type: | Article |
|---|---|
| Journal or Publication Title: | Economics Letters |
| Uncontrolled Keywords: | Monetary policy shocks ; Identification ; Wild bootstrap |
| Subjects: | H Social Sciences > HB Economic Theory |
| Departments: | Lancaster University Management School > Economics |
| ID Code: | 55683 |
| Deposited By: | ep_importer_pure |
| Deposited On: | 11 Jul 2012 16:26 |
| Refereed?: | Yes |
| Published?: | Published |
| Last Modified: | 15 Apr 2013 11:31 |
| Identification Number: | |
| URI: | http://eprints.lancs.ac.uk/id/eprint/55683 |
Actions (login required)
| View Item |
