wbl-supplement.pdf
Creators:
Lars Winkelmann
;
Markus Bibinger
;
Tobias Linzert
From the dataset abstract
This paper proposes a new econometric approach to disentangle two distinct response patterns of the yield curve to monetary policy announcements. Based on cojumps in intraday tick data of...
Source: ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/89a0a4f7-0516-49d2-b2be-93490df4c329/resource/18f8e71c-5312-4f57-84e9-52e65228971e/download/wbl-supplement.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
