Informational Efficiency, Interest Rate Variability, and Central Bank Operations.

It is shown how the frequency of central bank intervention in financial markets can affect the incentives for economic agents to acquire information, which will be reflected in market prices and thus become available to policy makers. The optimal frequency of intervention, and therefore the optimal...

Descrición completa

Detalles Bibliográficos
Autor Corporativo: International Monetary Fund
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 1997.
Series:IMF Working Papers; Working Paper ; No. 1997/026
Subjects:
Acceso en liña:Full text available on IMF
Descripción
Summary:It is shown how the frequency of central bank intervention in financial markets can affect the incentives for economic agents to acquire information, which will be reflected in market prices and thus become available to policy makers. The optimal frequency of intervention, and therefore the optimal interest rate variability, will balance the desirability of attaining given operational targets against the benefits of encouraging informational efficiency. The ability of the central bank to send clear signals of its own intentions will also depend on market informational efficiency.
descrición da copia:<strong>Off-Campus Access:</strong> No User ID or Password Required
<strong>On-Campus Access:</strong> No User ID or Password Required
Descrición Física:1 online resource (30 pages)
Formato:Mode of access: Internet
ISSN:1018-5941
Acceso:Electronic access restricted to authorized BRAC University faculty, staff and students