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|z 9781498324854
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|a 1018-5941
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|a Matheson, Troy.
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|a News and Monetary Shocks at a High Frequency :
|b A Simple Approach /
|c Troy Matheson, Emil Stavrev.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2014.
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|a 1 online resource (12 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a We develop a simple approach to identify economic news and monetary shocks at a high frequency. The approach is used to examine financial market developments in the United States following the Federal Reserve's May 22, 2013 taper talk suggesting that it would begin winding down its quantitative easing program. Our findings show that the sharp rise in 10-year Treasury bond yields immediately after the taper talk was largely due to monetary shocks, with positive economic news becoming increasingly important in subsequent months.
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|a Mode of access: Internet
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|a Bond Yield
|2 imf
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|a Economic News
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|a Equity Price
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|a Monetary Policy
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|a WP
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|a United States
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|a Stavrev, Emil.
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|a IMF Working Papers; Working Paper ;
|v No. 2014/167
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2014/167/001.2014.issue-167-en.xml
|z IMF e-Library
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