News and Monetary Shocks at a High Frequency : A Simple Approach /
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...
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| Format: | Czasopismo |
| Język: | English |
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Washington, D.C. :
International Monetary Fund,
2014.
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| Seria: | IMF Working Papers; Working Paper ;
No. 2014/167 |
| Hasła przedmiotowe: | |
| Dostęp online: | Full text available on IMF |