The response of term rates to fed announcements

Journal of Money, Credit and Banking

Volumn 36, Issue 3, 2004, Pages 387-405

  Demiralp, Selva ^a   Jordà, Oscar ^b  

^a Bd of Governors of the Fed Reserve   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Announcement effect; Rational expectations; Term structure

Indexed keywords

EID: 3142778740     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2004.0054     Document Type: Article

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