Arbeitspapier
Monetary policy surprises and the expectations hyothesis at the short of the yield curve
We test the expectations hypothesis by analyzing changes in three month T-Bill rates (TB3) after FOMC meetings. By estimating the revisions in expectations of future overnight rates, we find a one-to-one relationship between changes in TB3 and path revisions.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper ; No. 0802
- Klassifikation
-
Wirtschaft
Interest Rates: Determination, Term Structure, and Effects
- Thema
-
Expectations Hypothesis
Policy Path Revisions
Geldpolitik
Erwartungstheorie
Zinsstrukturtheorie
Schatzpapier
Schätzung
Theorie
USA
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Demiralp, Selva
- Ereignis
-
Veröffentlichung
- (wer)
-
TÜSİAD-Koç University Economic Research Forum
- (wo)
-
Istanbul
- (wann)
-
2008
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Demiralp, Selva
- TÜSİAD-Koç University Economic Research Forum
Entstanden
- 2008
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