wbl-supplement.pdf
Creators:
Lars Winkelmann
;
Markus Bibinger
;
Tobias Linzert
From the dataset abstract
This paper proposes a new econometric approach to disentangle two distinct response patterns of the yield curve to monetary policy announcements. Based on cojumps in intraday tick data of...
Source: ECB Monetary Policy Surprises: Identification Through Cojumps in Interest Rates (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/9edace87-7140-4597-95bb-5bb09802d218/resource/fc228353-63ee-48af-83b6-235144fd338c/download/wbl-supplement.pdf |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
