Title of article :
A note on modeling the impact of economic announcements on interest rates
Author/Authors :
Kearney، Adrienne A. نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Abstract :
The observed behavior of interest rates in response to real and monetary shocks is modeled over different policy regimes of the Federal Reserve. Tests at the empirical level, using the 3month Treasury bill rate, provide support for the predictions of the model over the October 1977 to December 1997 sample period.
Keywords :
Strategic market game , Buy and sell , Buy or Sell
Journal title :
Economics Letters
Journal title :
Economics Letters