摘要 : We show significant US monetary policy (MP) spillovers to international bond markets. Our methodology identifies US MP shocks as the change in short-term Treasury yields around Federal Open Market Committee meetings and traces the... 展开
作者 | Albagli~ Elias Ceballosa~ Luis Claro~ Sebastian Romero~ Damian |
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作者单位 | |
期刊名称 | 《Journal of financial economics》 |
页码/总页数 | 447-473 / 27 |
语种 | 英语 |
关键词 | Monetary policy spillovers Risk-neutral rates Term premia |
DOI | 10.1016/j.jfineco.2019.04.007 |
馆藏号 | F-385 |