News and Monetary Shocks at a High Frequency: A Simple Approach

News and Monetary Shocks at a High Frequency: A Simple Approach
We develop a simple approach to identify economic news and monetary shocks at a high frequency. The approach is used to examine financial market developments in the United States following the Federal Reserve's May 22, 2013 taper talk suggesting that it would begin winding down its quantitative easing program. Our findings show that the sharp... READ MORE...

Publication date: September 2014
ISBN 9781498324854
$18.00

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