Surpresas na política monetária e a estrutura a termo da taxa de juros brasileira

Surpresas na política monetária e a estrutura a termo da taxa de juros brasileira

This paper empirically assesses the monetary policy's surprise effect over the interest rate curve, testing the impacts of COPOM's (monetary policy Committee) decisions over the interest rates curve (Swaps rates with maturity to 1, 2, 3, 6 and 12 months). The results show that the introdu...

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Bibliographic Details
Main Authors: Benjamin Miranda Tabak, Alícia Tabata
Format: Article
Language:Portuguese
Published: Universidade de São Paulo 2004-06-01
Series:Economia Aplicada
Subjects:
information content
pronouncements
interest rates
monetary policy
Online Access:https://www.revistas.usp.br/ecoa/article/view/220256

Internet

https://www.revistas.usp.br/ecoa/article/view/220256

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