The long-run information effect of central bank communication

The long-run information effect of central bank communication

Why do long-run interest rates respond to central bank communication? Whereas existing explanations imply a common set of signals drives short and long-run yields, we show that news on economic uncertainty can have increasingly large effects along the yield curve. To evaluate this channel, we use th...

書目詳細資料
Main Authors:	Hansen, S, McMahon, M, Tong, M
格式:	Journal article
語言:	English
出版:	Elsevier 2019

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