Why Interest Rates Rise When an Unexpectedly Large Money Stock Is Announced
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Bibliographic InfoArticle provided by American Economic Association in its journal American Economic Review.
Volume (Year): 73 (1983)
Issue (Month): 3 (June)
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- Marini, G., 1989.
"Monetary Shocks And The Nominal Interest Rate,"
8938, Tilburg - Center for Economic Research.
- Andreas Fischer, 1989. "Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 43-53, March.
- Valente, Giorgio, 2009. "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 920-940, October.
- Roley, V Vance & Walsh, Carl E, 1985.
"Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements,"
The Quarterly Journal of Economics,
MIT Press, vol. 100(5), pages 1011-39, Supp..
- V. Vance Roley & Carl E. Walsh, 1983. "Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements," NBER Working Papers 1181, National Bureau of Economic Research, Inc.
- Tabellini, Guido, 1987.
"Secrecy of Monetary Policy and the Variability of Interest Rates,"
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Blackwell Publishing, vol. 19(4), pages 425-36, November.
- Guido Tabellini, 1986. "Secrecy of Monetary Policy and the Variability of Interest Rates," UCLA Economics Working Papers 426, UCLA Department of Economics.
- Charles W. Bischoff & Steven C. Hine, 1992. "A Test of Fischer's Theory of Monetary Misperceptions and the Business Cycle in the Presence of Long-Term Contracts," Eastern Economic Journal, Eastern Economic Association, vol. 18(1), pages 99-110, Winter.
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