Let's Twist Again: A High-Frequency Event-study Analysis of Operation Twist and Its Implications for QE2
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- Eric T. Swanson, 2011. "Let's Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2," 2011 Meeting Papers 982, Society for Economic Dynamics.
- Eric T. Swanson, 2011. "Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2," Working Paper Series 2011-08, Federal Reserve Bank of San Francisco.
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Keywords
Operation Twist; QE2; financial markets; Treasury;JEL classification:
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