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The response of market interest rates to discount rate changes

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  • Michael J. Dueker

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Suggested Citation

  • Michael J. Dueker, 1992. "The response of market interest rates to discount rate changes," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 78-91.
  • Handle: RePEc:fip:fedlrv:y:1992:i:jul:p:78-91
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    Citations

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    Cited by:

    1. Jushan, Bai, 1995. "Estimation of multiple-regime regressions with least absolutes deviation," MPRA Paper 32916, University Library of Munich, Germany, revised Feb 1998.
    2. Daniel L. Thornton, 1996. "The information content of discount rate announcements: what's behind the announcement effect?," Working Papers 1994-032, Federal Reserve Bank of St. Louis.
    3. Rai, Anoop & Seth, Rama & Mohanty, Sunil K., 2007. "The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 905-923, October.
    4. Kaen, Fred R. & Sherman, Heidemarie C. & Tehranian, Hassan, 1997. "The effects of Bundesbank discount and Lombard rate changes on German bank stocks," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 1-25, April.
    5. Bayar Omer, 2015. "An ordered probit analysis of monetary policy inertia," The B.E. Journal of Macroeconomics, De Gruyter, vol. 15(2), pages 705-726, July.
    6. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
    7. Thornton, Daniel L, 2000. "Lifting the Veil of Secrecy from Monetary Policy: Evidence from the Fed's Early Discount Rate Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(2), pages 155-167, May.
    8. Bunzel, Helle & Iglesias, Emma M., 2006. "Testing for Breaks Using Alternating Observations," Staff General Research Papers Archive 12694, Iowa State University, Department of Economics.
    9. Choi, Woon Gyu, 1999. "Estimating the Discount Rate Policy Reaction Function of the Monetary Authority," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 379-401, July-Aug..
    10. Kaketsis, Asimakis & Sarantis, Nicholas, 2006. "The effects of monetary policy changes on market interest rates in Greece: An event study approach," International Review of Economics & Finance, Elsevier, vol. 15(4), pages 487-504.
    11. Manfred J.M. Neumann & Jens Weidmann, 1997. "The Information Content of German Discount Rate Changes," Macroeconomics 9706006, EconWPA.
    12. Antulio N. Bomfim & Vincent Reinhart, 2000. "Making news: financial market effects of Federal Reserve disclosure practices," Finance and Economics Discussion Series 2000-14, Board of Governors of the Federal Reserve System (U.S.).
    13. Gasbarro, Dominic & Monroe, Gary S., 2004. "The impact of monetary policy candidness on Australian financial markets," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 35-46, February.

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    Keywords

    Discount;

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