Nominal interest rates and the news
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- Michael D. Bauer, 2015. "Nominal Interest Rates and the News," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(2-3), pages 295-332, March.
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- Bauer, Michael D. & Swanson, Eric T., 2022. "A reassessment of monetary policy surprises and high-frequency identification," IMFS Working Paper Series 165, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," NBER Working Papers 29939, National Bureau of Economic Research, Inc.
- Michael D. Bauer & Eric T. Swanson, 2022. "A Reassessment of Monetary Policy Surprises and High-Frequency Identification," CESifo Working Paper Series 9642, CESifo.
- Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi, 2018. "Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach," Working Papers on Central Bank Communication 003, University of Tokyo, Graduate School of Economics.
- Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi, 2019. "Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 26(3), pages 297-337, September.
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- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
- Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi, 2019. "Online Appendix for Interest Rate Model with Investor Attitude and Text Mining," CARF F-Series CARF-F-470, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
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- Souta Nakatani & Kiyohiko G. Nishimura & Taiga Saito & Akihiko Takahashi, 2019. "Online Appendix for Interest Rate Model with Investor Attitude and Text Mining," CIRJE F-Series CIRJE-F-1136, CIRJE, Faculty of Economics, University of Tokyo.
- Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi, 2018. "Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in "Asia-Pacific Financial Markets". )," CARF F-Series CARF-F-446, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Kiyohiko G. Nishimura & Seisho Sato & Akihiko Takahashi, 2018. "Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach," CIRJE F-Series CIRJE-F-1101, CIRJE, Faculty of Economics, University of Tokyo.
- Zhang, Ji, 2016. "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 172-185.
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More about this item
Keywords
Interest rates; Monetary policy;NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2011-10-09 (Central Banking)
- NEP-MAC-2011-10-09 (Macroeconomics)
- NEP-MON-2011-10-09 (Monetary Economics)
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