Understanding the impact of monetary policy announcements: The importance of language and surprises
© 2017 Elsevier B.V.Monetary policy announcements have a significant impact on financial market liquidity. This study provides a novel perspective on the factors driving this relationship in the market for 10-year Treasury note futures: Target rate surprises and the complexity of the monetary policy...
| Main Authors: | , |
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| Format: | Journal Article |
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Elsevier
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/62870 |