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Monetary policy surprises and the expectations hypothesis at the short end of the yield curve

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dc.contributor.departmentDepartment of Economics
dc.contributor.kuauthorDemiralp, Selva
dc.contributor.schoolcollegeinstituteCollege of Administrative Sciences and Economics
dc.date.accessioned2024-11-09T22:49:14Z
dc.date.issued2008
dc.description.abstractWe test the expectations hypothesis by analyzing changes in three-month T-Bill rates (TB3) after FOMC meetings. By estimating the revisions in expectations of future overnight rates, we find a one-to-one relationship between changes in TB3 and path revisions. (C) 2008 Elsevier B.V. All rights reserved.
dc.description.fulltextNo
dc.description.harvestedfromManual
dc.description.indexedbyWOS
dc.description.indexedbyScopus
dc.description.openaccessYES
dc.description.peerreviewstatusN/A
dc.description.publisherscopeInternational
dc.description.readpublishN/A
dc.description.sponsoredbyTubitakEuN/A
dc.description.versionN/A
dc.identifier.doi10.1016/j.econlet.2008.03.018
dc.identifier.embargoN/A
dc.identifier.issn0165-1765
dc.identifier.quartileQ3
dc.identifier.scopus2-s2.0-49949115106
dc.identifier.urihttps://doi.org/10.1016/j.econlet.2008.03.018
dc.identifier.urihttps://hdl.handle.net/20.500.14288/6467
dc.identifier.wos259731300001
dc.keywordsExpectations hypothesis
dc.keywordsPolicy path revisions
dc.language.isoeng
dc.publisherElsevier Science Sa
dc.relation.affiliationKoç University
dc.relation.collectionKoç University Institutional Repository
dc.relation.ispartofEconomics Letters
dc.relation.openaccessN/A
dc.rightsN/A
dc.subjectEconomics
dc.titleMonetary policy surprises and the expectations hypothesis at the short end of the yield curve
dc.typeJournal Article
dspace.entity.typePublication
local.contributor.kuauthorDemiralp, Selva
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