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High-frequency identification of monetary policy shocks in Japan
We identify monetary policy shocks in Japan during the unconventional monetary policy period using high-frequency data for interest rate futures. Following the empirical strategy of Gürkaynak et al. (Int J Cent Bank 1: 55–93, 2005), we conduct an event-study analysis to estimate the effects of the m...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Nature Singapore
2022
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8785384/ https://www.ncbi.nlm.nih.gov/pubmed/35095320 http://dx.doi.org/10.1007/s42973-021-00110-x |