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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.indexedbyWOS
dc.description.indexedbyScopus
dc.description.issue1
dc.description.openaccessYES
dc.description.publisherscopeInternational
dc.description.sponsoredbyTubitakEuN/A
dc.description.volume101
dc.identifier.doi10.1016/j.econlet.2008.03.018
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.ispartofEconomics Letters
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
local.publication.orgunit1College of Administrative Sciences and Economics
local.publication.orgunit2Department of Economics
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