Linyan Zhu

London School of Economics

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

171

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Let the Market Speak: Using Interest Rates to Identify the Fed Information Effect

Number of pages: 56 Posted: 25 Feb 2022 Last Revised: 07 May 2023
Linyan Zhu
London School of Economics
Downloads 171 (288,435)

Abstract:

Loading...

monetary policy, central bank information effect, high-frequency event studies, macroeconomic data releases, factor analysis