The Announcement Effect: Evidence from Open Market Desk Data

20 Pages Posted: 20 Sep 2005

See all articles by Selva Demiralp

Selva Demiralp

Koc University - Department of Economics

Oscar Jorda

University of California, Davis - Department of Economics; Federal Reserve Banks - Federal Reserve Bank of San Francisco

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Abstract

A paper summarizing the contents of the conference volume "Financial Innovation and Monetary Transmission," sponsored by the Federal Reserve Bank of New York.

Keywords: open market operations, monetary policy

JEL Classification: E52, E43

Suggested Citation

Demiralp, Selva and Jorda, Oscar, The Announcement Effect: Evidence from Open Market Desk Data. Economic Policy Review, Vol. 8, No. 1, May 2002, Available at SSRN: https://ssrn.com/abstract=804610

Selva Demiralp (Contact Author)

Koc University - Department of Economics ( email )

Rumeli Feneri Yolu
Sariyer 80910 Istanbul
Turkey
+212 338 1842 (Phone)

Oscar Jorda

University of California, Davis - Department of Economics ( email )

One Shields Drive
Davis, CA 95616-8578
United States
530-5549382 (Phone)

HOME PAGE: http://old.econ.ucdavis.edu/faculty/jorda/

Federal Reserve Banks - Federal Reserve Bank of San Francisco ( email )

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San Francisco, CA 94105
United States
4159742691 (Phone)

HOME PAGE: http://www.frbsf.org/economic-research/economists/oscar-jorda/

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