A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates

Detalhes bibliográficos
Autor(a) principal: Tabak, Benjamin Miranda
Data de Publicação: 2004
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UCB
Texto Completo: http://twingo.ucb.br:8080/jspui/handle/10869/620
https://repositorio.ucb.br:9443/jspui/handle/123456789/7774
Resumo: This paper examines the information content of COPOM decisions by estimating the responses of the term structure to changes in target short-term interest rates on COPOM meeting days. Within an event-study approach empirical evidence suggests that the introduction of the floating exchange rate and the inflation targeting (IT
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spelling Tabak, Benjamin Miranda2016-10-10T03:52:37Z2016-10-10T03:52:37Z2004TABAK, Benjamin Miranda. Short communication A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates . Journal of Policy Modeling , v. 26 , p. 283–287 , 2004http://twingo.ucb.br:8080/jspui/handle/10869/620https://repositorio.ucb.br:9443/jspui/handle/123456789/7774This paper examines the information content of COPOM decisions by estimating the responses of the term structure to changes in target short-term interest rates on COPOM meeting days. Within an event-study approach empirical evidence suggests that the introduction of the floating exchange rate and the inflation targeting (ITMade available in DSpace on 2016-10-10T03:52:37Z (GMT). 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dc.title.pt_BR.fl_str_mv A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
title A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
spellingShingle A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
Tabak, Benjamin Miranda
Information content
Announcements
Interest rates
Monetary policy
title_short A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
title_full A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
title_fullStr A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
title_full_unstemmed A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
title_sort A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
author Tabak, Benjamin Miranda
author_facet Tabak, Benjamin Miranda
author_role author
dc.contributor.author.fl_str_mv Tabak, Benjamin Miranda
dc.subject.por.fl_str_mv Information content
Announcements
Interest rates
Monetary policy
topic Information content
Announcements
Interest rates
Monetary policy
dc.description.abstract.por.fl_txt_mv This paper examines the information content of COPOM decisions by estimating the responses of the term structure to changes in target short-term interest rates on COPOM meeting days. Within an event-study approach empirical evidence suggests that the introduction of the floating exchange rate and the inflation targeting (IT
dc.description.version.pt_BR.fl_txt_mv Sim
dc.description.status.pt_BR.fl_txt_mv Publicado
description This paper examines the information content of COPOM decisions by estimating the responses of the term structure to changes in target short-term interest rates on COPOM meeting days. Within an event-study approach empirical evidence suggests that the introduction of the floating exchange rate and the inflation targeting (IT
publishDate 2004
dc.date.issued.fl_str_mv 2004
dc.date.accessioned.fl_str_mv 2016-10-10T03:52:37Z
dc.date.available.fl_str_mv 2016-10-10T03:52:37Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
status_str publishedVersion
format article
dc.identifier.citation.fl_str_mv TABAK, Benjamin Miranda. Short communication A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates . Journal of Policy Modeling , v. 26 , p. 283–287 , 2004
dc.identifier.uri.fl_str_mv http://twingo.ucb.br:8080/jspui/handle/10869/620
https://repositorio.ucb.br:9443/jspui/handle/123456789/7774
identifier_str_mv TABAK, Benjamin Miranda. Short communication A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates . Journal of Policy Modeling , v. 26 , p. 283–287 , 2004
url http://twingo.ucb.br:8080/jspui/handle/10869/620
https://repositorio.ucb.br:9443/jspui/handle/123456789/7774
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instname:Universidade Católica de Brasília (UCB)
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instname_str Universidade Católica de Brasília (UCB)
instacron_str UCB
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reponame_str Repositório Institucional da UCB
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