Please use this identifier to cite or link to this item: https://repositorio.ucb.br:9443/jspui/handle/123456789/7774
Type: Artigo
Title: A note on the effects of monetary policy surprises on the Brazilian term structure of interest rates
Authors: Tabak, Benjamin Miranda
Abstract: 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
Keywords: Information content
Announcements
Interest rates
Monetary policy
Citation: 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
Access Type: Acesso Aberto
URI: http://twingo.ucb.br:8080/jspui/handle/10869/620
https://repositorio.ucb.br:9443/jspui/handle/123456789/7774
Document date: 2004
Appears in Collections:PPG - Revistas e Artigos Científicos



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