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Fed Information Effects: Evidence from the Equity Term Structure (Replication)

NIAID Data Ecosystem2026-05-02 收录

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数据链接：

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资源简介：

This folder contains the replication codes for the paper “Fed Information Effects: Evidence from the Equity Term Structure” by Benjamin Golez and Ben Matthies.

应用场景：

创建时间：

2024-11-25

价格粘性分析

货币政策传导

This paper disentangles fluctuations in disaggregated prices due to macroeconomic and sectoral conditions using a factor-augmented vector autoregression estimated on a large data set. On the basis of

NBER2007-01-01 更新100

Decoupling at the Margin: The Threat to Monetary Policy from the Electronic Revolution in Banking

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金融科技影响

The threat to monetary policy from the electronic revolution in banking is the possibility of a decoupling' of the operations of the central bank from markets in which financial claims are created and

NBER2000-10-01 更新50

S1 Data - Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China

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系统性风险

S1 Data - Divergent impacts of quantity versus price-based monetary policies on banking systemic risk: Evidence from China

Figshare2025-05-28 更新20

Данные для анализа влияния денежно-кредитной политики Банка России на динамику кредитных спредов российских корпоративных облигаций

债券利差

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Данные, используемые для эконометрического исследования в магистерской диссертации Смирнова Степана "Анализ влияния денежно-кредитной политики Банка России на динамику кредитных спредов российских кор

NIAID Data Ecosystem60

Code for: Why are Banks Exposed to Monetary Policy

银行风险暴露

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Data and Codes for the paper "Why are Banks Exposed to Monetary Policy?"