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The Transmission of Federal Reserve Tapering News to Emerging Financial Markets

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NBER2014-03-01 更新2025-01-04 收录
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This paper evaluates the impact of tapering news announcements by Fed senior policy makers on financial markets in emerging economies. We apply a panel framework using daily data, and find that emerging market asset prices respond most to statements by Fed Chairman Bernanke, and much less to other

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2014-03-01
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