The High Frequency Effects of Dollar Swap Lines
收藏NBER2023-11-01 更新2025-01-04 收录
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https://www.nber.org/papers/w31901
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资源简介：
We study the effects of dollar swap lines using high frequency responses in asset prices around policy announcements. News about expanded dollar swap lines causes a reduction in liquidity premia, compression of deviations from covered interest parity (CIP), and depreciation of the dollar. Equity
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美国国家经济研究局创建时间：
2023-11-01
