Supply and demand shifts of shorts before Fed announcements during QE1–QE3
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DOI: 10.1016/j.econlet.2020.109718
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- Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020. "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers 2020-051, Federal Reserve Bank of St. Louis.
References listed on IDEAS
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- Ekkehart Boehmer & Charles M. Jones & Xiaoyan Zhang, 2008. "Which Shorts Are Informed?," Journal of Finance, American Finance Association, vol. 63(2), pages 491-527, April.
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"Supply and Demand Shifts in the Shorting Market,"
Journal of Finance, American Finance Association, vol. 62(5), pages 2061-2096, October.
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More about this item
Keywords
Quantitative easing; Treasury bond short interest; Monetary policy; Large-scale asset purchases (LSAP); Agency securities; Treasury securities;All these keywords.
JEL classification:
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G1 - Financial Economics - - General Financial Markets
- G01 - Financial Economics - - General - - - Financial Crises
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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