Monetary policy and the corporate bond market: How important is the Fed information effect?
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DOI: 10.17016/FEDS.2021.010
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More about this item
Keywords
Monetary policy; Corporate bonds; Reaching for yield; Federal Reserve information;All these keywords.
JEL classification:
- E40 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - General
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2021-03-01 (Central Banking)
- NEP-MAC-2021-03-01 (Macroeconomics)
- NEP-MON-2021-03-01 (Monetary Economics)
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