The effects of monetary policy announcements on the yield curve: a computational linguistics approach
Byambadalai, Urandari (A.A. 2019/2020) The effects of monetary policy announcements on the yield curve: a computational linguistics approach. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Liyan Shi, pp. 32. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Related literature. Methodology. Data. FOMC statements. Yield spread. Federal funds target rate. Main results. Regression specifi�cation. The effects on the ten-year yield curve. Importance of commitment. The effects in the short-end and long-end of the yield curve.
References
Bibliografia: pp. 26-27.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Advanced corporate finance |
| Thesis Supervisor: | Shi, Liyan |
| Thesis Co-Supervisor: | Polo, Andrea |
| Academic Year: | 2019/2020 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 21 Jan 2021 14:51 |
| Last Modified: | 21 Jan 2021 14:51 |
| URI: | https://tesi.luiss.it/id/eprint/28146 |
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