Open AccessA HIGH-FREQUENCY ANALYSIS OF THE EFFECTS OF CENTRAL BANK COMMUNICATION ON THE TERM-STRUCTURE OF INTEREST RATES IN BRAZIL
Author(s) -
THIAGO DE ANDRADE MACHADO
Publication year - 2014
Language(s) - English
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.25515
Subject(s) - interest rate , yield curve , surprise , futures contract , period (music) , swap (finance) , interest rate swap , yield (engineering) , monetary economics , economics , term (time) , central bank , econometrics , financial economics , monetary policy , psychology , philosophy , physics , quantum mechanics , social psychology , materials science , finance , metallurgy , aesthetics
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