Title:

New Measures of Monetary Policy Surprises and Jumps in Interest Rates

Authors:

Angel Leon (U Alicante)
Szabolcs Sebestyen (ISCTE - Instituto Universitário de Lisboa)

Journal:

Journal of Banking and Finance

Year:

2012

Volume:

36

Number:

8

Pages:

2323-2343

JEL codes:

E32 - Business Fluctuations; Cycles
G1 - General Financial Markets

DOI:

10.1016/j.jbankfin.2012.04.014