Do the central bank actions reduce interest rate volatility
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DOI: 10.1016/j.econmod.2017.05.016
Abstract: This paper investigates how Central Bank of Brazil (CBB) actions influence market uncertainty. We consider two kinds of actions: the monetary policy decision about the interest rate target and the pure communication event of this… read more here.
Keywords: central bank; reduce interest; volatility; interest rate ... See more keywords