The Fed and Interest Rates—A High-Frequency Identification

Author:

Cochrane John H1,Piazzesi Monika2

Affiliation:

1. Graduate School of Business, University of Chicago, 1101 E. 58th St., Chicago, IL 60637, and NBER.

2. Anderson Graduate School of Management, 110 Westwood Plaza, Los Angeles, CA 90095, and NBER.

Publisher

American Economic Association

Subject

Economics and Econometrics

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