Empirical Assessment of Spillover Effects
Lead Research Organisation:
London School of Economics and Political Science
Department Name: Finance
Abstract
Leading Question:
Is there empirically sound evidence in support of spillover effects in yield changes on days of central bank announcements? Furthermore, can we identify through which channel (level, slope and curvature) this spillover effect is transmitted?
Is there empirically sound evidence in support of spillover effects in yield changes on days of central bank announcements? Furthermore, can we identify through which channel (level, slope and curvature) this spillover effect is transmitted?
Studentship Projects
| Project Reference | Relationship | Related To | Start | End | Student Name |
|---|---|---|---|---|---|
| ES/P000622/1 | 01/10/2017 | 30/09/2027 | |||
| 2299339 | Studentship | ES/P000622/1 | 01/10/2019 | 30/09/2023 | Christopher Greiner |