[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
Have FOMC minutes helped markets to predict FED funds rate changes?. (2016). Jung, Alexander.
In: Working Paper Series.
RePEc:ecb:ecbwps:20161961.

Full description at Econpapers || Download paper

Cited: 14

Citations received by this document

Cites: 51

References cited by this document

Cocites: 45

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Inflation targeting and inflation communication of the Federal Reserve: Words and deeds. (2023). Kempa, Bernd ; Hupper, Florian.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000908.

    Full description at Econpapers || Download paper

  2. How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMCs Minutes and Transcripts. (2022). Hull, Isaiah ; Grimaldi, Marianna Blix ; Apel, Mikael.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1459-1490.

    Full description at Econpapers || Download paper

  3. COVID-19 and science advice on the ‘Grand Stage’: the metadata and linguistic choices in a scientific advisory groups’ meeting minutes. (2022). So, Emily ; Ward, Samuel ; Millington, Alice ; Cohen, Katie ; Meller, Matthias ; Concannon, Shauna ; Baker, Hannah.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01403-1.

    Full description at Econpapers || Download paper

  4. Central Bank Communication of Uncertainty. (2022). Penalver, Adrian ; Istrefi, Klodiana ; Hanifi, Rayane.
    In: Working papers.
    RePEc:bfr:banfra:898.

    Full description at Econpapers || Download paper

  5. Do the ECBs Introductory Statements Help Predict Monetary Policy? Evidence from a Tone Analysis. (2021). Bennani, Hamza ; Baranowski, Pawel ; Doryn, Wirginia.
    In: Post-Print.
    RePEc:hal:journl:hal-02957422.

    Full description at Econpapers || Download paper

  6. Interest-rate setting and communication at the ECB in its first twenty years. (2021). Jung, Alexander ; Cour-Thimann, Philippine.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:70:y:2021:i:c:s0176268021000409.

    Full description at Econpapers || Download paper

  7. Do ECB introductory statements help to predict monetary policy: evidence from tone analysis. (2020). Doryń, Wirginia ; Bennani, Hamza ; Baranowski, Pawel.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:323.

    Full description at Econpapers || Download paper

  8. Do the ECBs Introductory Statements Help Predict Monetary Policy? Evidence from a Tone Analysis *. (2020). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel.
    In: Post-Print.
    RePEc:hal:journl:hal-04205988.

    Full description at Econpapers || Download paper

  9. Does Central Bank Communication Signal Future Monetary Policy in a (post)-Crisis Era? The Case of the ECB. (2020). Horvath, Roman ; Gertler, Pavel ; Bennani, Hamza ; Fanta, Nicolas.
    In: Post-Print.
    RePEc:hal:journl:hal-02486315.

    Full description at Econpapers || Download paper

  10. Does central bank communication signal future monetary policy in a (post)-crisis era? The case of the ECB. (2020). Horvath, Roman ; Gertler, Pavel ; Bennani, Hamza ; Fanta, Nicolas.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560618302882.

    Full description at Econpapers || Download paper

  11. Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202443.

    Full description at Econpapers || Download paper

  12. How Much Information Do Monetary Policy Committees Disclose? Evidence from the FOMCs Minutes and Transcripts. (2019). Hull, Isaiah ; Grimaldi, Marianna Blix ; Apel, Mikael .
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0381.

    Full description at Econpapers || Download paper

  13. Efectos de la comunicación del banco central sobre los títulos públicos: evidencia empírica para Colombia. (2019). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo.
    In: Revista Cuadernos de Economía.
    RePEc:col:000093:017454.

    Full description at Econpapers || Download paper

  14. Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?. (2016). Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161926.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alexander Jung European Central Bank; email: alexander.jung@ecb.europa.eu European Central Bank, 2016 Postal address 60640 Frankfurt am Main, Germany Telephone +49 69 1344 0 Website www.ecb.europa.eu All rights reserved. Any reproduction, publication and reprint in the form of a different publication, whether printed or produced electronically, in whole or in part, is permitted only with the explicit written authorisation of the ECB or the authors. This paper can be downloaded without charge from www.ecb.europa.eu, from the Social Science Research Network electronic library at or from RePEc: Research Papers in Economics. Information on all of the papers published in the ECB Working Paper Series can be found on the ECB’s website.
    Paper not yet in RePEc: Add citation now
  2. Andersson, M., 2010. Using intraday data to gauge financial market responses to Federal Reserve and ECB monetary policy decisions. International Journal of Central Banking 6, 117-146.

  3. Bernanke, B., Reinhart, V., Sack, B., 2004. Monetary policy alternatives at the zero bound: an empirical assessment. Brookings Papers on Economic Activity 35, 1-100.

  4. Blinder, A., 2004. The Quiet Revolution: Central Banking Goes Modern, Yale University Press, New Haven.
    Paper not yet in RePEc: Add citation now
  5. Blinder, A., Ehrmann, M., Fratzscher, M., de Haan, J., 2008. Central bank communication and monetary policy: a survey of theory and evidence. Journal of Economic Literature 46, 910-945.

  6. Chappell, H.W.Jr., McGregor R.R., Vermilyea T.A., 2005. Committee Decisions on Monetary Policy, Evidence from Historical Records of the Federal Open Market Committee, MIT Press, Cambridge.

  7. Chappell, H.W.Jr., McGregor R.R., Vermilyea T.A., 2007. The role of the bias in crafting consensus: FOMC decision making in the Greenspan era. International Journal of Central Banking 3, 39-60.

  8. Danker, D., Luecke, M., 2005. Background on FOMC meeting minutes. Federal Reserve Bulletin, Spring, 175-179.
    Paper not yet in RePEc: Add citation now
  9. Dincer, N., Eichengreen, B., 2014. Central bank transparency: causes, consequences and updates. International Journal of Central Banking 10, 189-253.
    Paper not yet in RePEc: Add citation now
  10. ECB Working Paper 1961, September 2016 Acknowledgements For useful comments and discussion the author thanks R. Horváth, M. El-Shagi, H. Hong and T. Lähner. The paper has been presented at the 2015 EPCS conference in Groningen. The views expressed are those of the author and do not necessarily reflect those of the ECB. The author remains responsible for any errors or omissions.
    Paper not yet in RePEc: Add citation now
  11. ECB Working Paper 1961, September 2016 Gavin, W., Keen, B., Richter, A., Throckmorton, N., 2013. The Limitations of Forward Guidance, Federal Reserve Bank of St. Louis Working Paper No. 2013-038C.
    Paper not yet in RePEc: Add citation now
  12. Eggertson, G., Woodford, M., 2003. The zero bound on interest rates and optimal monetary policy. Brookings Papers on Economic Activity 34(1), 139–235.

  13. Ehrmann, M., Fratzscher, M., 2007a. Communication and decision-making by central bank committees: different strategies, same effectiveness? Journal of Money, Credit and Banking 39(2-3), 509-541.
    Paper not yet in RePEc: Add citation now
  14. Ehrmann, M., Fratzscher, M., 2007b. Transparency, disclosure and the Federal Reserve. International Journal of Central Banking 3(1), 179-225.

  15. El-Shagi, M., Jung, A., 2015a. Does the Greenspan era provide evidence on leadership in the FOMC. Journal of Macroeconomics 43, 173-190.

  16. El-Shagi, M., Jung, A., 2015b. Have minutes helped markets to predict the MPC’s monetary policy decisions? European Journal of Political Economy 39, 222-234.

  17. Fawley, B., Neely, C., 2014. The evolution of Federal Reserve policy and the impact of monetary policy surprises on asset prices. Federal Reserve Bank of St. Louis Review 96(1), 73-103.

  18. Geraats, P., 2006. Transparency of monetary policy: theory and practice. CESifo Economic Studies 52, 111-152.

  19. Gerlach-Kristen, P., 2004. Is the MPC’s voting record informative about future UK monetary policy? Scandinavian Journal of Economics 106(2), 299-313.

  20. Hammond, G., 2012. State of the Art of Inflation Targeting, Bank of England Centre for Central Banking Studies, Handbook No. 29, London.

  21. Hansen, S., McMahon, M., 2016. Shocking language: understanding the macroeconomic effects of central bank communication. Journal of International Economics, 99(1), S114-S133.

  22. Hayo, B., Neuenkirch, M., 2013. Do Federal Reserve Presidents communicate with a regional bias? Journal of Macroeconomics 35, 62-72.

  23. Horváth, R., Jonásová, J., 2015. Central banks’ voting records, financial crisis and future monetary policy. European Journal of Political Economy 38, 229-243.
    Paper not yet in RePEc: Add citation now
  24. Horváth, R., Smidková, K., Zápal, J., 2012a. Central bank’s voting records and future policy. International Journal of Central Banking 8(4), 1-19.
    Paper not yet in RePEc: Add citation now
  25. Horváth, R., Smidková, K., Zápal, J., 2012b. Is the U.S. Fed voting record informative about future monetary policy? Czech Journal of Economics and Finance, 62(6), 478-484.
    Paper not yet in RePEc: Add citation now
  26. Horváth, R., Vaško, D., 2016. Central Bank Transparency and Financial Stability. Journal of Financial Stability 22, 45-56.
    Paper not yet in RePEc: Add citation now
  27. Issing, O., 2005. Communication, transparency, accountability: monetary policy in the twenty-first century. Federal Reserve Bank of St. Louis Review 87(2), 65-84.

  28. ISSN 1725-2806 (pdf) ISBN 978--- (pdf) DOI 10. (pdf) EU catalogue No QB-AR-16--EN-N (pdf)
    Paper not yet in RePEc: Add citation now
  29. Jung, A., 2013. Policymakers interest rate preferences: recent evidence for three monetary policy committees. International Journal of Central Banking 3, 145-192.

  30. Jung, A., Latsos, S., 2015. Do Federal Reserve Bank Presidents have a regional bias? European Journal of Political Economy 40, 173-183.

  31. Kohn, D., Sack, B., 2003. Central Bank Talk: Does It Matter and Why?, Board of Governors of the Federal Reserve System Finance and Economics Discussion Series 2003-55.
    Paper not yet in RePEc: Add citation now
  32. Madigan, B., Nelson, W., 2002. Proposed revision to the Federal Reserve's discount window lending ECB Working Paper 1961, September 2016 programs. Federal Reserve Bulletin, July, 313-319.
    Paper not yet in RePEc: Add citation now
  33. Meade, E.E., 2005. The FOMC: preferences, voting, and consensus. Federal Reserve Bank of St. Louis Review 87(2), 93-101.
    Paper not yet in RePEc: Add citation now
  34. Meade, E.E., Burk, N., Josselyn, M., 2015. The FOMC meeting minutes: An assessment of counting words and the diversity of views. FEDS Notes, Washington, May 26, 2015.

  35. Meade, E.E., Sheets, N., 2005. Regional influences on FOMC voting patterns. Journal of Money, Credit, and Banking 37, 661-677.

  36. Meade, E.E., Stasavage, D., 2008. The dangers of increased transparency in monetary policymaking. Economic Journal 118(528), 695-717.
    Paper not yet in RePEc: Add citation now
  37. Meyer, L., 2004. A Term at the Fed – An Insider’s View, Harper Collins Publishers, New York.
    Paper not yet in RePEc: Add citation now
  38. Poole, W., 2005a. FOMC transparency. Federal Reserve St. Louis Review 87(1), 1-9.
    Paper not yet in RePEc: Add citation now
  39. Poole, W., 2005b. How predictable is Fed policy? Federal Reserve Bank of St. Louis Review 87(6), 659668.
    Paper not yet in RePEc: Add citation now
  40. Rasche, R., Thornton, D., 2002. The FOMC’s balance-of-risks statement and market expectations of policy actions. Federal Reserve Bank of St. Louis Review 84, 37-50.

  41. Reeves, R., Sawicki, M., 2007. Do financial markets react to Bank of England communication? European Journal of Political Economy 23, 207-227.

  42. Riboni, A., Ruge-Murcia, F., 2014. Dissent in monetary policy decisions. Journal of Monetary Economics 66, 137-154.

  43. Spencer, R., Huston, J., Hsie, E., 2013. The evolution of Federal Reserve transparency under Greenspan and Bernanke. Eastern Economic Journal 39, 530–546.

  44. Swanson, E., 2006. Have increases in Federal Reserve transparency improved private sector interest rate forecasts? Journal of Money, Credit and Banking 38(3), 791-819.

  45. Thornton, D., 2006. “Measured Pace” in the conduct of monetary policy. Monetary Trends, March, 1, Thornton, D., Wheelock, D., 2014. Making sense of dissents: a history of FOMC dissents. Federal Reserve Bank of St. Louis Review 96(3), 213-228.
    Paper not yet in RePEc: Add citation now
  46. Tootell, G., 2000. Reserve banks, the discount rate recommendation, and FOMC policy. Southern Economic Journal 66(4), 957-975.

  47. Vuong, Q., 1989. Likelihood ratio tests for model selection and non-nested hypotheses. Econometrica 57, ECB Working Paper 1961, September 2016 307-333.

  48. Wilhelmsen, B., Zaghini, A., 2011. Monetary policy predictability in the euro area: an international comparison. Applied Economics 43, 2533-2544.

  49. Woodford M., 2005. Central Bank Communication and Policy Effectiveness. In: Federal Reserve Bank of Kansas City (ed.), The Greenspan era: lessons for the future: a symposium sponsored by the Federal Reserve Bank of Kansas City, Jackson Hole, Wyoming, August 25-27, 2005, 399-474.

  50. Wynne, M., 2013. A short history of FOMC communication. Economic Letter 8(8), 1-4.

  51. Yellen, J., 2012. Revolution and Evolution in Central Bank Communications, speech delivered at the Haas School of Business, University of California, 13 November 2012.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. (2022). Aste, Tomaso ; Volta, Vittoria.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:114947.

    Full description at Econpapers || Download paper

  2. Complexity of ECB communication and financial market trading. (2022). Zahner, Johannes ; Rapp, Marc Steffen ; Henseler, Kai ; Hayo, Bernd.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001127.

    Full description at Econpapers || Download paper

  3. Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Miura, KO ; Kurosaki, Tetsuo.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20212547.

    Full description at Econpapers || Download paper

  6. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

    Full description at Econpapers || Download paper

  7. US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices. (2020). Al-Yahyaee, Khamis ; ben Omrane, Walid ; Hussain, Syed Mujahid.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319300109.

    Full description at Econpapers || Download paper

  8. Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201919.

    Full description at Econpapers || Download paper

  9. Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

    Full description at Econpapers || Download paper

  10. The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

    Full description at Econpapers || Download paper

  11. Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192303.

    Full description at Econpapers || Download paper

  12. QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

    Full description at Econpapers || Download paper

  13. Volatility jumps and macroeconomic news announcements. (2018). Gray, Philip ; Chan, Kam F.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:8:p:881-897.

    Full description at Econpapers || Download paper

  14. Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Mager, Ferdinand ; Fuss, Roland ; ROLAND FÜSS, ; Zhao, LU ; Stein, Michael.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

    Full description at Econpapers || Download paper

  15. Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data. (2018). Kamada, Koichiro ; Yamada, Tetsuya ; Miura, KO ; Kurosaki, Tetsuo.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:18-e-02.

    Full description at Econpapers || Download paper

  16. Have money and credit data releases helped markets to predict the interest rate decisions of the European Central Bank?. (2018). Jung, Alexander.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:65:y:2018:i:1:p:39-67.

    Full description at Econpapers || Download paper

  17. Dynamics of Co-movements among Implied Volatility, Policy Uncertainty and Market Performance. (2017). .
    In: Global Business Review.
    RePEc:sae:globus:v:18:y:2017:i:6:p:1478-1487.

    Full description at Econpapers || Download paper

  18. The unintended consequences of the zero lower bound policy. (2017). Kacperczyk, Marcin ; di Maggio, Marco ; Dimaggio, Marco .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:1:p:59-80.

    Full description at Econpapers || Download paper

  19. Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

    Full description at Econpapers || Download paper

  20. Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

    Full description at Econpapers || Download paper

  21. When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

    Full description at Econpapers || Download paper

  22. The Unintended Consequences of the Zero Lower Bound Policy. (2016). Kacperczyk, Marcin ; Di Maggio, Marco ; Dimaggio, Marco .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:22351.

    Full description at Econpapers || Download paper

  23. Quantitative Easing and Liquidity in the Japanese Government Bond Market. (2016). Iwatsubo, Kentaro ; Taishi, Tomoki .
    In: Discussion Papers.
    RePEc:koe:wpaper:1623.

    Full description at Econpapers || Download paper

  24. Quantitative Easing and Liquidity in the Japanese Government Bond Market. (2016). Iwatsubo, Kentaro ; Taishi, Tomoki .
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:16-e-12.

    Full description at Econpapers || Download paper

  25. Foreign news and the structure of co-movement in European equity markets: An intraday analysis. (2016). ben Omrane, Walid ; Hussain, Syed Mujahid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:572-582.

    Full description at Econpapers || Download paper

  26. Have minutes helped to predict fed funds rate changes?. (2016). Jung, Alexander.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:18-32.

    Full description at Econpapers || Download paper

  27. Have FOMC minutes helped markets to predict FED funds rate changes?. (2016). Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161961.

    Full description at Econpapers || Download paper

  28. Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?. (2016). Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161926.

    Full description at Econpapers || Download paper

  29. Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X.
    In: SPOUDAI Journal of Economics and Business.
    RePEc:spd:journl:v:65:y:2015:i:3-4:p:29-65.

    Full description at Econpapers || Download paper

  30. The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling. (2015). Apergis, Nicholas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:100-107.

    Full description at Econpapers || Download paper

  31. Have minutes helped markets to predict the MPCs monetary policy decisions?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:39:y:2015:i:c:p:222-234.

    Full description at Econpapers || Download paper

  32. Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of Englands MPC?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151808.

    Full description at Econpapers || Download paper

  33. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded.

    Full description at Econpapers || Download paper

  34. Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data. (2014). Hussain, Syed Mujahid ; Deleze, Frederic .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:18:y:2014:i:3-4:p:169-213.

    Full description at Econpapers || Download paper

  35. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01098464.

    Full description at Econpapers || Download paper

  36. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1423.

    Full description at Econpapers || Download paper

  37. The impact of economic news on bond prices: Evidence from the MTS platform. (2014). Paiardini, Paola.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:302-322.

    Full description at Econpapers || Download paper

  38. Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation. (2014). Moura, Marcelo L. ; GAIO, RAFAEL L..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:27:y:2014:i:c:p:114-144.

    Full description at Econpapers || Download paper

  39. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Tomljanovich, Marc ; Jubinski, Daniel.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:22:y:2013:i:3:p:86-97.

    Full description at Econpapers || Download paper

  40. The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach. (2013). Barsoum, Fady.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1315.

    Full description at Econpapers || Download paper

  41. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Jubinski, Daniel ; Tomljanovich, Marc.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:3:p:86-97.

    Full description at Econpapers || Download paper

  42. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764.

    Full description at Econpapers || Download paper

  43. Words that shake traders. (2011). Rosa, Carlo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:915-934.

    Full description at Econpapers || Download paper

  44. TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED. (2011). Rosa, Carlo.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:58:y:2011:i:1:p:51-81.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-29 18:29:34 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.