[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
create a website
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

Cited: 4

Citations received by this document

Cites: 66

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. Monetary policy and financial markets: evidence from Twitter traffic. (2023). Rubera, Gaia ; Romelli, Davide ; Masciandaro, Donato.
    In: Trinity Economics Papers.
    RePEc:tcd:tcduee:tep1023.

    Full description at Econpapers || Download paper

  2. The financial market impact of ECB monetary policy press conferences — A text based approach. (2022). Parle, Conor.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:74:y:2022:i:c:s0176268022000428.

    Full description at Econpapers || Download paper

  3. .

    Full description at Econpapers || Download paper

  4. Whatever it takes to understand a central banker - Embedding their words using neural networks.. (2021). Baumgärtner, Martin ; Zahner, Johannes.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202130.

    Full description at Econpapers || Download paper

References

References cited by this document

    References contributed by pco326-13699

  1. Amaya, D., & Filbien, J. Y. (2015). The Similarity of ECB’s Communication. Finance Research Letters, 13, 234–242. Andersson, M. (2010). Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions. International Journal of Cen-tral Banking, 6(2), 117–146.

  2. Bernanke, B. S., & Kuttner, K. N. (2005). What Explains the Stock Market’s Reaction to Federal Reserve Policy? Journal of Finance, 60(3), 1221–1257.

  3. Blinder, A. S., Ehrmann, M., Fratzscher, M., De Haan, J., & Jansen, D.-J. (2008). Central Bank Communication and Monetary Policy: A Survey of Theory and Evi-dence. Journal of Economic Literature, 46(4), 910–945.

  4. Bomfim, A. N. (2003). Pre-Announcement Effects, News Effects, and Volatility: Mon-etary Policy and the Stock Market. Journal of Banking & Finance, 27(1), 133-151.

  5. Bordo, M. (2007). A Brief History of Central Banks. Economic Commentary 12.01.2007 by the Research Department of the Federal Reserve Bank of Cleve-land.

  6. Brand, C., Buncic, D., & Turunen, J. (2010). The Impact of ECB Monetary Policy De-cisions and Communication on the Yield Curve. Journal of the European Economic Association, 8(6), 1266–1298.

  7. Brekenfeld, G. (1984). Through a Monetary Glass Darkly—What You Don’t Know—and Aren’t Meant to—About the Operations of the Fed’s Chief Policymaking Arm, the Open Market Committee. Across the Board, 21, 41–47.
    Paper not yet in RePEc: Add citation now
  8. Brunner, K. (1981). The Art of Central Banking. Graduate School of Management, University of Rochester.
    Paper not yet in RePEc: Add citation now
  9. Bulíř, A., Čihák, M., & Jansen, D.-J. (2013). What Drives Clarity of Central Bank Com-munication About Inflation? Open Economies Review 24, 125–145 Bulíř, A., Čihák, M., & Šmídková, K. (2013). Writing Clearly: The ECB’s Monetary Policy Communication. German Economic Review 14, 50–72.

  10. Coenen, G., Ehrmann, M., Gaballo, G., Hoffmann, P., Nakov, A., Nardelli, S., Strasser, G. (2017). Communication of Monetary Policy in Unconventional Times, ECB Working Paper Series No 2080. Frankfurt am Main, Germany.

  11. Coeuré, B. (2018). Central Banking in Times of Complexity. Sveriges Riksbank’s 350th Anniversary. Stockholm, Sweden.
    Paper not yet in RePEc: Add citation now
  12. Coleman, M., & Liau, T. L. (1975). A Computer Readability Formula Designed for Machine Scoring. Journal of Applied Psychology, 60(2), 283.
    Paper not yet in RePEc: Add citation now
  13. Cukierman, A., & Meltzer, A. H. (1986). A Theory of Ambiguity, Credibility, and Infla-tion Under Discretion and Asymmetric Information. Econometrica, 54(5), 1099.

  14. de Haan, J., & Sturm, J.-E. (2019), Central Bank Communication: How to Manage Expectations? In: The Oxford Handbook of the Economics of Central Banking (ed-ited by David G. Mayes, Pierre L. Siklos, and Jan-Egbert Sturm).
    Paper not yet in RePEc: Add citation now
  15. Dell’Ariccia, G., Rabanal, P., & Sandri, D. (2018). Unconventional Monetary Policy in the Euro Area, Japan, and the United Kingdom. Journal of Economic Perspectives, 32, 147-172.
    Paper not yet in RePEc: Add citation now
  16. Diether, K. B., Malloy, C. J., & Scherbina, A. (2002). Differences in Opinion and the Cross Section of Stock Returns. Journal of Finance, 57(5), 2113–2140.

  17. Ehrmann, M., & Fratzscher, M. (2007). Transparency, Disclosure and the Federal Re-serve. International Journal of Central Banking, 3(1), 179–225.

  18. Ehrmann, M., & Talmi, J. (2017). Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility (ECB Working Paper Series No. 2023). Frankfurt am Main, Germany.

  19. Fama, E. F., Fisher, L., Jensen, M. C., & Roll, R. (1969). The Adjustment of Stock Prices to New Information. International Economics Review, 10(1), 1–21.

  20. Fawcett, N., Hatzius, J., Stehn, S. J., & Chaudhary, M. (2017). Look Who’s Talking—Evaluating Central Bank Communication (Goldman Sachs Economics Research Global Economics Analyst).
    Paper not yet in RePEc: Add citation now
  21. Flesch, R. (1948). A New Readibility Yardstick. Journal of Applied Psychology, 32(3), 221.
    Paper not yet in RePEc: Add citation now
  22. Funke, N., & Matsuda, A. (2006). Macroeconomic News and Stock Returns in the United States and Germany. German Economic Review, 7(2), 189–210.

  23. Grossman, S. J., & Stiglitz, J. E. (1976). Information and Competitive Price Systems. American Economic Review, 66(2), 246–253.

  24. Gunning, R. (1952). The Technique of Clear Writing. New York City, USA: McGraw-Hill.
    Paper not yet in RePEc: Add citation now
  25. Gurkaynak, R. S., Sack, B. P., & Swanson, E. T. (2005). Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and State-ments. International Journal of Central Banking, 1(1), 55–93.

  26. Hansen, S., McMahon, M., & Prat, A. (2018). Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach. Quarterly Journal of Econom-ics, 133(2), 801–870.

  27. Harris, M., & Raviv, A. (1993). Differences of Opinion Make a Horse Race. Review of Financial Studies, 6(3), 473–506.

  28. Hayo, B., & Neuenkirch, M. (2013). Do Federal Reserve Presidents Communicate with a Regional Bias? Journal of Macroeconomics, 35(C), 62–72.

  29. Hayo, B., & Neuenkirch, M. (2015a). Central Bank Communication in the Financial Crisis: Evidence from a Survey of Financial Market Participants. Journal of Inter-national Money and Finance, 59, 166–181.

  30. Hayo, B., & Neuenkirch, M. (2015b). Self-Monitoring or Reliance on Newswire Ser-vices: How Do Financial Market Participants Process Central Bank News? Journal of Banking & Finance, 59, 27–37.
    Paper not yet in RePEc: Add citation now
  31. Hayo, B., Henseler, K., & Rapp, M. S. (2018). Estimating the Monetary Policy Interest-Rate-to-Performance Sensitivity of the European Banking Sector at the Zero Lower Bound. Finance Research Letters (forthcoming).
    Paper not yet in RePEc: Add citation now
  32. Hernández-Murillo, R., & Shell, H. G. (2014). The Rising Complexity of the FOMC Statement (Economic Synopses No. 23).
    Paper not yet in RePEc: Add citation now
  33. Hirshleifer, D. (2001). Investor Psychology and Asset Pricing. Journal of Finance, 56(4), 1533–1597.

  34. Hong, H., & Stein, J. C. (1999). A Unified Theory of Underreaction, Momentum Trad-ing, and Overreaction in Asset Markets. Journal of Finance, 54(6), 2143–2184.

  35. Hussain, S. M. (2011). Simultaneous Monetary Policy Announcements and Interna-tional Stock Markets Response: An Intraday Analysis. Journal of Banking & Fi-nance, 35(3), 752–764.

  36. Jansen, D. J. (2011). Does the Clarity of Central Bank Communication Affect Volatility in Financial Markets? Evidence from Humphrey-Hawkins Testimonies. Contempo-rary Economic Policy, 29(4), 494–509.

  37. Kandel, E., & Pearson, N. D. (1995). Differential Interpretations of Public Signal and Trade in Speculative Markets. Journal of Political Economy, 103(4), 831–872.

  38. Kincaid, J. P., Fishburne, R. P. Jr., Rogers, R. L., & Chissom, B. S. (1975). Derivation of New Readability Formulas (Automated Readability Index, Fog Count and Flesch Reading Ease Formula) for Navy Enlisted Personnel (Institute for Simulation and Training—Research Report No. 56).
    Paper not yet in RePEc: Add citation now
  39. Kohn, D. L., & Sack, B. P. (2003). Central Bank Talk: Does it Matter and Why? Divi-sions of Research & Statistics and Monetary Affair. Federal Reserve Board.

  40. Kuttner, K. N. (2001). Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market. Journal of Monetary Economics, 47(3), 523–544.

  41. Kuttner, K. N. (2018). Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond. Journal of Economic Perspectives, 32, 121-146.

  42. Laver, M., Benoit, K., & Garry, J. (2003). Extracting Policy Positions from Political Texts Using Words as Data. American Political Science Review, 97(2), 311–331.

  43. Loughran, T., & McDonald, B. (2014). Measuring Readability in Financial Disclosures. Journal of Finance, 69(4), 1643–1671.

  44. Lucca, D. O. & Trebbi, F. (2011). Measuring Central Bank Communication: An Auto-mated Approach with Application to FOMC Statements (NBER Working Paper No. 15367).
    Paper not yet in RePEc: Add citation now
  45. MacKinlay, A. C. (1997). Event Studies in Economics and Finance Event Studies in Economics and Finance. Journal of Economic Literature, 35(1), 13–39.

  46. McEwen, R. A., & Hunton, J. E. (1999). Is Analyst Forecast Accuracy Associated with Accounting Information Use? Accounting Horizons, 13(1), 1–16.
    Paper not yet in RePEc: Add citation now
  47. McLaughlin, G. H. (1969). SMOG Grading—A New Readability Formula. Journal of Reading, 12(8), 639–646.
    Paper not yet in RePEc: Add citation now
  48. Miller, B. P. (2010). The Effects of Reporting Complexity on Small and Large Investor Trading. Accounting Review, 85(6), 2107–2143.
    Paper not yet in RePEc: Add citation now
  49. Miller, B. P. (2010). The Effects of Reporting Complexity on Small and Large Investor Trading. Accounting Review, 85(6), 2107–2143.
    Paper not yet in RePEc: Add citation now
  50. Nakamura, E., & Steinsson, J. (2018). High Frequency Identification of Monetary Non-Neutrality. Quarterly Journal of Economics, 133(3), 1283–1330.

  51. Nakamura, E., & Steinsson, J. (2018). High Frequency Identification of Monetary NonNeutrality.
    Paper not yet in RePEc: Add citation now
  52. Praet, P. (2017). Communicating the Complexity of Unconventional Monetary Policy in EMU. In 2017 ECB Central Bank Communications Conference. November 15, 2017. Frankfurt am Main, Germany.
    Paper not yet in RePEc: Add citation now
  53. Rosa, C. (2008). Talking Less and Moving the Market More: Is this the Recipe for Monetary Policy Effectiveness ? Evidence from the ECB and the Fed (Centre for Economic Performance, London School of Economics and Political Science No. 855). London, UK.

  54. Rosa, C. (2011a). The Validity of the Event-Study Approach: Evidence from the Im-pact of the Fed’s Monetary Policy on US and Foreign Asset Prices. Economica, 78(311), 429–439.

  55. Rosa, C. (2011b). Words that Shake Traders. The Stock Market’s Reaction to Central Bank Communication in Real Time. Journal of Empirical Finance, 18(5), 915–934.
    Paper not yet in RePEc: Add citation now
  56. Senter, R. J., & Smith, E. A. (1967). Automated Readability Index. Cincinnati Univer-sity, Ohio.

  57. Siklos, P. L. (2013). Centre for Applied Macroeconomic Analysis The Global Financial Crisis and the Language of Central Banking : Central Bank Guidance in Good Times and in Bad (Centre for Applied Macroeconomic Analysis No. 58/2013). Can-berra, Australia.

  58. Smales, L. A., & Apergis, N. (2017a). Does More Complex Language in FOMC Deci-sions Impact Financial Markets? Journal of International Financial Markets, Insti-tutions and Money, 51, 171–189.

  59. Smales, L. A., & Apergis, N. (2017b). Understanding the Impact of Monetary Policy Announcements: The Importance of Language and Surprises. Journal of Banking & Finance, 80, 33–50.

  60. Smith, M., & Taffler, R. (1992). Readability and Understandability: Different Measures of the Textual Complexity of Accounting Narrative. Accounting, Auditing & Ac-countability Journal, 5(4), 84–98.
    Paper not yet in RePEc: Add citation now
  61. Stigler, G. J. (1961). The Economics of Information. Journal of Political Economy, 69(3), 213–225.

  62. Stigler, G. J. (1961). The Economics of Information. Journal of Political Economy, 69(3), 213–225.
    Paper not yet in RePEc: Add citation now
  63. Woodford, M. (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  64. Woodford, M. (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now
  65. You, H., & Zhang, X. J. (2009). Financial Reporting Complexity and Investor Underre-action to 10-k Information. Review of Accounting Studies, 14(4), 559–586.
    Paper not yet in RePEc: Add citation now
  66. You, H., & Zhang, X. J. (2009). Financial Reporting Complexity and Investor Underreaction to 10-k Information. Review of Accounting Studies, 14(4), 559–586.
    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 00:56:36 || 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.