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Policy Words and Policy Deeds: The ECB and the Euro. (2007). Siklos, Pierre ; Bohl, Martin T.
In: Working Paper series.
RePEc:rim:rimwps:35_07.

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Cited: 2

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Cites: 37

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  1. Central bank swap line effectiveness during the euro area sovereign debt crisis. (2013). Moessner, Richhild ; Allen, William.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:167-178.

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  2. Hope, Change, and Financial Markets: Can Obamas Words Drive the Market?. (2011). Tavares, Jose ; Sazedj, Sharmin.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8713.

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References

References cited by this document

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Cocites

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    In: Journal of Empirical Finance.
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  2. Á GARCH Examination of Macroeconomic Effects on U.S. Stock Market: A Distinction Between the Total Market Index and the Sustainability Index. (2010). Sariannidis, Nikolaos ; Litinas, Nicolaos ; Giannarakis, Grigoris ; Konteos, George.
    In: European Research Studies Journal.
    RePEc:ers:journl:v:xiii:y:2010:i:1:p:129-142.

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  3. The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. (2009). Laakkonen, Helinä ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:23718.

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  4. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Kathryn M. E. Dominguez, ; Panthaki, Freyan .
    In: NBER Working Papers.
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  5. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
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  6. Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification Test for Affine Term Structure Models. (2007). Benzoni, Luca ; Andersen, Torben.
    In: CREATES Research Papers.
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  7. A systematic modelling strategy for futures markets volatility. (2006). da Costa, Jose Sa ; Lopes, Jose Assis ; Carvalho, Ana Filipa .
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  8. Price Impacts of Deals and Predictability of the Exchange Rate Movements. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
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  9. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko.
    In: NBER Working Papers.
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  10. Intraday Linkages Across International Equity Markets. (2006). Hussain, Syed Mujahid ; Harju, Kari.
    In: Working Papers.
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  11. Intraday Seasonalities and Macroeconomic News Announcements. (2006). Hussain, Mujahid ; Harju, Kari.
    In: Working Papers.
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  12. Informed and strategic order flow in the bond markets. (2006). Vega, Clara ; Pasquariello, Paolo.
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  13. The yield curve as a predictor and emerging economies. (2006). Mehl, Arnaud.
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  14. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Andersson, Magnus ; Hansen, Lars Jul .
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  15. Asymmetric Information in the Stock Market: Economic News and Co-movement. (2006). Vega, Clara ; Albuquerque, Rui.
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  16. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan .
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  17. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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  18. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
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  19. CEE Banking Sector Co-Movement: Contagion or Interdependence?. (2005). lucey, brian ; Jokipii, Terhi.
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  20. Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach. (2005). Zarate-Solano, Hector ; Rodríguez N., Norberto ; Julio, Juan ; Rodriguez, Norberto.
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  21. Public information arrival and volatility persistence in financial markets. (2004). Janssen, Gust .
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  23. Trading collar, intraday periodicity and stock market volatility. (2004). Aradhyula, Satheesh ; Ergun, Tolga A..
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  25. Microstructure of the Yen/Dollar Foreign Exchange Market: Patterns of Intra-day Activity Revealed in the Electronic Broking System. (2004). Ito, Takatoshi ; Hashi, Yuko.
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