Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era
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- Dimitrios Kanelis & Pierre L. Siklos, 2022. "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CQE Working Papers 10322, Center for Quantitative Economics (CQE), University of Muenster.
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Cited by:
- Alexopoulos, Michelle & Han, Xinfen & Kryvtsov, Oleksiy & Zhang, Xu, 2024.
"More than words: Fed Chairs’ communication during congressional testimonies,"
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- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs' Communications During Congressional Testimonies," Working Papers tecipa-737, University of Toronto, Department of Economics.
- Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs’ Communication During Congressional Testimonies," Staff Working Papers 22-20, Bank of Canada.
- Sinem Kandemir & Peter Tillmann, 2023. "Not all ECB meetings are created equal," MAGKS Papers on Economics 202312, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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More about this item
Keywords
artificial intelligence; asset prices; communication; ECB; high-frequency data; speech emotion recognition;All these keywords.
JEL classification:
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-01-09 (Big Data)
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