Does the information content of central bank speeches impact on the level of exchange rate? : a comparative study of Canadian and Australian central bank communications
Year of publication: |
March 2018
|
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Authors: | Masawi, Becksndale ; Bhattacharya, Sukanto ; Boulter, Terry |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 21.2018, 1, p. 1-27
|
Subject: | Central bank speeches | event study | high frequency data | non-parametric tests | indirect intervention | Geldpolitik | Monetary policy | Kanada | Canada | Zentralbank | Central bank | Australien | Australia | Wechselkurs | Exchange rate | Politische Kommunikation | Political communication | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Volatilität | Volatility |
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