Tweeting on monetary policy and market sentiments : the Central Bank Surprise Index

by Donato Masciandaro, Davide Romelli and Gaia Rubera

This paper explores the relationship between central bank communication and market sentiment,and proposes a new measure. Market sentiment is proxied using a Twitter-based metric: theCentral Bank Surprise Index. The empirical study covers three cases: the Federal Reserve, theEuropean Central Bank and the Bank of England

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Year of publication:	[2020]
Authors:	Masciandaro, Donato ; Romelli, Davide ; Rubera, Gaia
Publisher:	Milano, Italy : BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Università Bocconi
Subject:	monetary policy \| central bank communication \| financial market \| social media \| Twitter \| Federal Reserve System \| European Central Bank \| Bank of England \| Bank of Japan \| Geldpolitik \| Monetary policy \| Zentralbank \| Central bank \| Japan \| Social Web \| Social web \| Großbritannien \| United Kingdom \| Finanzmarkt \| Financial market \| Politische Kommunikation \| Political communication

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Extent:	1 Online-Ressource (circa 26 Seiten) Illustrationen
Series:	Working paper series : working paper. - [Milano], ZDB-ID 3012540-6. - Vol. n. 134 (March 2020) BAFFI CAREFIN Centre Research Paper ; No. 2020-134
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper
Language:	English
Other identifiers:	10.2139/ssrn.3552699 [DOI]
Classification:	E44 - Financial Markets and the Macroeconomy ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E58 - Central Banks and Their Policies ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; g41
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012210744