Words speak as loudly as actions : central bank communication and the response of equity prices to macroeconomic announcements
Year of publication: |
2022
|
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Authors: | Gardner, Ben ; Scotti, Chiara ; Vega, Clara |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 231.2022, 2, p. 387-409
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Subject: | Monetary policy | Public information | Probability of recession | Price discovery | Geldpolitik | Ankündigungseffekt | Announcement effect | Politische Kommunikation | Political communication | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Volatilität | Volatility |
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