Words that shake traders : the stock market's reaction to central bank communication in real time
Year of publication: |
2011
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Authors: | Rosa, Carlo |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 5, p. 915-934
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Subject: | U.S. Federal Reserve | Central bank communication | Monetary policy and news shocks | High-frequency data | Stock market | Generalized Empirical Likelihood | Geldpolitik | Monetary policy | USA | United States | Börsenkurs | Share price | Ankündigungseffekt | Announcement effect | Aktienmarkt | Politische Kommunikation | Political communication | Zentralbank | Central bank | Volatilität | Volatility |
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