Brand, Claus; Buncic, Daniel; Turunen, Jarkko - School of Economics, UNSW Business School - 2008
We use intraday changes in money market rates to construct indicators of news about monetary policy stemming separately …, 2006
This version 047c: July 8, 2008
Abstract
We use intraday changes in money market rates to construct indicators of news … pattern to communication is hump-shaped, while that
to policy decisions is downward sloping.
Keywords: money market rates …