Altavilla, Carlo; Brugnolini, Luca; Gürkaynak, Refet S.; … - 2019
speeches. To carry out the analysis, we construct the Euro Area Monetary Policy Event- Study Database (EA-MPD). This database …, is a contribution on its own right and we expect it to be the standard in monetary policy research for the euro area. …We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three …