information and news channel. A novelty of the study is its use of data from Google Analytics on ECB website traffic as proxy for … communication on the information demand of the public and ultimately on inflation expectations. Overall, this study shows that …-term professional inflation expectations. Our findings add to the theoretical evidence on the existence of an information and news …

liquidity dynamics are generally consistent with the theory of the information sensitivity of debt … the money premium, safety, and liquidity. Our results shed light on Treasury market dynamics specifically, and debt more …

explanation—known as the "Fed information effect". Following an unanticipated monetary policy tightening (easing), returns on … interpreted by market participants as signaling information about the state of the economy …

We study the information flow from the ECB on policy dates since its inception, using tick data. We show that three …

recent deep learning algorithms from computer vision. This alternative data provides new information on nonverbal … certain videos contain valuable information for the study of financial markets …

signals, we show that the release of more precise public information about future rates lowers the informativeness of market …. However, when the increase in precision of public information is sufficiently large, uncertainty is unambiguously reduced. …