Mumtaz, Haroon; Saleheen, Jumana; Spitznagel, Roxane - 2023 - This version: July 16, 2023
This paper studies the impact of different types and styles of Bank of England Monetary Policy Committee (MPC) communication on asset prices (stock prices, gilt yields and interest rate futures) from 1999-2023. We extend MPC communication to include MPC speeches and find MPC speeches to be an...
