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Self-monitoring or reliance on media reporting : how do financial market participants process central bank news?

Hayo, Bernd; Neuenkirch, Matthias - In: Journal of banking & finance 59 (2015), pp. 27-37

Persistent link: https://www.econbiz.de/10011544283

An unconventional approach to evaluate the Bank of England's asset purchase program

Neuenkirch, Matthias - 2016 - This version: November 2, 2016

Empirical papers analysing the transmission of (unconventional) monetary policy typically rely on a vector autoregressive framework. In this paper, I complement these studies and employ a matching approach to examine the impact of the Bank of England's asset purchase program on macroeconomic...

Persistent link: https://www.econbiz.de/10011553983

An unconventional approach to evaluate the Bank of England's asset purchase program

Neuenkirch, Matthias - In: Open economies review 31 (2020) 1, pp. 79-94

Persistent link: https://www.econbiz.de/10012229701

Financial market reaction to Federal Reserve communications : does the global financial crisis make a difference?

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - In: Empirica : journal of european economics 42 (2015) 1, pp. 185-203

Persistent link: https://www.econbiz.de/10011318410

Self-monitoring or reliance on newswire services : how do financial market participants process central bank news?

Hayo, Bernd; Neuenkirch, Matthias - 2014 - This version: 26 March 2014

We study how financial market participants process news from four major central banks - the Bank of England (BoE), the Bank of Japan (BoJ), the European Central Bank (ECB), and the Federal Reserve (Fed), using a novel survey of 450 financial market participants from around the world. Our results...

Persistent link: https://www.econbiz.de/10010336192