Narrow search
Showing 1 - 10 of 16,690
Cover Image
Communicating with many tongues : FOMC speeches and US financial market reaction
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2008
This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH … and volatility is larger if the communication channel is more formal. However, since speeches happen much more often than …
Persistent link: https://www.econbiz.de/10003864447
Cover Image
FOMC communication and emerging equity markets
Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2009
equity market returns and volatility over the period 1998–2006. First, both types of news have a significant impact on market … reports lowers price volatility. Finally, American emerging markets react more to U.S. news than non-American markets …
Persistent link: https://www.econbiz.de/10003852244
Cover Image
Words that shake traders : the stock market's reaction to central bank communication in real time
Rosa, Carlo - In: Journal of empirical finance 18 (2011) 5, pp. 915-934
Persistent link: https://www.econbiz.de/10009492524
Cover Image
Gradualism in monetary policy : a time-consistency problem?
Stein, Jeremy C.; Sunderam, Adi - 2015
Persistent link: https://www.econbiz.de/10011350530
Cover Image
Central bank actions and words : the intraday effects of FOMC policy communications on individual equity volatility and returns
Jubinski, Daniel; Tomljanovich, Marc - In: The financial review : the official publication of the … 52 (2017) 4, pp. 701-724
Persistent link: https://www.econbiz.de/10011771291
Cover Image
Does central bank transparency affect stock market volatility?
Papadamou, Stephanos; Sidiropoulos, Moïse; … - In: Journal of international financial markets, … 31 (2014), pp. 362-377
Persistent link: https://www.econbiz.de/10011299308
Cover Image
Monetary policy and stock returns under the MPC and inflation targeting
Chortareas, Georgios E.; Noikokyris, Emmanouil - In: International review of financial analysis 31 (2014), pp. 109-116
Persistent link: https://www.econbiz.de/10010461531
Cover Image
Words speak as loudly as actions : Central Bank communication and the response of equity prices to macroeconomic announcements
Gardner, Ben; Scotti, Chiara; Vega, Clara - 2021
Persistent link: https://www.econbiz.de/10012704991
Cover Image
Gradualism in Monetary Policy : A Time-Consistency Problem?
Stein, Jeremy C.; Sunderam, Aditya - 2021
long-run target for the policy rate; and (ii) the central bank is averse to bond-market volatility. In this setting … when the central bank moves more gradually. The same desire to mitigate bond-market volatility can lead the central bank to …
Persistent link: https://www.econbiz.de/10013224344
Cover Image
Central bank communication and the impact of public announcements of new monetary policy data on the reaction of foreign exchange and stock markets : evidence from Poland
Brzeszczyński, Janusz; Gajdka, Jerzy; Kutan, Ali Mustafa - In: Argumenta oeconomica 39 (2017) 2, pp. 21-60
Persistent link: https://www.econbiz.de/10012284683