) communication on asset prices (stock prices, gilt yields and interest rate futures) from 1999-2023. We extend MPC communication to … communication leads to greater asset price volatility than simple and clear communication. Central banks that want to avoid … monetary policy communication, the previous literature has disregarded an important source of variation in asset prices …

single communication to the public. This paper explores the cross-sectional asset pricing implications of the ambiguity of … central bank communication in China. By distinguishing different sentiments for each communication event with a field …. Using these three probabilities, we develop a measurement for the ambiguity of PBC communication. The main findings indicate …

) communication on asset prices (stock prices, gilt yields and interest rate futures) from 1999-2023. We extend MPC communication to … communication leads to greater asset price volatility than simple and clear communication. Central banks that want to avoid … monetary policy communication, the previous literature has disregarded an important source of variation in asset prices. …

This paper investigates the financial market effects of the ECB's communication on the Pandemic Emergency Purchase … Programme (PEPP). Using data for 10 euro area countries, we first analyse the impact of different communication channels such as … whether spreads react differently to communication by specific ECB Executive Board members. Markets turn out to be sensitive …

Alyoam).EWMA results over thirteen yeas period show with no doubt that media coverage of CBJ communication in the three days … market returns react positively to a CBJ communication of T-Bills issuance. Such contradicting reaction to the news of T … news for the surrounding days. Crises dummy show irrelevance of communication during subsample of 2008. When allowing for …