Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2011 - This version: March 4, 2011
Using a GARCH model, we analyze the influence of U.S. monetary policy action and communication on the price volatility … bank communication during the recent financial crisis: the "calming" effect of communication found for the whole sample is … partly offset during that period. -- Central Bank Communication ; Commodities ; Federal Reserve Bank ; Monetary Policy …