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Central Bank communication and exchange rate volatility : a GARCH analysis
Fišer, Radovan; Horváth, Roman - 2009
Persistent link: https://www.econbiz.de/10003949300
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Central Bank Communication and Exchange Rate Volatility : A GARCH Analysis
Horvath, Roman; Fiser, Radovan - 2009
central bank communication has a calming effect on exchange rate volatility. The timing of central bank communication seems to …We examine the effects of the Czech National Bank communication, macroeconomic news and interest rate differential on … exchange rate volatility using generalized autoregressive conditional heteroscedasticity model. Our results suggest that …
Persistent link: https://www.econbiz.de/10014202650
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The Indian exchange rate and Central Bank action : an EGARCH analysis
Goyal, Ashima; Arora, Sanchit - In: Journal of Asian economics 23 (2012) 1, pp. 60-72
Persistent link: https://www.econbiz.de/10009703198
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Central bank communication and interest rates : the case of the Czech National Bank
Horváth, Roman; Karas, Pavel - In: Finance a úvěr 63 (2013) 5, pp. 454-464
Persistent link: https://www.econbiz.de/10010244831
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Official intervention and exchange rate determination : evidence from India
Rishad, Abdul; Gupta, Sanjeev; Sharma, Akhil - In: Global journal of emerging market economies 13 (2021) 3, pp. 357-379
Persistent link: https://www.econbiz.de/10012623987
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Starting from a blank page? : semantic similarity in central bank communication and market volatility
Ehrmann, Michael; Talmi, Jonathan - 2017
Press releases announcing and explaining monetary policy decisions play a critical role in the communication strategy …. It shows that similar press releases generate less market volatility, but that more substantial textual changes after a … sequence of very similar statements lead to much larger volatility. …
Persistent link: https://www.econbiz.de/10011637411
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Starting from a blank page? : semantic similarity in central bank communication and market volatility
Ehrmann, Michael; Talmi, Jonathan - In: Journal of monetary economics 111 (2020), pp. 48-62
Persistent link: https://www.econbiz.de/10012494175
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Did oral interventions by the Indonesian Central Bank support the Rupiah?
Sahminan, Sahminan; Haan, Jakob de - In: Pacific economic review 18 (2013) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10009711308
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Central bank interventions in a dollarized economy : managed floating versus inflation targeting
Mundaca, B. Gabriela - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1507-1535
Persistent link: https://www.econbiz.de/10011950269
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Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Trivedi, Smita Roy; Apte, Prakash Gajanan - In: Asia-Pacific financial markets 23 (2016) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10011619931