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Monetary policy transparency in a forward-looking market : evidence from the United States

Kia, Amir - In: The North American journal of economics and finance : a … 42 (2017), pp. 597-617

Persistent link: https://www.econbiz.de/10011938208

Commodity Price Volatility and U.S. Monetary Policy : Commodity Price Overshooting Revisited

Siami-Namini, Sima - 2017

Commodity price volatility can create concern for central bank policy-makers. Recent commodity prices peaked in the … volatility are crucial for the conduct of monetary policy (Svensson, 2005). Using an autoregressive moving average with an … series to identify volatility spillovers between monetary policies and commodity price index. The findings show that the …

Persistent link: https://www.econbiz.de/10012945975

Monetary regimes to cope with volatile commodity export prices : two proposals

Frankel, Jeffrey A. - In: Rethinking the macroeconomics of resource-rich countries, (pp. 45-54). 2018

Persistent link: https://www.econbiz.de/10012058181

Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility : novel evidence for the US economy

Yao, Wei; Alexiou, Constantinos - In: International review of financial analysis 80 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013366201

Partially anticipated monetary policy shocks : are they stabilizing or destabilizing?

Offick, Sven; Wohltmann, Hans-Werner - In: Jahrbücher für Nationalökonomie und Statistik 236 (2016) 1, pp. 95-127

Persistent link: https://www.econbiz.de/10011486776

Does the clarity of inflation reports affect volatility in financial markets?

Bulíř, Aleš; Čihák, Martin; Jansen, David-Jan - 2014

Persistent link: https://www.econbiz.de/10010408953

Starting from a blank page? : semantic similarity in central bank communication and market volatility

Ehrmann, Michael; Talmi, Jonathan - 2017

. 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

Does the clarity of monetary policy reports reduce volatility in financial markets?

Bulíř, Aleš; Čihák, Martin; Jansen, David-Jan - In: Finance a úvěr 68 (2018) 1, pp. 2-17

Persistent link: https://www.econbiz.de/10011897340

Forecast transparency and inflation volatility : empirical evidence from developing countries

Mazhar, Ummad; M'baye, Cheick Kader - In: Global economy journal : GEJ 16 (2016) 4, pp. 769-787

Persistent link: https://www.econbiz.de/10011594697

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