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Communication about future policy rates in theory and practice : a survey
Moessner, Richhild; Jansen, David-Jan; Haan, Jakob de - 2015
Persistent link: https://www.econbiz.de/10011283836
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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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Measuring Central Bank Communication : An Automated Approach with Application to FOMC Statements
Lucca, David O. - 2010
communication about future interest rate decisions based on information from the Internet and news sources. We apply the methodology … announcements, whereas longer-dated Treasuries mainly react to changes in policy communication. Using lower frequency data, we find …, we find communication to be a more important determinant of Treasury rates than contemporaneous policy rate decisions …
Persistent link: https://www.econbiz.de/10013150907
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Measuring Central Bank Communication : An Automated Approach with Application to FOMC Statements
Lucca, David O. - 2009
communication about future interest rate decisions based on information from the Internet and news sources. We apply the methodology … announcements, whereas longer-dated Treasuries mainly react to changes in policy communication. Using lower frequency data, we find …, we find communication to be a more important determinant of Treasury rates than contemporaneous policy rate decisions …
Persistent link: https://www.econbiz.de/10013156485
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Central bank communication and the yield curve
Leombroni, Matteo; Vedolin, Andrea; Venter, Gyuri; … - In: Journal of financial economics 141 (2021) 3, pp. 860-880
Persistent link: https://www.econbiz.de/10012873067
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Interest Rate Setting and Communication at the ECB
Cour-Thimann, Philippine - 2020
´s monetary policy and augment them with communication indicators. First, we find that the ECB responded to risks to price …
Persistent link: https://www.econbiz.de/10012827870
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Interest Rate Setting and Communication at the ECB
Cour-Thimann, Philippine - 2020
´s monetary policy and augment them with communication indicators. First, we find that the ECB responded to risks to price …
Persistent link: https://www.econbiz.de/10012828078
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Central bank communication through interest rate projections
Brubakk, Leif; Ellen, Saskia ter; Xu, Hong - In: Journal of banking & finance 124 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012816490
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Transparency analysis in the function of central bank objective
Kondić, Novak; Kruškovic, Borivoje D. - In: Journal of central banking theory and practice 1 (2012) 1, pp. 77-90
Persistent link: https://www.econbiz.de/10009633875
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Measuring Central Bank Communication : An Automated Approach with Application to FOMC Statements
Lucca, David O. - 2009
communication about future interest rate decisions based on information from the Internet and news sources. We apply the methodology … announcements, whereas longer-dated Treasuries mainly react to changes in policy communication. Using lower frequency data, we find …, we find communication to be a more important determinant of Treasury rates than contemporaneous policy rate decisions …
Persistent link: https://www.econbiz.de/10012463283