The Effect of Political Communication on European Financial Markets during the Sovereign Debt Crisis
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Note: This paper is part of http://archiv.ub.uni-heidelberg.de/volltextserver/view/schriftenreihen/sr-3.html
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- Conrad, Christian & Zumbach, Klaus Ulrich, 2016. "The effect of political communication on European financial markets during the sovereign debt crisis," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 209-214.
References listed on IDEAS
- Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2012. "Spread the News: How the Crisis Affected the Impact of News on the European Sovereign Bond Markets," CEPR Discussion Papers 9043, C.E.P.R. Discussion Papers.
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"The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- Christian Conrad & Michael J. Lamla, 2010. "The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- Michael Ehrmann & Marcel Fratzscher, 2007.
"Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 509-541, March.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 509-541, March.
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More about this item
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy; Modern Monetary Theory
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
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