Using Intraday Data to Gauge Financial Market Responses to Federal Reserve and ECB Monetary Policy Decisions
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jung, Alexander, 2016. "Have minutes helped to predict fed funds rate changes?," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 18-32.
- Paiardini, Paola, 2014. "The impact of economic news on bond prices: Evidence from the MTS platform," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 302-322.
- Fady Barsoum, 2013. "The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach," Working Paper Series of the Department of Economics, University of Konstanz 2013-15, Department of Economics, University of Konstanz.
- repec:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7 is not listed on IDEAS
- Ben Omrane, Walid & Hussain, Syed Mujahid, 2016. "Foreign news and the structure of co-movement in European equity markets: An intraday analysis," Research in International Business and Finance, Elsevier, vol. 37(C), pages 572-582.
- Kentaro Iwatsubo & Tomoki Taishi, 2016. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," Discussion Papers 1623, Graduate School of Economics, Kobe University.
- Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
- Jung, Alexander, 2016. "Have FOMC minutes helped markets to predict FED funds rate changes?," Working Paper Series 1961, European Central Bank.
- Kentaro Iwatsubo & Tomoki Taishi, 2016. "Quantitative Easing and Liquidity in the Japanese Government Bond Market," IMES Discussion Paper Series 16-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Jubinski, Daniel & Tomljanovich, Marc, 2013. "Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns," Review of Financial Economics, Elsevier, vol. 22(3), pages 86-97.
- Hussain, Syed Mujahid, 2011. "Simultaneous monetary policy announcements and international stock markets response: An intraday analysis," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 752-764, March.
- Hubert Paul, 2017.
"Qualitative and quantitative central bank communication and inflation expectations,"
The B.E. Journal of Macroeconomics,
De Gruyter, vol. 17(1), pages 1-41, January.
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Sciences Po publications 2014-23, Sciences Po.
- Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Documents de Travail de l'OFCE 2014-23, Observatoire Francais des Conjonctures Economiques (OFCE).
- Rosa, Carlo, 2011. "Words that shake traders," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 915-934.
- Fernandez-Perez, Adrian & Frijns, Bart & Tourani-Rad, Alireza, 2017. "When no news is good news – The decrease in investor fear after the FOMC announcement," Journal of Empirical Finance, Elsevier, vol. 41(C), pages 187-199.
- Jung, Alexander & El-Shagi, Makram, 2015. "Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of England's MPC?," Working Paper Series 1808, European Central Bank.
- repec:eee:jbfina:v:80:y:2017:i:c:p:33-50 is not listed on IDEAS
- Jung, Alexander, 2016. "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series 1926, European Central Bank.
- repec:eee:intfin:v:51:y:2017:i:c:p:171-189 is not listed on IDEAS
- Carlo Rosa, 2011. "Talking Less And Moving The Market More: Evidence From The Ecb And The Fed," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(1), pages 51-81, February.
- Apergis, Nicholas, 2015. "The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 100-107.
- Di Maggio, Marco & Kacperczyk, Marcin, 2017.
"The unintended consequences of the zero lower bound policy,"
Journal of Financial Economics,
Elsevier, vol. 123(1), pages 59-80.
- Marco Di Maggio & Marcin Kacperczyk, 2016. "The Unintended Consequences of the Zero Lower Bound Policy," NBER Working Papers 22351, National Bureau of Economic Research, Inc.
- El-Shagi, Makram & Jung, Alexander, 2015. "Have minutes helped markets to predict the MPC's monetary policy decisions?," European Journal of Political Economy, Elsevier, vol. 39(C), pages 222-234.
- Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
More about this item
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ijc:ijcjou:y:2010:q:2:a:5. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Bank for International Settlements). General contact details of provider: http://www.ijcb.org/ .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.