Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility
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- Ehrmann, Michael & Talmi, Jonathan, 2020. "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 48-62.
- Ehrmann, Michael & Talmi, Jonathan, 2017. "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Working Paper Series 2023, European Central Bank.
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More about this item
Keywords
Central bank research; Financial markets; Interest rates;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 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
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-08-07 (Central Banking)
- NEP-CSE-2016-08-07 (Economics of Strategic Management)
- NEP-MAC-2016-08-07 (Macroeconomics)
- NEP-MON-2016-08-07 (Monetary Economics)
Statistics
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