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Monetary policy communication, policy slope, and the stock market

Citations

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Cited by:

  1. Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2023. "The Voice of Monetary Policy," American Economic Review, American Economic Association, vol. 113(2), pages 548-584, February.
  2. Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
  3. Samuel M. Hartzmark & David H. Solomon, 2025. "Market-Wide Predictable Price Pressure," American Economic Review, American Economic Association, vol. 115(9), pages 3171-3213, September.
  4. Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 21-39.
  5. Liu, Hong & Tang, Xiaoxiao & Zhou, Guofu, 2022. "Recovering the FOMC risk premium," Journal of Financial Economics, Elsevier, vol. 145(1), pages 45-68.
  6. Gómez-Cram, Roberto & Grotteria, Marco, 2022. "Real-time price discovery via verbal communication: Method and application to Fedspeak," Journal of Financial Economics, Elsevier, vol. 143(3), pages 993-1025.
  7. Linas Jurkšas & Rokas Kaminskas & Deimantė Vasiliauskaitė, 2024. "ECB monetary policy communication events: Do they move euro area yields?," Bulletin of Economic Research, Wiley Blackwell, vol. 76(2), pages 596-625, April.
  8. Francesco D'Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2020. "Effective Policy Communication: Targets versus Instruments," Working Papers 2020-148, Becker Friedman Institute for Research In Economics.
  9. Granziera, Eleanora & Larsen, Wegard H. & Meggiorini, Greta & Melosi, Leonardo, 2025. "Speaking of Inflation : The Influence of Fed Speeches on Expectations," The Warwick Economics Research Paper Series (TWERPS) 1555, University of Warwick, Department of Economics.
  10. Dimitrios Kanelis & Pierre L. Siklos, 2025. "The ECB press conference statement: deriving a new sentiment indicator for the euro area," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 652-664, January.
  11. Han, Xun & Ma, Sichao & Peng, Yuchao & Xie, Xinyan, 2022. "Central bank communication, corporate maturity mismatch and innovation," International Review of Financial Analysis, Elsevier, vol. 84(C).
  12. Eleonora Granziera & Vegard H. Larsen & Greta Meggiorini & Leonardo Melosi, 2025. "Speaking of Inflation: The Influence of Fed Speeches on Expectations," CESifo Working Paper Series 11992, CESifo.
  13. Fadda, Pietro & Hanifi, Rayane & Istrefi, Klodiana & Penalver, Adrian, 2025. "Central bank communication of uncertainty," Journal of International Money and Finance, Elsevier, vol. 157(C).
  14. Alexander Jung & Patrick Kuehl, 2021. "Can central bank communication help to stabilise inflation expectations?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 298-321, July.
  15. Sylvérie Herbert & Paul Hubert & Mathias Lé, 2025. "When does Monetary Policy Matter? Policy Stance vs. Term Premium News 1," Sciences Po Economics Publications (main) hal-05481635, HAL.
  16. Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  17. Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022. "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, vol. 62(C).
  18. Ge Gao & Alex Nikolsko‐Rzhevskyy & Oleksandr Talavera, 2023. "Can central banks be heard over the sound of gunfire?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(S1), pages 183-203, December.
  19. Moench, Emanuel & Stein, Tobias, 2019. "Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 156-161.
  20. Rodrigo Sekkel & Henry Stern & Xu Zhang, 2025. "Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets," Staff Working Papers 25-33, Bank of Canada.
  21. Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
  22. Lin, Jianhao & Fan, Jiacheng & Zhang, Yifan, 2025. "Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
  23. Francesco D'Acunto & Daniel Hoang & Maritta Paloviita & Michael Weber, 2020. "Effective Policy Communication: Targets versus Instruments," Working Papers 2020-148, Becker Friedman Institute for Research In Economics.
  24. Nicolò Fraccaroli & Alessandro Giovannini & Jean-François Jamet & Eric Persson, 2023. "Central Banks in Parliaments: A Text Analysis of the Parliamentary Hearings of the Bank of England, the European Central Bank, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 543-600, June.
  25. Martin T. Bohl & Dimitrios Kanelis & Pierre L. Siklos, 2022. "How Central Bank Mandates Influence Content and Tone of Communication Over Time," CQE Working Papers 9622, Center for Quantitative Economics (CQE), University of Muenster.
  26. Alessandro Casini & Adam McCloskey, 2025. "Identification, Estimation and Inference in High-Frequency Event Study Regressions," CEIS Research Paper 608, Tor Vergata University, CEIS, revised 28 Jul 2025.
  27. Frankie Chau & Rataporn Deesomsak & Raja Shaikh, 2025. "Does Fed communication affect uncertainty and risk aversion?," Review of Quantitative Finance and Accounting, Springer, vol. 64(2), pages 713-756, February.
  28. Hunter Ng, 2024. "Strategic Control of Facial Expressions by the Fed Chair," Papers 2410.20214, arXiv.org.
  29. Klodiana Istrefi & Florens Odendahl & Giulia Sestieri, 2022. "ECB Communication and its Impact on Financial Markets," Working papers 859, Banque de France.
  30. Ibrahim Ayoade Adekunle & Anthony Emeka Elekeokwuri & Serifat Olukorede Onayemi, 2020. "Stability in Stock Market Prices and Monetary Policy in Nigeria; What Does the Empirics Say?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 2-13, August.
  31. Paul Hubert & Rose Portier, 2025. "The Signaling Effects of Tightening and Easing Monetary Policy," Sciences Po Economics Publications (main) hal-05097460, HAL.
  32. Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
  33. Michael McMahon, 2024. "Lessons for Monetary Policy Communication: Communication, Getting Through and Expectation Formation," RBA Annual Conference Papers acp2024-01, Reserve Bank of Australia, revised May 2025.
  34. Bohl, Martin T. & Kanelis, Dimitrios & Siklos, Pierre L., 2023. "Central bank mandates: How differences can influence the content and tone of central bank communication," Journal of International Money and Finance, Elsevier, vol. 130(C).
  35. Istrefi, Klodiana & Odendahl, Florens & Sestieri, Giulia, 2023. "Fed communication on financial stability concerns and monetary policy decisions: Revelations from speeches," Journal of Banking & Finance, Elsevier, vol. 151(C).
  36. Golez, Benjamin & Matthies, Ben, 2025. "Fed information effects: Evidence from the equity term structure," Journal of Financial Economics, Elsevier, vol. 165(C).
  37. Samuel Kaplan & Efstathios Polyzos & David Tercero-Lucas, 2025. "Crypto Listens: Asymmetric Reactions to Text-based Signals in Central Bank Communications," Working Papers 365, Red Nacional de Investigadores en Economía (RedNIE).
  38. Jung, Alexander, 2023. "Are monetary policy shocks causal to bank health? Evidence from the euro area," Journal of Macroeconomics, Elsevier, vol. 75(C).
  39. Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).
  40. Anastasios Megaritis & Alexandros Kontonikas & Nikolaos Vlastakis & Athanasios Triantafyllou, 2025. "The term structure of interest rates as predictor of stock market volatility," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 3212-3229, July.
  41. Hüpper, Florian & Kempa, Bernd, 2023. "Inflation targeting and inflation communication of the Federal Reserve: Words and deeds," Journal of Macroeconomics, Elsevier, vol. 75(C).
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