메뉴 건너뛰기




Volumn 8, Issue 6, 2010, Pages 1266-1298

The impact of ECB monetary policy decisions and communication on the yield curve

Author keywords

[No Author keywords available]

Indexed keywords


EID: 78649691064     PISSN: 15424766     EISSN: 15424774     Source Type: Journal    
DOI: 10.1162/jeea_a_00025     Document Type: Article
Times cited : (128)

References (34)
  • 2
    • 0036221554 scopus 로고    scopus 로고
    • Determining the Number of Factors in Approximate Factor Models
    • Bai, Jushan, and Serena Ng (2002). "Determining the Number of Factors in Approximate Factor Models." Econometrica, 70(1), 191-221.
    • (2002) Econometrica , vol.70 , Issue.1 , pp. 191-221
    • Bai, J.1    Ng, S.2
  • 3
    • 3543100271 scopus 로고    scopus 로고
    • The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements
    • Bernoth, Kerstin, and Jürgen von Hagen (2004). "The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements." International Finance, 7(1), 1-24.
    • (2004) International Finance , vol.7 , Issue.1 , pp. 1-24
    • Bernoth, K.1    von Hagen, J.2
  • 7
    • 78649708872 scopus 로고    scopus 로고
    • The Spectrum of Euro-Dollar
    • In, edited by G. Teyssièrre and A. Kirman. Springer Verlag
    • Brousseau, Vincent (2006). "The Spectrum of Euro-Dollar." In Long Memory in Economics, edited by G. Teyssièrre and A. Kirman. Springer Verlag.
    • (2006) Long Memory in Economics
    • Brousseau, V.1
  • 9
    • 0000148688 scopus 로고    scopus 로고
    • Inferring the Rank of a Matrix
    • Cragg, John G., and Stephen G. Donald (1997). "Inferring the Rank of a Matrix." Journal of Econometrics, 76, 223-250.
    • (1997) Journal of Econometrics , vol.76 , pp. 223-250
    • Cragg, J.G.1    Donald, S.G.2
  • 10
    • 0348167853 scopus 로고    scopus 로고
    • Monetary Policy Announcements and Money Markets: A Transatlantic Perspective
    • Ehrmann, Michael, and Marcel Fratzscher (2003). "Monetary Policy Announcements and Money Markets: A Transatlantic Perspective." International Finance, 6(3), 309-328.
    • (2003) International Finance , vol.6 , Issue.3 , pp. 309-328
    • Ehrmann, M.1    Fratzscher, M.2
  • 12
    • 34247545804 scopus 로고    scopus 로고
    • Communication and Decision-Making by Central Bank Committees: Different Strategies, Same Effectiveness?
    • Ehrmann, Michael, and Marcel Fratzscher (2007). "Communication and Decision-Making by Central Bank Committees: Different Strategies, Same Effectiveness?" Journal of Money, Credit and Banking, 39(2-3), 509-541.
    • (2007) Journal of Money, Credit and Banking , vol.39 , Issue.2-3 , pp. 509-541
    • Ehrmann, M.1    Fratzscher, M.2
  • 15
    • 52649139123 scopus 로고    scopus 로고
    • Interest Rate Setting By the ECB: Words and Deeds
    • Gerlach, Stefan (2007). "Interest Rate Setting By the ECB: Words and Deeds." International Journal of Central Banking, 3(3), 1-46.
    • (2007) International Journal of Central Banking , vol.3 , Issue.3 , pp. 1-46
    • Gerlach, S.1
  • 17
    • 20444412539 scopus 로고    scopus 로고
    • Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
    • Gürkaynak, Refet S., Brian Sack, and Eric T. Swanson (2005). "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements." International Journal of Central Banking, 1(1), 55-93.
    • (2005) International Journal of Central Banking , vol.1 , Issue.1 , pp. 55-93
    • Gürkaynak, R.S.1    Sack, B.2    Swanson, E.T.3
  • 19
    • 55949127063 scopus 로고    scopus 로고
    • Does it Pay toWatch Central Bankers' Lips? The Information Content of ECB Wording
    • Heinemann, Friedrich, and Katrin Ullrich (2007). "Does it Pay toWatch Central Bankers' Lips? The Information Content of ECB Wording." Swiss Journal of Economics and Statistics, 143(2), 155-185.
    • (2007) Swiss Journal of Economics and Statistics , vol.143 , Issue.2 , pp. 155-185
    • Heinemann, F.1    Ullrich, K.2
  • 21
    • 0001011206 scopus 로고    scopus 로고
    • Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market
    • Kuttner, Kenneth N. (2001). "Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market." Journal of Monetary Economics, 47, 523-544.
    • (2001) Journal of Monetary Economics , vol.47 , pp. 523-544
    • Kuttner, K.N.1
  • 22
    • 78649709228 scopus 로고    scopus 로고
    • Deutsche Bank Research Focus Europe, 19 July 2004
    • Meyer, Thomas (2004). "The Risks to Price Stability." Deutsche Bank Research Focus Europe, 19 July 2004.
    • (2004) The Risks to Price Stability
    • Meyer, T.1
  • 23
    • 33747335864 scopus 로고    scopus 로고
    • Do ECB's Statements Steer Short-Term and Long-Term Interest Rates in the Euro-Zone?
    • Musard-Gies, Marie (2005). "Do ECB's Statements Steer Short-Term and Long-Term Interest Rates in the Euro-Zone?" The Manchester School, 74 (s1), 116-139.
    • (2005) The Manchester School , vol.74 , Issue.s1 , pp. 116-139
    • Musard-Gies, M.1
  • 24
    • 0000331710 scopus 로고
    • A Method of Moments Interpretation of Sequential Estimators
    • Newey, Whitney K. (1984). "A Method of Moments Interpretation of Sequential Estimators." Economics Letters, 14(2-3), 201-206.
    • (1984) Economics Letters , vol.14 , Issue.2-3 , pp. 201-206
    • Newey, W.K.1
  • 25
    • 0000706085 scopus 로고
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
    • Newey, Whitney K., and Kenneth D. West (1987). "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55(3), 703-708.
    • (1987) Econometrica , vol.55 , Issue.3 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 26
    • 0001447776 scopus 로고
    • Econometric Issues in the Analysis of Regressions with Generated Regressors
    • Pagan, Adrian R. (1984). "Econometric Issues in the Analysis of Regressions with Generated Regressors." International Economic Review, 25(1), 221-247.
    • (1984) International Economic Review , vol.25 , Issue.1 , pp. 221-247
    • Pagan, A.R.1
  • 27
    • 84963043455 scopus 로고
    • Two Stage and Related Estimators and Their Applications
    • Pagan, Adrian R. (1986). "Two Stage and Related Estimators and Their Applications." Review of Economic Studies, 53(4), 517-538.
    • (1986) Review of Economic Studies , vol.53 , Issue.4 , pp. 517-538
    • Pagan, A.R.1
  • 29
    • 17944380399 scopus 로고    scopus 로고
    • BondYields and the Federal Reserve
    • Piazzesi, Monika (2005). "BondYields and the Federal Reserve." Journal of Political Economy, 113(2), 311-344.
    • (2005) Journal of Political Economy , vol.113 , Issue.2 , pp. 311-344
    • Piazzesi, M.1
  • 31
    • 59049091096 scopus 로고    scopus 로고
    • Working paper, Catholic University of Portugal
    • Sebestyén, Szabolcs (2006). "What Drives Money Market Rates?" Working paper, Catholic University of Portugal. 〈http://papers.ssrn.com/sol3/papers.cfm?abstract_id=886262〉.
    • (2006) What Drives Money Market Rates?
    • Sebestyén, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.