메뉴 건너뛰기




Volumn 6, Issue 2, 2010, Pages 117-146

Using intraday data to gauge financial market responses to Federal Reserve and ECB monetary policy decisions

Author keywords

[No Author keywords available]

Indexed keywords


EID: 78651414034     PISSN: 18154654     EISSN: 18157556     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (45)

References (23)
  • 2
    • 59049098482 scopus 로고    scopus 로고
    • Which News Moves the Euro Area Bond Market?
    • Andersson, M., L. J. Hansen, and S. Sebestýen. 2006. "Which News Moves the Euro Area Bond Market?" German Economic Review 10 (1): 1-31.
    • (2006) German Economic Review , vol.10 , Issue.1 , pp. 1-31
    • Andersson, M.1    Hansen, L.J.2
  • 6
    • 84993867978 scopus 로고
    • How Markets Process Information: News Releases and Volatility
    • Ederington, L. H., and J. H. Lee. 1993. "How Markets Process Information: News Releases and Volatility." Journal of Finance 48 (4): 1161-91.
    • (1993) Journal of Finance , vol.48 , Issue.4 , pp. 1161-1191
    • Ederington, L.H.1    Lee, J.H.2
  • 7
    • 0348167853 scopus 로고    scopus 로고
    • Monetary Policy Announcements and Money Markets: A Transatlantic Perspective
    • Ehrmann, M., and M. Fratzscher. 2003. "Monetary Policy Announcements and Money Markets: A Transatlantic Perspective." International Finance 6 (3): 309-28.
    • (2003) International Finance , vol.6 , Issue.3 , pp. 309-328
    • Ehrmann, M.1    Fratzscher, M.2
  • 8
    • 79751482050 scopus 로고    scopus 로고
    • Communication and Decision-Making by Central Bank Committees: Different Strategies, Same Effectiveness?
    • Ehrmann, M., and M. Fratzscher. 2005a. "Communication and Decision-Making by Central Bank Committees: Different Strategies, Same Effectiveness?" Forthcoming in Journal of Money, Credit, and Banking.
    • (2005) Forthcoming in Journal of Money, Credit, and Banking
    • Ehrmann, M.1    Fratzscher, M.2
  • 12
    • 84892816090 scopus 로고    scopus 로고
    • The Predictability of the ECB's Monetary Policy
    • European Central Bank
    • European Central Bank. 2006. "The Predictability of the ECB's Monetary Policy." Monthly Bulletin January: 51-62.
    • (2006) Monthly Bulletin January , pp. 51-62
  • 18
    • 20444412539 scopus 로고    scopus 로고
    • Do actions speak louder than words? The response of asset prices to monetary policy actions and statements
    • G̈urkaynak, R. S., B. Sack, and E. 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): 55-94.
    • (2005) International Journal of Central Banking , vol.1 , Issue.1 , pp. 55-94
    • Gürkaynak, R.S.1    Sack, B.2    Swanson, E.3
  • 19
    • 16244400138 scopus 로고    scopus 로고
    • Inflation Scares and Forecast-Based Monetary Policy
    • Orphanides, A., and J. C. Williams. 2005. "Inflation Scares and Forecast-Based Monetary Policy." Review of Economic Dynamics 8 (2): 498-527.
    • (2005) Review of Economic Dynamics , vol.8 , Issue.2 , pp. 498-527
    • Orphanides, A.1    Williams, J.C.2
  • 21
    • 79751507201 scopus 로고    scopus 로고
    • Talking less and moving the market more: Is This the recipe for monetary policy effectiveness?
    • Mimeo
    • Rosa, C. 2008. "Talking Less and Moving the Market More: Is This the Recipe for Monetary Policy Effectiveness? Evidence from the ECB and the Fed." Mimeo.
    • (2008) Evidence from the ECB and the Fed
    • Rosa, C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.