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China's Monetary Policy Communication: Money Markets Not Only Listen, They Also Understand · Study

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PreprintChina's Monetary Policy Communication: Money Markets Not Only Listen, They Also Understand

Hong Kong Institute for Monetary and Financial Research2013

OA

Preprintgreen2013

China's Monetary Policy Communication: Money Markets Not Only Listen, They Also Understand

Hong Kong Institute for Monetary and Financial Research

11 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993Discretion versus policy rules in practice 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 1994Autoregressive Conditional Density Estimation 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence 2002Range‐Based Estimation of Stochastic Volatility Models

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2015Mexico's Monetary Policy Communication and Money Marketsarticle · 22 shared references 2017Words are not all created equal: A new measure of ECB communicationarticle · 9 shared references 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidencepreprint · 8 shared references 2008The effect of ECB communication on interest rates: An assessmentarticle · 8 shared references 2008Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?preprint · 8 shared references 2012Financial market reaction to central bank monetary policy communications under an inflation-targeting regime: the case of Brazilarticle · 8 shared references

Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations11

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.2202602

openalex_workW1543719408

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