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Central Bank Communication Affects the Term-Structure of Interest Rates
16 references·0 citing·51 second hopsampled
Central Bank Communication Affects the Term-Structure of Interest Rates (2015)Central Bank Communication Affects the Te…Just words?: A quantitative analysis of the communication of the Central Bank of Brazil (2013)Just words?: A quantitative a…The Impact of Central Bank Announcements on Asset Prices in Real Time (2012)The Impact of Central Bank An…What matters when? The impact of ECB communication on financial market expectations (2011)What matters when? 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Semantic similarity in central bank communication and market volatility (2019)Intraday periodicity and volatility persistence in financial markets (1997)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Stock Returns Over the FOMC Cycle (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)A General Equilibrium Approach To Monetary Theory (1969)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)International capital flows and U.S. interest rates (2009)Bond Supply and Excess Bond Returns (2014)Banks’ Financial Reporting and Financial System Stability (2016)
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References

  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2003Zero Bound on Interest Rates and Optimal Monetary Policy1,801 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2003The Zero Bound on Interest Rates and Optimal Monetary Policy854 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment339 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2009Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements208 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
  • 2006The Information Content of FOMC Minutes118 cited
  • 2012The Impact of Central Bank Announcements on Asset Prices in Real Time60 cited
  • 2009Central Bank Communication30 cited
  • 2004Central Bank Talk: Does it Matter and Why?29 cited
  • 2011What matters when? The impact of ECB communication on financial market expectations25 cited
  • 2010TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED

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22 cited
  • 2013Just words?: A quantitative analysis of the communication of the Central Bank of Brazil19 cited
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