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Explaining Monetary Policy in Press Conferences
16 references·16 citing·44 second hopsampled
Explaining Monetary Policy in Press Conferences (2007)Explaining Monetary Policy in Press Confe…Do financial markets react to Bank of England communication? (2007)Do financial markets react to…The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…On the consistency and effectiveness of central bank communication: Evidence from the ECB (2006)On the consistency and effect…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Communication, Transparency, Accountability: Monetary Policy in the Twenty-First Century (2005)Communication, Transparency, …Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Taking Stock: Monetary Policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Modeling and Forecasting Realized Volatility (2003)Modeling and Forecasting Real…Central Bank Talk: Does It Matter and Why? (2003)Central Bank Talk: Does It Ma…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…The Fed and Interest Rates—A High-Frequency Identification (2002)The Fed and Interest Rates—A …Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Pre-announcement effects, new…Central Bank Transparency (2002)Central Bank TransparencyMonetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Open mouth operations (2000)Open mouth operationsCentral Banking in Theory and Practice (1998)Central Banking in Theory and…Central bank communication and social media: From silence to Twitter (2023)Central bank communication an…The financial market impact of ECB monetary policy press conferences — A text based approach (2022)The financial market impact o…Monetary policy effects in times of negative interest rates: What do bank stock prices tell us? (2022)Monetary policy effects in ti…Transparency of Monetary Policy in the Postcrisis World (2019)Transparency of Monetary Poli…Complexity of ECB Communication and Financial Market Trading (2019)Complexity of ECB Communicati…Central bank transparency and the volatility of exchange rates (2018)Central bank transparency and…Self-monitoring or reliance on media reporting: How do financial market participants process central bank news? (2015)Self-monitoring or reliance o…ECB Projections as a Tool for Understanding Policy Decisions (2015)ECB Projections as a Tool for…The Impact of Central Bank Announcements on Asset Prices in Real Time (2012)The Impact of Central Bank An…The Effects of Central Bank Communication on Financial Stability: a systematization of the empirical evidence (2011)The Effects of Central Bank C…THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA (2010)THE ROLE OF CREDIT AGGREGATES…THE IMPACT OF ECB MONETARY POLICY DECISIONS AND COMMUNICATION ON THE YIELD CURVE (2010)THE IMPACT OF ECB MONETARY PO…The reaction of asset markets to Swiss National Bank communication (2009)The reaction of asset markets…The Role of Media for Consumers' Inflation Expectation Formation (2008)The Role of Media for Consume…The Predictability of Monetary Policy (2008)The Predictability of Monetar…The effect of ECB communication on interest rates: An assessment (2008)The effect of ECB communicati…Econometric policy evaluation: A critique (1976)Rules, discretion and reputation in a model of monetary policy (1983)The Optimal Degree of Commitment to an Intermediate Monetary Target (1985)Policy Rules for Inflation Targeting (1998)Optimal Monetary Policy Inertia (1999)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Financial Markets and the Real Economy (2005)What Can Survey Forecasts Tell Us about Information Rigidities? (2012)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Practical Issues in the Analysis of Univariate GARCH Models (2009)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)The Science of Monetary Policy: A New Keynesian Perspective (1999)Transparency and International Portfolio Holdings (2005)Efficient Use of Information and Social�Value�of�Information (2007)Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach* (2017)A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Investor sentiment and the stock market’s reaction to monetary policy (2009)Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)Expectations and Exchange Rate Dynamics (1976)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Exchange Rate Models Are Not as Bad as You Think (2007)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Coherent Measures of Risk (1999)The Cross‐Section of Volatility and Expected Returns (2006)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)
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References

  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1998Central Banking in Theory and Practice984 cited
  • 2002Central Bank Transparency683 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 2002Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market435 cited
  • 2002The Impact of Monetary Policy on Asset Prices339 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2000Open mouth operations249 cited
  • 2005Communication, Transparency, Accountability: Monetary Policy in the Twenty-First Century206 cited
  • 2006On the consistency and effectiveness of central bank communication: Evidence from the ECB

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183 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
  • Cited by

    • 2010THE IMPACT OF ECB MONETARY POLICY DECISIONS AND COMMUNICATION ON THE YIELD CURVE84 cited
    • 2009The reaction of asset markets to Swiss National Bank communication79 cited
    • 2008The Role of Media for Consumers' Inflation Expectation Formation79 cited
    • 2012The Impact of Central Bank Announcements on Asset Prices in Real Time60 cited
    • 2018Central bank transparency and the volatility of exchange rates54 cited
    • 2008The Predictability of Monetary Policy47 cited
    • 2023Central bank communication and social media: From silence to Twitter35 cited
    • 2008The effect of ECB communication on interest rates: An assessment35 cited
    • 2011The Effects of Central Bank Communication on Financial Stability: a systematization of the empirical evidence33 cited
    • 2019Transparency of Monetary Policy in the Postcrisis World32 cited
    • 2022The financial market impact of ECB monetary policy press conferences — A text based approach32 cited
    • 2019Complexity of ECB Communication and Financial Market Trading32 cited
    • 2015Self-monitoring or reliance on media reporting: How do financial market participants process central bank news?31 cited
    • 2022Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?27 cited
    • 2015ECB Projections as a Tool for Understanding Policy Decisions26 cited
    • 2010THE ROLE OF CREDIT AGGREGATES AND ASSET PRICES IN THE TRANSMISSION MECHANISM: A COMPARISON BETWEEN THE EURO AREA AND THE USA24 cited