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DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?*
16 references·15 citing·36 second hop
DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?* (2006)DO EUROPEAN CENTRAL BANK'S STATEMENTS STE…Can Central Bank Transparency Go Too Far? (2007)Can Central Bank Transparency…The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements (2004)The Euribor Futures Market: E…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Interest Rate Setting by the ECB, 1999-2006: Words and Deeds (2004)Interest Rate Setting by the …Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Can Central Bank Transparency Go Too Far? (2004)Can Central Bank Transparency…Central Bank Talk: Does It Matter and Why? 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(2024)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)The information in the term structure (1984)The Changing Behavior of the Term Structure of Interest Rates (1986)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)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)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)
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References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2002Central Bank Transparency683 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment351 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2002Market Anticipations of Monetary Policy Actions205 cited
  • 2003Anticipations of Monetary Policy in Financial Markets157 cited
  • 2004Can Central Bank Transparency Go Too Far?157 cited
  • 2004Interest Rate Setting by the ECB, 1999-2006: Words and Deeds146 cited
  • 1995Monetary Policy Actions and Long-Term Interest Rates141 cited
  • 2007Can Central Bank Transparency Go Too Far?120 cited
  • 2000Perfecting the Market's Knowledge of Monetary Policy118 cited
  • 2004The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements111 cited

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  • 2000Monetary Policy Surprises and the Yield Curve107 cited
  • Cited by

    • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
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    • 2020ECB Language and Stock Returns – A Textual Analysis of ECB Press Conferences31 cited
    • 2007Monetary Policy Inertia or Persistent Shocks: A DSGE Analysis26 cited
    • 2016The Reaction of Asset Markets to Swiss National Bank Communication19 cited
    • 2016Measuring monetary policy and its impact on the bond market of an emerging economy18 cited
    • 2016Qualitative and quantitative central bank communication and inflation expectations17 cited
    • 2014Measuring aggregate risk: Can we robustly identify asset-price boom–bust cycles?16 cited
    • 2010LOUD AND CLEAR? CAN WE HEAR WHEN THE SARB SPEAKS?14 cited
    • 2015Central bank’s perception on inflation and inflation expectations of experts13 cited
    • 2024The clarity of monetary policy communication and financial market volatility in developing economies12 cited
    • 2013Market efficiency broadcasted live: ECB code words and euro exchange rates12 cited
    • 2013China's Monetary Policy Communication: Money Markets Not Only Listen, They Also Understand11 cited
    • 2009Comunicação e política monetária no Brasil8 cited