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Starting from a blank page? Semantic similarity in central bank communication and market volatility
12 references·16 citing·46 second hop
Starting from a blank page? Semantic similarity in central bank communication and market volatility (2019)Starting from a blank page? Semantic simi…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Central Bank Communications and the General Public (2018)Central Bank Communications a…Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)Shocking Language: Understand…Disagreement Among Forecasters in G7 Countries (2011)Disagreement Among Forecaster…Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB (2010)Does central bank communicati…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Do financial markets react to Bank of England communication? 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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
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  • 2015Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication390 cited
  • 2007Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?370 cited
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  • 2000Open mouth operations249 cited
  • 2018Central Bank Communications and the General Public187 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
  • 2010Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB124 cited

Cited by

  • 2023The Voice of Monetary Policy170 cited
  • 2024Does Central Bank Tone Move Asset Prices?110 cited
  • 2021

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The signaling effects of central bank tone
61 cited
  • 2022Central Bank Communication with the General Public: Promise or False Hope?48 cited
  • 2019Narrative Monetary Policy Surprises and the Media46 cited
  • 2023More than words: Fed Chairs’ communication during congressional testimonies38 cited
  • 2023Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis38 cited
  • 2023Central bank communication and social media: From silence to Twitter35 cited
  • 2019Complexity of ECB Communication and Financial Market Trading32 cited
  • 2020ECB Language and Stock Returns – A Textual Analysis of ECB Press Conferences31 cited
  • 2021Drafting “better regulation”: The economic cost of regulatory complexity31 cited
  • 2022Central Bank Communication with the General Public: Promise or False Hope?25 cited
  • 2021Asset pricing and FOMC press conferences25 cited
  • 2021Mark my Words: The Transmission of Central Bank Communication to the General Public via the Print Media21 cited
  • 2021Toothless tiger with claws? Financial stability communication, expectations, and risk-taking21 cited
  • 2018Central Bank Tone and Currency Risk Premia20 cited