Georg Strasser
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015.
"Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?,"
Boston College Working Papers in Economics
881, Boston College Department of Economics, revised 29 Jul 2015.
- Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
- Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016. "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series 1901, European Central Bank.
Mentioned in:
- Trading on Leaked Macroeconomic Data
by noreply@blogger.com (Carola) in Quantitative Ease on 2015-07-08 22:14:00 - 'Trading on Leaked Macroeconomic Data'
by Mark Thoma in Economist's View on 2015-07-08 15:39:09
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019.
"How to signal the future path of interest rates? The international evidence on forward guidance,"
Research Bulletin, European Central Bank, vol. 61.
Mentioned in:
Working papers
- Kiss, Regina & Strasser, Georg, 2024.
"Inflation heterogeneity across households,"
Working Paper Series
2898, European Central Bank.
Cited by:
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2024. "Shopping behavior and the effect of monetary policy on inflation heterogeneity along the income distribution," Journal of Monetary Economics, Elsevier, vol. 148(C).
- Strasser, Georg & Wieland, Elisabeth & Macias, Paweł & Błażejowska, Aneta & Szafranek, Karol & Wittekopf, David & Franke, Jörn & Henkel, Lukas & Osbat, Chiara, 2023.
"E-commerce and price setting: evidence from Europe,"
Occasional Paper Series
320, European Central Bank.
Cited by:
- Jonathan Benchimol & Luigi Palumbo, 2024.
"Sanctions and Russian online prices,"
Temi di discussione (Economic working papers)
1468, Bank of Italy, Economic Research and International Relations Area.
- Benchimol, Jonathan & Palumbo, Luigi, 2024. "Sanctions and Russian online prices," Journal of Economic Behavior & Organization, Elsevier, vol. 225(C), pages 483-521.
- Jonathan Benchimol & Luigi Palumbo, 2024.
"Sanctions and Russian online prices,"
Temi di discussione (Economic working papers)
1468, Bank of Italy, Economic Research and International Relations Area.
- Strasser, Georg & Messner, Teresa & Rumler, Fabio & Ampudia, Miguel, 2023.
"Inflation heterogeneity at the household level,"
Occasional Paper Series
325, European Central Bank.
Cited by:
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023.
"The effect of monetary policy on inflation heterogeneity along the income distribution,"
CEPR Discussion Papers
18460, C.E.P.R. Discussion Papers.
- Miguel Ampudia & Michael Ehrmann & Georg Strasser, 2023. "The effect of monetary policy on inflation heterogeneity along the income distribution," BIS Working Papers 1124, Bank for International Settlements.
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023. "The effect of monetary policy on inflation heterogeneity along the income distribution," Working Paper Series 2858, European Central Bank.
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2024. "Shopping behavior and the effect of monetary policy on inflation heterogeneity along the income distribution," Journal of Monetary Economics, Elsevier, vol. 148(C).
- Beirne, John & Dafermos, Yannis & Kriwoluzky, Alexander & Renzhi, Nuobu & Volz, Ulrich & Wittich, Jana, 2024. "Weather-related disasters and inflation in the euro area," Journal of Banking & Finance, Elsevier, vol. 169(C).
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023.
"The effect of monetary policy on inflation heterogeneity along the income distribution,"
CEPR Discussion Papers
18460, C.E.P.R. Discussion Papers.
- Miguel Ampudia & Michael Ehrmann & Georg Strasser, 2023.
"The effect of monetary policy on inflation heterogeneity along the income distribution,"
BIS Working Papers
1124, Bank for International Settlements.
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023. "The effect of monetary policy on inflation heterogeneity along the income distribution," Working Paper Series 2858, European Central Bank.
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2023. "The effect of monetary policy on inflation heterogeneity along the income distribution," CEPR Discussion Papers 18460, C.E.P.R. Discussion Papers.
Cited by:
- Kiss, Regina & Strasser, Georg, 2024. "Inflation heterogeneity across households," Working Paper Series 2898, European Central Bank.
- Allayioti, Anastasia & Gόrnicka, Lucyna & Holton, Sarah & Martínez Hernández, Catalina, 2024. "Monetary policy pass-through to consumer prices: evidence from granular price data," Working Paper Series 3003, European Central Bank.
- Messner, Teresa & Rumler, Fabio & Strasser, Georg, 2022.
"Cross-country price and inflation dispersion: Retail network or national border,"
Single Market Economics Papers
WP2022/11, Directorate-General for Internal Market, Industry, Entrepreneurship and SMEs (European Commission), Chief Economist Team.
- Messner, Teresa & Rumler, Fabio & Strasser, Georg, 2023. "Cross-country price and inflation dispersion: retail network or national border?," Working Paper Series 2776, European Central Bank.
Cited by:
- Friberg, Richard & Steen, Frode & Ulsaker, Simen Aardal, 2024. "Cross-border shopping of alcohol – What is the effect on tax revenue and sales and which products are most affected?," Discussion Paper Series in Economics 12/2024, Norwegian School of Economics, Department of Economics.
- Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2023.
"Nowcasting consumer price inflation using high-frequency scanner data: Evidence from Germany,"
Discussion Papers
34/2023, Deutsche Bundesbank.
- Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024. "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series 2930, European Central Bank.
- Nickel, Christiane & Fröhling, Annette & Álvarez, Luis J. & Willeke, Caroline & Zevi, Giordano & Osbat, Chiara & Ganoulis, Ioannis & Koester, Gerrit & Lis, Eliza & Peronaci, Romana & Hahn, Elke & Beka, 2021.
"Inflation measurement and its assessment in the ECB’s monetary policy strategy review,"
Occasional Paper Series
265, European Central Bank.
Cited by:
- Bobeica Elena & Holton Sarah & Koester Gerrit, 2023. "Bringing Inflation Back Under Control," Intereconomics: Review of European Economic Policy, Sciendo, vol. 58(3), pages 136-141, June.
- Alexander Herborn & Gunther Schnabl, 2022.
"Wohnimmobilienpreise, Inflationsmessung und Geldpolitik im Euroraum [Housing Prices, Inflation Measurement and Monetary Policy in the Euro Area],"
Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 102(5), pages 402-407, May.
- Herborn, Alexander & Schnabl, Gunther, 2022. "Wohnimmobilienpreise, Inflationsmessung und Geldpolitik im Euroraum," Working Papers 175, University of Leipzig, Faculty of Economics and Management Science.
- Joris Wauters & Zivile Zekaite & Garo Garabedian, 2024.
"Owner-occupied housing costs, policy communication, and inflation expectations,"
French Stata Users' Group Meetings 2024
11, Stata Users Group.
- Wauters, Joris & Zekaite, Zivile & Garabedian, Garo, 2024. "Owner-occupied housing costs, policy communication, and inflation expectations," Research Technical Papers 3/RT/24, Central Bank of Ireland.
- Joris Wauters & Zivile Zekaite & Garo Garabedian, 2024. "Owner-occupied housing costs, policy communication, and inflation expectations," Working Paper Research 449, National Bank of Belgium.
- Carlomagno, Guillermo & Fornero, Jorge & Sansone, Andrés, 2023. "A proposal for constructing and evaluating core inflation measures," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(3).
- Blasius, Amelie, 2023. "Digitalisierung in der Preisstatistik - Nutzung von Reisebuchungsdaten," WISTA – Wirtschaft und Statistik, Statistisches Bundesamt (Destatis), Wiesbaden, vol. 75(4), pages 34-46.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020.
"Monetary policy and its transmission in a globalised world,"
Working Paper Series
2407, European Central Bank.
Cited by:
- Santiago Camara, 2023.
"International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects,"
Papers
2306.04562, arXiv.org.
- Santiago Camara, 2023. "International Spillovers of ECB Interest Rates Monetary Policy & Information Effects," Working Papers 250, Red Nacional de Investigadores en Economía (RedNIE).
- Davide Brignone & Alessandro Franconi & Marco Mazzali, 2023. "Robust Impulse Responses using External Instruments: the Role of Information," Papers 2307.06145, arXiv.org.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021.
"A Tale of Two Global Monetary Policies,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," Discussion Papers 2117, Centre for Macroeconomics (CFM).
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Matthias Fengler & Winfried Koeniger & Stephan Minger, 2024. "The Transmission of Monetary Policy to the Cost of Hedging," CESifo Working Paper Series 11556, CESifo.
- Mirco Rubin & Dario Ruzzi, 2020. "Equity tail risk in the treasury bond market," Temi di discussione (Economic working papers) 1311, Bank of Italy, Economic Research and International Relations Area.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023.
"Risk, monetary policy and asset prices in a global world,"
Working Paper Series
2879, European Central Bank.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
- Lodge, David & Pérez, Javier J. & Albrizio, Silvia & Everett, Mary & De Bandt, Olivier & Georgiadis, Georgios & Ca' Zorzi, Michele & Lastauskas, Povilas & Carluccio, Juan & Parraga Rodriguez, Susana &, 2021. "The implications of globalisation for the ECB monetary policy strategy," Occasional Paper Series 263, European Central Bank.
- Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2024. "The global transmission of U.S. monetary policy," Temi di discussione (Economic working papers) 1466, Bank of Italy, Economic Research and International Relations Area.
- Jarociński, Marek, 2022.
"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
- Jarociński, Marek, 2020. "Central bank information effects and transatlantic spillovers," Working Paper Series 2482, European Central Bank.
- Peist, Moritz Manuel, 2023. "Original sin and the CFA Franc: A case study of the West African Economic and Monetary Union," IPE Working Papers 210/2023, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
- Dobronravova, E. & Trunin, P., 2024. "International monetary policy transmission in EAEU countries," Journal of the New Economic Association, New Economic Association, vol. 62(1), pages 219-228.
- Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2022.
"International spillover effects of unconventional monetary policies of major central banks,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
- Tomoo Inoue & Tatsuyoshi Okimoto, 2020. "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers hal-02938960, HAL.
- Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2020.
"Does a big bazooka matter? Quantitative easing policies and exchange rates,"
Research Bulletin, European Central Bank, vol. 76.
- Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
- Mehl, Arnaud & Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes, 2020. "Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates," CEPR Discussion Papers 14324, C.E.P.R. Discussion Papers.
- Zhang, Wen, 2022. "China’s government spending and global inflation dynamics: The role of the oil price channel," Energy Economics, Elsevier, vol. 110(C).
- Lastauskas, Povilas & Nguyen, Anh Dinh Minh, 2024.
"Spillover effects of US monetary policy on emerging markets amidst uncertainty,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
- Povilas Lastauskas & Anh Dinh Minh Nguyen, 2024. "Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty," Papers 2402.07266, arXiv.org.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2018.
"External debt composition and domestic credit cycles,"
Working Papers
28, European Stability Mechanism.
- Stefan Avdjiev & Stephan Binder & Ricardo Sousa, 2017. "External debt composition and domestic credit cycles," BIS Working Papers 627, Bank for International Settlements.
- Avdjiev, Stefan & Binder, Stephan & Sousa, Ricardo, 2021. "External debt composition and domestic credit cycles," Journal of International Money and Finance, Elsevier, vol. 115(C).
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2022.
"Cross-border regulatory spillovers and macroprudential policy coordination,"
BIS Working Papers
1007, Bank for International Settlements.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020. "Cross-Border Regulatory Spillovers and Macroprudential Policy Coordination," Working Papers 202028, University of Liverpool, Department of Economics.
- Agénor, Pierre-Richard & Jackson, Timothy P. & Pereira da Silva, Luiz A., 2024. "Cross-border regulatory spillovers and macroprudential policy coordination," Journal of Monetary Economics, Elsevier, vol. 146(C).
- Santiago Camara & Maximo Sangiacomo, 2022. "Borrowing Constraints in Emerging Markets," Papers 2211.10864, arXiv.org.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2022.
"Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination,"
International Economics and Economic Policy, Springer, vol. 19(1), pages 79-127, February.
- Pierre-Richard Agénor & Luiz Awazu Pereira da Silva, 2018. "Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination," BIS Papers, Bank for International Settlements, number 97.
- Fengler, Matthias & Koeniger, Winfried & Minger, Stephan, 2024. "The transmission of monetary policy to the cost of hedging," CFS Working Paper Series 726, Center for Financial Studies (CFS).
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2021. "Making waves – Fed spillovers are stronger and more encompassing than the ECB’s," Research Bulletin, European Central Bank, vol. 83.
- Marcin Pietrzak, 2023. "What can monetary policy tell us about Bitcoin?," Annals of Finance, Springer, vol. 19(4), pages 545-559, December.
- Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
- Chau Le & Huyen Nguyen & Duc Vo, 2024. "Global liquidity spillovers in the Asia–Pacific region: policy-driven versus market-driven effects," Empirical Economics, Springer, vol. 67(3), pages 1091-1113, September.
- Brandt, Lennart & Saint Guilhem, Arthur & Schröder, Maximilian & Van Robays, Ine, 2021. "What drives euro area financial market developments? The role of US spillovers and global risk," Working Paper Series 2560, European Central Bank.
- Saba Ndayezhin Danladi, 2022. "Spillover Effects of US Monetary Policy and Macreconomic Conditions in Nigeria: Evidence from Time-Varying Parameter Structural Vector Autoregression (TVP-SVAR)," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 101-120.
- Santiago Camara, 2023.
"International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects,"
Papers
2306.04562, arXiv.org.
- Gaballo, Gaetano & Ehrmann, Michael & Hoffmann, Peter & Strasser, Georg, 2019.
"Can more public information raise uncertainty? The international evidence on forward guidance,"
CEPR Discussion Papers
13977, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 93-112.
- Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," Working Paper Series 2263, European Central Bank.
Cited by:
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021.
"The Voice of Monetary Policy,"
Discussion Papers
21-02, Department of Economics, University of Birmingham.
- Gorodnichenko, Yuriy & Pham, Tho & Talavera, Oleksandr, 2021. "The Voice of Monetary Policy," CEPR Discussion Papers 15932, C.E.P.R. Discussion Papers.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2023. "The Voice of Monetary Policy," American Economic Review, American Economic Association, vol. 113(2), pages 548-584, February.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," Economics Discussion Papers em-dp2021-08, Department of Economics, University of Reading.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," NBER Working Papers 28592, National Bureau of Economic Research, Inc.
- Tillmann, Peter, 2021. "Financial markets and dissent in the ECB’s Governing Council," European Economic Review, Elsevier, vol. 139(C).
- Yoshito Funashima, 2022. "Economic policy uncertainty and unconventional monetary policy," Manchester School, University of Manchester, vol. 90(3), pages 278-292, June.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2022.
"Economists in the 2008 Financial Crisis: Slow to See, Fast to Act,"
Working Paper series
22-04, Rimini Centre for Economic Analysis.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Forthcomi.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 financial crisis: Slow to see, fast to act," Journal of Financial Stability, Elsevier, vol. 60(C).
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," MPRA Paper 112008, University Library of Munich, Germany.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2022. "Economists in the 2008 Financial Crisis: Slow to See, Fast to Act," Working Papers 2022-01, Bar-Ilan University, Department of Economics.
- Philippe Andrade & Filippo Ferroni, 2018.
"Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area,"
Working Paper Series
WP-2018-12, Federal Reserve Bank of Chicago.
- Andrade, Philippe & Ferroni, Filippo, 2021. "Delphic and odyssean monetary policy shocks: Evidence from the euro area," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
- Philippe Andrade & Filippo Ferroni, 2016. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," School of Economics Discussion Papers 1216, School of Economics, University of Surrey.
- Philippe Andrade & Filippo Ferroni, 2019. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Papers 19-17, Federal Reserve Bank of Boston.
- Filippo Ferroni, 2018. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," 2018 Meeting Papers 60, Society for Economic Dynamics.
- Cour-Thimann, Philippine & Jung, Alexander, 2020. "Interest rate setting and communication at the ECB," Working Paper Series 2443, European Central Bank.
- Michael Ehrmann & Sarah Holton & Danielle Kedan & Gillian Phelan, 2024.
"Monetary Policy Communication: Perspectives from Former Policymakers at the ECB,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 837-864, June.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2021. "Monetary policy communication: perspectives from former policy makers at the ECB," Working Paper Series 2627, European Central Bank.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2021. "Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB," CEPR Discussion Papers 16816, C.E.P.R. Discussion Papers.
- Ehrmann, Michael & Holton, Sarah & Kedan, Danielle & Phelan, Gillian, 2022. "Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB," Research Technical Papers 1/RT/22, Central Bank of Ireland.
- Haderer, Michaela, 2022. "An Estimated DSGE Model of the Euro Area with Expectations about the Timing and Nature of Liftoff from the Lower Bound," Working Papers 2022-05, University of Sydney, School of Economics.
- Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).
- Jung, Alexander & Kühl, Patrick, 2021.
"Can central bank communication help to stabilise inflation expectations?,"
Working Paper Series
2547, European Central Bank.
- Alexander Jung & Patrick Kuehl, 2021. "Can central bank communication help to stabilise inflation expectations?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 68(3), pages 298-321, July.
- Zhang, Dongyang & He, Yurun & Lu, Meiting, 2024. "Is energy firms' investment behavior more sensitive on corporate perception of monetary policy?," Energy Economics, Elsevier, vol. 136(C).
- Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
- Goodhead, Robert, 2024. "The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy," European Economic Review, Elsevier, vol. 164(C).
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020.
"Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers,"
Working Papers
2020-01, Bar-Ilan University, Department of Economics.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Paper series 20-05, Rimini Centre for Economic Analysis.
- Daniel Levy & Tamir Mayer & Alon Raviv, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," Working Papers hal-02488796, HAL.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper 98785, University Library of Munich, Germany.
- Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020. "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," EconStor Preprints 214194, ZBW - Leibniz Information Centre for Economics.
- Jeffrey R. Campbell & Thomas B. King & Anna Orlik & Rebecca Zarutskie, 2020. "Issues Regarding the Use of the Policy Rate Tool," Finance and Economics Discussion Series 2020-070, Board of Governors of the Federal Reserve System (U.S.).
- Sensoy, Ahmet & Serdengeçti, Süleyman, 2020. "Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Coenen, Günter & Montes-Galdón, Carlos & Saint Guilhem, Arthur & Hutchinson, John & Motto, Roberto, 2022. "Rate forward guidance in an environment of large central bank balance sheets: a Eurosystem stock-taking assessment," Occasional Paper Series 290, European Central Bank.
- Cecion, Martina & Coenen, Günter & Gerke, Rafael & Le Bihan, Hervé & Motto, Roberto & Aguilar, Pablo & Ajevskis, Viktors & Giesen, Sebastian & Albertazzi, Ugo & Gilbert, Niels & Al-Haschimi, Alexander, 2021. "The ECB’s price stability framework: past experience, and current and future challenges," Occasional Paper Series 269, European Central Bank.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
- Maximilian Bock & Martin Feldkircher & Pierre L. Siklos, 2020.
"International effects of euro area forward guidance,"
CAMA Working Papers
2020-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
- Airaudo, Marco, 2020. "Temptation and forward-guidance," Journal of Economic Theory, Elsevier, vol. 186(C).
- Ioanna Bardaka & Athina Rentifi, 2021. "The importance of selected structural competitiveness indicators for exports: a comparative analysis between the euro area and Greece," Economic Bulletin, Bank of Greece, issue 54, pages 59-78, December.
- Christopher S. Sutherland, 2020. "Forward Guidance and Expectation Formation: A Narrative Approach," Staff Working Papers 20-40, Bank of Canada.
- Eleni Argiri & Ifigeneia Skotida, 2021. "The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces," Economic Bulletin, Bank of Greece, issue 54, pages 23-57, December.
- Hie Joo Ahn & Leland E. Farmer, 2024. "Disagreement About the Term Structure of Inflation Expectations," Finance and Economics Discussion Series 2024-084, Board of Governors of the Federal Reserve System (U.S.).
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Boris Hofmann & Dora Xia, 2022. "Quantitative forward guidance through interest rate projections," BIS Working Papers 1009, Bank for International Settlements.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2022.
"Central Bank Communication and Social Media: From Silence to Twitter,"
BAFFI CAREFIN Working Papers
22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
- Petr Jakubik, 2020. "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles 18, EIOPA, Risks and Financial Stability Department.
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- Oleksiy Kryvtsov & Luba Petersen, 2019.
"Central Bank Communication That Works: Lessons from Lab Experiments,"
Staff Working Papers
19-21, Bank of Canada.
- Kryvtsov, Oleksiy & Petersen, Luba, 2021. "Central bank communication that works: Lessons from lab experiments," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 760-780.
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"Rationally Inattentive savers and Monetary Policy Changes: A Laboratory Experiment,"
Working Papers
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- Peter Tillmann, 2020. "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics 202048, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Christopher S. Sutherland, 2023. "Forward guidance and expectation formation: A narrative approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(2), pages 222-241, March.
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- Coenen, Günter & Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Nakov, Anton & Nardelli, Stefano & Persson, Eric & Strasser, Georg, 2017.
"Communication of monetary policy in unconventional times,"
Working Paper Series
2080, European Central Bank.
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Cited by:
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021.
"The Voice of Monetary Policy,"
Discussion Papers
21-02, Department of Economics, University of Birmingham.
- Gorodnichenko, Yuriy & Pham, Tho & Talavera, Oleksandr, 2021. "The Voice of Monetary Policy," CEPR Discussion Papers 15932, C.E.P.R. Discussion Papers.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2023. "The Voice of Monetary Policy," American Economic Review, American Economic Association, vol. 113(2), pages 548-584, February.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," Economics Discussion Papers em-dp2021-08, Department of Economics, University of Reading.
- Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021. "The Voice of Monetary Policy," NBER Working Papers 28592, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2024.
"Central Bank Communication with the General Public: Promise or False Hope?,"
Journal of Economic Literature, American Economic Association, vol. 62(2), pages 425-457, June.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," NBER Working Papers 30277, National Bureau of Economic Research, Inc.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 291, Princeton University, Department of Economics, Center for Economic Policy Studies..
- Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2022. "Central Bank communication with the general public: promise or false hope?," Working Paper Series 2694, European Central Bank.
- Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 2022-5, Princeton University. Economics Department..
- Blinder, Alan & Ehrmann, Michael & De Haan, Jakob & Jansen, David-jan, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," CEPR Discussion Papers 17441, C.E.P.R. Discussion Papers.
- Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 744, DNB.
- Marc Anderes & Alexander Rathke & Sina Streicher & Jan-Egbert Sturm, 2019.
"The Role of ECB Communication in Guiding Markets,"
KOF Working papers
19-464, KOF Swiss Economic Institute, ETH Zurich.
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- Jonne Lehtimäki & Marianne Palmu, 2022. "Who Should You Listen to in a Crisis? Differences in Communication of Central Bank Policymakers," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 11(3), pages 33-57.
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"Forward Guidance and Heterogeneous Beliefs,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 11(3), pages 1-29, July.
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- Andrade, Philippe & Gaballo, Gaetano & Mengus, Eric & Mojon, Benoît, 2016. "Forward Guidance and Heterogeneous Beliefs," HEC Research Papers Series 1192, HEC Paris.
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- Gaetano Gaballo & Eric Mengus & Benoït Mojon & Philippe Andrade, 2016. "Forward guidance and heterogenous beliefs," 2016 Meeting Papers 1182, Society for Economic Dynamics.
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"The first twenty years of the European Central Bank: monetary policy,"
CEPR Discussion Papers
13411, C.E.P.R. Discussion Papers.
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- Cour-Thimann, Philippine & Jung, Alexander, 2020. "Interest rate setting and communication at the ECB," Working Paper Series 2443, European Central Bank.
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"Monetary Policy Communication: Perspectives from Former Policymakers at the ECB,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(4), pages 837-864, June.
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"How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?,"
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- Silvia T. Trifonova, 2023. "New Trends In The European Central Bank Monetary Policy," Economy & Business Journal, International Scientific Publications, Bulgaria, vol. 17(1), pages 39-60.
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"The value of understanding central bank communication,"
Economic Modelling, Elsevier, vol. 85(C), pages 154-165.
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"Central bank communication with non-experts – A road to nowhere?,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 69-85.
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- Ehrmann, Michael & Wabitsch, Alena, 2021. "Central bank communication with non-experts: a road to nowhere?," Working Paper Series 2594, European Central Bank.
- Hwang, In Do & Lustenberger, Thomas & Rossi, Enzo, 2023. "Central bank communication and public trust: The case of ECB speeches," Journal of International Money and Finance, Elsevier, vol. 137(C).
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"Disciplining expectations and the forward guidance puzzle,"
Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- Christoffel, Kai & Mazelis, Falk & Montes-Galdón, Carlos & Müller, Tobias, 2020. "Disciplining expectations and the forward guidance puzzle," Working Paper Series 2424, European Central Bank.
- Lin, Jianhao & Mei, Ziwei & Chen, Liangyuan & Zhu, Chuanqi, 2023. "Is the People's Bank of China consistent in words and deeds?," China Economic Review, Elsevier, vol. 78(C).
- Grahame Johnson & Sharon Kozicki & Romanos Priftis & Lena Suchanek & Jonathan Witmer & Jing Yang, 2020. "Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature," Discussion Papers 2020-16, Bank of Canada.
- Galati, Gabriele & Moessner, Richhild, 2021.
"Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound,"
Economics Letters, Elsevier, vol. 198(C).
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- Beckmann, Joscha & Czudaj, Robert L., 2023.
"Perceived monetary policy uncertainty,"
Journal of International Money and Finance, Elsevier, vol. 130(C).
- Beckmann, Joscha & Czudaj, Robert L., 2022. "Perceived monetary policy uncertainty," MPRA Paper 114964, University Library of Munich, Germany.
- Fernandes, Cecilia Melo, 2021. "ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty," Working Paper Series 2582, European Central Bank.
- Jeffrey R. Campbell & Thomas B. King & Anna Orlik & Rebecca Zarutskie, 2020. "Issues Regarding the Use of the Policy Rate Tool," Finance and Economics Discussion Series 2020-070, Board of Governors of the Federal Reserve System (U.S.).
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- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Documents de Travail de l'OFCE 2020-02, Observatoire Francais des Conjonctures Economiques (OFCE).
- Paul Hubert & Fabien Labondance, 2020. "Central Bank Tone and the Dispersion of Views within Monetary Policy Committees," Working Papers hal-03403074, HAL.
- Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," SciencePo Working papers Main hal-03403256, HAL.
- Anzoategui Zapata, Juan Camilo & Galvis Ciro, Juan Camilo, 2024. "Efectos de las noticias digitales en el GAP de expectativas de inflación: primeras evidencias para una economía emergente," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 16(2), pages 441-467, July.
- Celso Brunetti & Marc Joëts & Valérie Mignon, 2024.
"Reasons Behind Words: OPEC Narratives and the Oil Market,"
Finance and Economics Discussion Series
2024-003, Board of Governors of the Federal Reserve System (U.S.).
- Valérie Mignon & Celso Brunetti & Marc Joëts, 2023. "Reasons Behind Words: OPEC Narratives and the Oil Market," EconomiX Working Papers 2023-24, University of Paris Nanterre, EconomiX.
- Celso Brunetti & Marc Joëts & Valérie Mignon, 2023. "Reasons Behind Words: OPEC Narratives and the Oil Market," Working Papers 2023-19, CEPII research center.
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- Juan de Lucio & Juan S. Mora-Sanguinetti, 2021. "New dimensions of regulatory complexity and their economic cost. An analysis using text mining," Working Papers 2107, Banco de España.
- Pavel Gertler & Roman Horváth & Júlia Jonášová, 2020. "Central Bank Communication and Financial Market Comovements in the Euro Area," Open Economies Review, Springer, vol. 31(2), pages 257-272, April.
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- KIBADHI, Plante & PINSHI, Christian P., 2020.
"Repenser la communication dans la politique monétaire : Vers une orientation stratégique pour la BCC [Rethinking Communication in Monetary Policy: Towards a Strategic leaning for the BCC],"
MPRA Paper
101449, University Library of Munich, Germany, revised 01 Jul 2020.
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- Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020.
"Complexity of ECB Communication and Financial Market Trading,"
MAGKS Papers on Economics
201919, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Hayo, Bernd & Henseler, Kai & Steffen Rapp, Marc & Zahner, Johannes, 2022. "Complexity of ECB communication and financial market trading," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Rieder, Kilian, 2022. "Monetary policy decision-making by committee: Why, when and how it can work," European Journal of Political Economy, Elsevier, vol. 72(C).
- Curti, Filippo & Kazinnik, Sophia, 2023. "Central bank communication and website characteristics," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 1216-1241.
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- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021.
"Monetary policy and financial markets: evidence from Twitter traffic,"
BAFFI CAREFIN Working Papers
21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023. "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers TEP1023, Trinity College Dublin, Department of Economics.
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"Central Bank Communication and Social Media: From Silence to Twitter,"
BAFFI CAREFIN Working Papers
22187, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Oana Peia & Davide Romelli, 2024. "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 365-388, April.
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"Macroeconomic effects of an open-ended asset purchase programme,"
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"Central Bank Communication That Works: Lessons from Lab Experiments,"
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- Kryvtsov, Oleksiy & Petersen, Luba, 2021. "Central bank communication that works: Lessons from lab experiments," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 760-780.
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"State-dependent Forward Guidance and the Problem of Inconsistent Announcements,"
Borradores de Economia
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- Mr. Faisal Ahmed & Mahir Binici & Mr. Jarkko Turunen, 2022. "Monetary Policy Communication and Financial Markets in India," IMF Working Papers 2022/209, International Monetary Fund.
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"Rethinking Communication in Monetary Policy: Towards a Strategic leaning for the BCC,"
MPRA Paper
101665, University Library of Munich, Germany, revised Jul 2020.
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- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020. "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers 20134, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Linas Jurkšas & Rokas Kaminskas, 2023. "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series 29, Bank of Lithuania.
- Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-Francois & Persson, Eric, 2022. "Does the European Central Bank speak differently when in parliament?," Working Paper Series 2705, European Central Bank.
- Piotr Szczerba & Anna Wojtyniak & Joanna Niedźwiedzińska & Wojciech Bogdanowicz, 2024. "Monetary Policy Press Releases of 24 Inflation Targeting Central Banks – A Comparison of their Key Features and Complexity," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 13(1), pages 223-243.
- Cour-Thimann, Philippine & Jung, Alexander, 2021. "Interest-rate setting and communication at the ECB in its first twenty years," European Journal of Political Economy, Elsevier, vol. 70(C).
- Jonne O. Lehtimäki & Marianne Palmu, 2019. "Central Bank Communication and Monetary Policy Predictability under Uncertain Economic Conditions," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 8(2), pages 5-32.
- Emanuele Citera & Lino Sau, 2021. "Reflexivity, Financial Instability and Monetary Policy: A ‘Convention-Based’ Approach," Review of Political Economy, Taylor & Francis Journals, vol. 33(2), pages 327-343, April.
- In Do Hwang & Enzo Rossi, 2020. "Does communication influence executives' opinion of central bank policy?," Working Papers 2020-17, Swiss National Bank.
- Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015.
"Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?,"
Boston College Working Papers in Economics
881, Boston College Department of Economics, revised 29 Jul 2015.
- Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019. "Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
- Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016. "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series 1901, European Central Bank.
Cited by:
- Jieun Lee & Doojin Ryu, 2019. "The impacts of public news announcements on intraday implied volatility dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(6), pages 656-685, June.
- Wu, Zhen-Xing & Gau, Yin-Feng, 2022. "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- James J. Angel & Douglas M. McCabe, 2018. "Insider Trading 2.0? The Ethics of Information Sales," Journal of Business Ethics, Springer, vol. 147(4), pages 747-760, February.
- Marmora, Paul, 2022. "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
- Cao, An N.Q. & Heckelei, Thomas & Ionici, Octavian & Robe, Michel A., 2024. "USDA reports affect the stock market, too," Journal of Commodity Markets, Elsevier, vol. 34(C).
- Grace Xing Hu & Jun Pan & Jiang Wang & Haoxiang Zhu, 2019.
"Premium for Heightened Uncertainty: Explaining Pre-Announcement Market Returns,"
NBER Working Papers
25817, National Bureau of Economic Research, Inc.
- Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022. "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 909-936.
- Indriawan, Ivan & Martinez, Valeria & Tse, Yiuman, 2021. "The impact of the change in USDA announcement release procedures on agricultural commodity futures," Journal of Commodity Markets, Elsevier, vol. 23(C).
- Yang-Ho Park, 2019. "Information in Yield Spread Trades," Finance and Economics Discussion Series 2019-025, Board of Governors of the Federal Reserve System (U.S.).
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023.
"Risk, monetary policy and asset prices in a global world,"
Working Paper Series
2879, European Central Bank.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
- Kostas Bimpikis & Davide Crapis & Alireza Tahbaz-Salehi, 2019. "Information Sale and Competition," Management Science, INFORMS, vol. 67(6), pages 2646-2664, June.
- Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015.
"Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?,"
Finance and Economics Discussion Series
2015-46, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
- Füss, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2018.
"Something in the air: Information density, news surprises, and price jumps,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 50-75.
- Fuess, Roland & Grabellus, Markus & Mager, Ferdinand & Stein, Michael, 2015. "Something in the Air: Information Density, News Surprises, and Price Jumps," Working Papers on Finance 1517, University of St. Gallen, School of Finance.
- Christoph E. Boehm & T. Niklas Kroner, 2023.
"The US, Economic News, and the Global Financial Cycle,"
NBER Working Papers
30994, National Bureau of Economic Research, Inc.
- Christoph E. Boehm & Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers 1371, Board of Governors of the Federal Reserve System (U.S.).
- Christoph E. Boehm & T. Niklas Kroner, 2020. "The US, Economic News, and the Global Financial Cycle," Working Papers 677, Research Seminar in International Economics, University of Michigan.
- Evzen Kocenda & Michala Moravcova, 2016.
"Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis,"
Working Papers IES
2016/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
- Kočenda, Evžen & Moravcová, Michala, 2018. "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, vol. 42(4), pages 597-615.
- Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
- Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021. "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, vol. 133(C).
- Tim Bollerslev & Jia Li & Yuan Xue, 2016.
"Volume, Volatility and Public News Announcements,"
CREATES Research Papers
2016-19, Department of Economics and Business Economics, Aarhus University.
- Tim Bollerslev & Jia Li & Yuan Xue, 2018. "Volume, Volatility, and Public News Announcements," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2005-2041.
- Wang, Xiaoxiao, 2024. "Bank affiliation and lottery-like characteristics of mutual funds," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 944-963.
- Fehrler, Sebastian & Hahn, Volker, 2020. "Committee Decision-Making under the Threat of Leaks," IZA Discussion Papers 13746, Institute of Labor Economics (IZA).
- Vilhelmsson, Anders, 2020. "Macro news and long-run volatility expectations," Knut Wicksell Working Paper Series 2020/1, Lund University, Knut Wicksell Centre for Financial Studies.
- Bao, Wei & Guo, Shijun & Peng, Diefeng & Rao, Yulei, 2023. "Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Kurov, Alexander & Stan, Raluca, 2018. "Monetary policy uncertainty and the market reaction to macroeconomic news," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 127-142.
- An N. Q. Cao & Michel A. Robe, 2022.
"Market uncertainty and sentiment around USDA announcements,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 250-275, February.
- Cao, Nguyen Que An & Robe, Michel A., 2020. "Market Uncertainty and Sentiment around USDA Announcements," 2020 Annual Meeting, July 26-28, Kansas City, Missouri 304497, Agricultural and Applied Economics Association.
- Christopher F Baum & Alexander Kurov & Marketa W. Halova, 2013.
"What do Chinese Macro Announcements Tell Us About the World Economy?,"
Boston College Working Papers in Economics
834, Boston College Department of Economics, revised 01 Jun 2015.
- Baum, Christopher F. & Kurov, Alexander & Wolfe, Marketa Halova, 2015. "What do Chinese macro announcements tell us about the world economy?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 100-122.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2018.
"Impact of the Brexit vote announcement on long-run market performance,"
CEE-M Working Papers
hal-01954920, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2020. "Impact of the Brexit vote announcement on long-run market performance," Post-Print hal-03026615, HAL.
- Wael Bousselmi & Patrick Sentis & Marc Willinger, 2018. "Impact of the Brexit vote announcement on long-run market performance," Working Papers hal-01954920, HAL.
- Smales, L.A., 2021. "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, vol. 48(C).
- Marmora, Paul, 2023. "Identifying the Effects of Macroeconomic Attention Through Foreign Investor Distraction," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(8), pages 3644-3671, December.
- Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021.
"The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange,"
Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 13(3), pages 287-329, September.
- Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020. "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper 103352, University Library of Munich, Germany.
- Wang, Xiaoxiao & Zhang, Xueyong, 2024. "Bank affiliation and timing ability of mutual funds: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Sonya Zhu, 2023. "Volume dynamics around FOMC announcements," BIS Working Papers 1079, Bank for International Settlements.
- Wang, Xiaoxiao, 2023. "Bank affiliation and mutual funds’ trading strategy distinctiveness," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Nathalie Oriol & Iryna Veryzhenko, 2019.
"Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation,"
Post-Print
halshs-01984442, HAL.
- Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1075-1092, July.
- Park, Yang-Ho, 2022. "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Rui Guo & Dun Jia & Xi Sun, 2023. "Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China," Review of Finance, European Finance Association, vol. 27(3), pages 1077-1118.
- Difang Huang & Yubin Li & Xinjie Wang & Zhaodong (Ken) Zhong, 2022. "Does the Federal Open Market Committee cycle affect credit risk?," Financial Management, Financial Management Association International, vol. 51(1), pages 143-167, March.
- Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2022. "Drift Begone! Release policies and preannouncement informed trading," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Tim Bollerslev & Jia Li & Zhipeng Liao, 2021. "Fixed‐k inference for volatility," Quantitative Economics, Econometric Society, vol. 12(4), pages 1053-1084, November.
- Niu, Zilong, 2020. "Essays in empirical asset pricing and international finance," Other publications TiSEM 986cefd5-4d2b-4d5f-be7a-2, Tilburg University, School of Economics and Management.
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
- James, Robert & Jarnecic, Elvis & Leung, Henry, 2022. "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
- Alexander Koch & Toan Luu Duc Huynh & Mei Wang, 2024. "News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 5-34, January.
- Sultan Alturki & Alexander Kurov, 2022. "Market inefficiencies surrounding energy announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 172-188, January.
- Anagnostidis, Panagiotis & Fontaine, Patrice, 2020. "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Suchismita Mishra & Le Zhao, 2021. "Order Routing Decisions for a Fragmented Market: A Review," JRFM, MDPI, vol. 14(11), pages 1-32, November.
- Nicholas Apergis & Ioannis Pragidis, 2019. "Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 25(1), pages 91-112, February.
- Chao Ying, 2020. "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers pyi149, Job Market Papers.
- Julio A. Crego, 2017. "Does Public News Decrease Information Asymmetries? Evidence from the Weekly Petroleum Status Report," Working Papers wp2017_1714, CEMFI.
- Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2022. "The Fed and the stock market: A tale of sentiment states," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Liao Xu & Xiangkang Yin & Jing Zhao, 2022. "Are the flows of exchange‐traded funds informative?," Financial Management, Financial Management Association International, vol. 51(4), pages 1165-1200, December.
- Tarun Chordia & Alexander Kurov & Dmitriy Muravyev & Avanidhar Subrahmanyam, 2021. "The joint cross section of stocks and options," Management Science, INFORMS, vol. 67(3), pages 1758-1778, March.
- Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
- Hao, Rubin & Liao, Guanmin & Ding, Wenhong & Guan, Wei, 2022. "The informativeness of regional GDP announcements: Evidence from China," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 78-99.
- Chen Gu & Denghui Chen & Raluca Stan, 2021. "Investor sentiment and the market reaction to macroeconomic news," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1412-1426, September.
- Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015.
"Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?,"
Boston College Working Papers in Economics
874, Boston College Department of Economics, revised 23 Apr 2015.
- Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?," Finance and Economics Discussion Series 2015-46, Board of Governors of the Federal Reserve System (U.S.).
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2016. "Is the intrinsic value of macroeconomic news announcements related to their asset price impact?," Working Paper Series 1882, European Central Bank.
Cited by:
- Christoffer Koch & Julieta Yung, 2016. "Macroeconomic news and asset prices before and after the zero lower bound," Globalization Institute Working Papers 287, Federal Reserve Bank of Dallas.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2021.
"Real-Time Forecasting and Scenario Analysis Using a Large Mixed-Frequency Bayesian VAR,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(71), pages 1-41, December.
- Michael W. McCracken & Michael T. Owyang & Tatevik Sekhposyan, 2015. "Real-Time Forecasting and Scenario Analysis using a Large Mixed-Frequency Bayesian VAR," Working Papers 2015-030, Federal Reserve Bank of St. Louis, revised 10 Apr 2020.
- Yang-Ho Park, 2019. "Information in Yield Spread Trades," Finance and Economics Discussion Series 2019-025, Board of Governors of the Federal Reserve System (U.S.).
- Paul Alagidede & Tseke Maserumule, 2018. "Impact of macroeconomic announcements on foreign exchange volatility: Evidence from South Africa," Working Papers 751, Economic Research Southern Africa.
- Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019.
"Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
- Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015. "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics 881, Boston College Department of Economics, revised 29 Jul 2015.
- Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016. "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series 1901, European Central Bank.
- Andreas Neuhierl & Michael Weber, 2016.
"Monetary Policy and the Stock Market: Time-Series Evidence,"
NBER Working Papers
22831, National Bureau of Economic Research, Inc.
- Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
- Andreas Neuhierl & Michael Weber & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo.
- Evzen Kocenda & Michala Moravcova, 2016.
"Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis,"
Working Papers IES
2016/20, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2016.
- Kočenda, Evžen & Moravcová, Michala, 2018. "Intraday effect of news on emerging European forex markets: An event study analysis," Economic Systems, Elsevier, vol. 42(4), pages 597-615.
- Evžen Kocenda & Michala Moravcová, 2018. "Intraday Effect of News on Emerging European Forex Markets: An Event Study Analysis," CESifo Working Paper Series 7239, CESifo.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014.
"Low Frequency Effects of Macroeconomic News on Government Bond Yields,"
CSEF Working Papers
372, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Domenico Giannone & Michèle Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Working Papers ECARES ECARES 2014-34, ULB -- Universite Libre de Bruxelles.
- Carlo Altavilla & Domenico Giannone & Michele Modugno, 2014. "Low Frequency Effects of Macroeconomic News on Government Bond Yields," Finance and Economics Discussion Series 2014-52, Board of Governors of the Federal Reserve System (U.S.).
- Altavilla, Carlo & Giannone, Domenico & Modugno, Michele, 2017. "Low frequency effects of macroeconomic news on government bond yields," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 31-46.
- Frankel, Jeffrey & Saiki, Ayako, 2016.
"Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?,"
Working Paper Series
16-011, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
- Scotti, Chiara, 2016.
"Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises,"
Journal of Monetary Economics, Elsevier, vol. 82(C), pages 1-19.
- Chiara Scotti, 2013. "Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises," International Finance Discussion Papers 1093, Board of Governors of the Federal Reserve System (U.S.).
- Strasser, Georg, 2017. "What determines the impact of macroeconomic news on asset markets?," Research Bulletin, European Central Bank, vol. 37.
- Michael Ehrmann & Jonathan Talmi, 2016.
"Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility,"
Staff Working Papers
16-37, Bank of Canada.
- Ehrmann, Michael & Talmi, Jonathan, 2020. "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Journal of Monetary Economics, Elsevier, vol. 111(C), pages 48-62.
- Ehrmann, Michael & Talmi, Jonathan, 2017. "Starting from a blank page? Semantic similarity in central bank communication and market volatility," Working Paper Series 2023, European Central Bank.
- Ben Omrane, Walid & Savaşer, Tanseli, 2017. "Exchange rate volatility response to macroeconomic news during the global financial crisis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 130-143.
- Clements, Michael P. & Galvão, Ana Beatriz, 2017. "Model and survey estimates of the term structure of US macroeconomic uncertainty," International Journal of Forecasting, Elsevier, vol. 33(3), pages 591-604.
- Tseke Maserumule & Paul Alagidede, 2017. "Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 85(3), pages 405-429, September.
- Adrian Cantemir CĂLIN & Radu LUPU, 2016. "The Effects Of Labor Market News On International Financial Markets," Romanian Economic Business Review, Romanian-American University, vol. 11(2), pages 207-215, June.
- John B. Broughton & Bento J. Lobo, 2018. "Herding and anchoring in macroeconomic forecasts: the case of the PMI," Empirical Economics, Springer, vol. 55(3), pages 1337-1355, November.
- Francis, Bill B. & Hunter, Delroy M. & Kelly, Patrick J., 2020. "Do foreign investors insulate firms from local shocks? Evidence from the response of investable firms to monetary policy," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 386-411.
- Gau, Yin-Feng & Wu, Zhen-Xing, 2017. "Macroeconomic announcements and price discovery in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 232-254.
- Marketa Halova Wolfe & Georg H. Strasser, 2013.
"Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project,"
Boston College Working Papers in Economics
826, Boston College Department of Economics, revised 23 Apr 2014.
- Georg Strasser & Marketa Halova Wolfe, 2014. "Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project," The Journal of Economic Education, Taylor & Francis Journals, vol. 45(3), pages 191-210, September.
Cited by:
- Marketa Halova Wolfe, 2023. "Incorporating Racial Justice Topics into an Econometrics Course," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(3), pages 312-327, June.
- Wolfe, Marketa Halova, 2020. "Integrating data analysis into an introductory macroeconomics course," International Review of Economics Education, Elsevier, vol. 33(C).
- James Staveley-O'Carroll II, 2023. "Microeconomics for Business: Writing Assignments on Porter’s Five Competitive Forces," Journal of Economics Teaching, Journal of Economics Teaching, vol. 8(3), pages 158-172, October.
- Eyal Dvir & Georg H. Strasser, 2013.
"Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market,"
Boston College Working Papers in Economics
831, Boston College Department of Economics, revised 04 Apr 2014.
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- Eyal Dvir & Georg Strasser, 2017. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," CESifo Working Paper Series 6639, CESifo.
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"Does marketing widen borders? Cross-country price dispersion in the European car market,"
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2059, European Central Bank.
- Dvir, Eyal & Strasser, Georg, 2018. "Does marketing widen borders? Cross-country price dispersion in the European car market," Journal of International Economics, Elsevier, vol. 112(C), pages 134-149.
- Eyal Dvir & Georg Strasser, 2017. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," CESifo Working Paper Series 6639, CESifo.
- Eyal Dvir & Georg H. Strasser, 2013. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," Boston College Working Papers in Economics 831, Boston College Department of Economics, revised 04 Apr 2014.
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"Does marketing widen borders? Cross-country price dispersion in the European car market,"
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2059, European Central Bank.
- Dvir, Eyal & Strasser, Georg, 2018. "Does marketing widen borders? Cross-country price dispersion in the European car market," Journal of International Economics, Elsevier, vol. 112(C), pages 134-149.
- Eyal Dvir & Georg Strasser, 2017. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," CESifo Working Paper Series 6639, CESifo.
- Eyal Dvir & Georg H. Strasser, 2013. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," Boston College Working Papers in Economics 831, Boston College Department of Economics, revised 04 Apr 2014.
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"Market-Based Price Autocorrelation,"
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2018-19, Department of Economics and Business Economics, Aarhus University.
- Christensen, Kim & Thyrsgaard, Martin & Veliyev, Bezirgen, 2019. "The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing," Journal of Econometrics, Elsevier, vol. 212(2), pages 556-583.
- Andersen, Torben G. & Archakov, Ilya & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2022. "Local mispricing and microstructural noise: A parametric perspective," Journal of Econometrics, Elsevier, vol. 230(2), pages 510-534.
- Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan, 2019. "Evaluating the Shariah-compliance of equity portfolios: The weighting method matters," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 406-417.
- Yafeng Shi & Tingting Ying & Yanlong Shi & Chunrong Ai, 2020. "A comparison of conditional predictive ability of implied volatility and realized measures in forecasting volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1025-1034, November.
- Olkhov, Victor, 2022. "Introduction of the Market-Based Price Autocorrelation," MPRA Paper 112003, University Library of Munich, Germany.
- Hounyo, Ulrich, 2017. "Bootstrapping integrated covariance matrix estimators in noisy jump–diffusion models with non-synchronous trading," Journal of Econometrics, Elsevier, vol. 197(1), pages 130-152.
- Pierre Chausse & Dinghai Xu, 2012. "GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study," Working Papers 1203, University of Waterloo, Department of Economics, revised May 2012.
- Andersen, Torben G. & Cebiroglu, Gökhan & Hautsch, Nikolaus, 2017. "Volatility, information feedback and market microstructure noise: A tale of two regimes," CFS Working Paper Series 569, Center for Financial Studies (CFS).
- Olkhov, Victor, 2022. "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper 112255, University Library of Munich, Germany.
- Selma Chaker, 2013. "Volatility and Liquidity Costs," Staff Working Papers 13-29, Bank of Canada.
- Kim Christensen & Roel Oomen & Roberto Renò, 2016. "The Drift Burst Hypothesis," CREATES Research Papers 2016-28, Department of Economics and Business Economics, Aarhus University.
- Ulrich Hounyo, 2014. "Bootstrapping integrated covariance matrix estimators in noisy jump-diffusion models with non-synchronous trading," CREATES Research Papers 2014-35, Department of Economics and Business Economics, Aarhus University.
- P. Simmons & N. Tantisantiwong, 2014. "Equilibrium moment restrictions on asset returns: normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.
- Francis X. Diebold & Georg H. Strasser, 2008.
"On the Correlation Structure of Microstructure Noise in Theory and Practice,"
PIER Working Paper Archive
08-038, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Strasser, Georg H., 2008. "On the correlation structure of microstructure noise in theory and practice," CFS Working Paper Series 2008/32, Center for Financial Studies (CFS).
Cited by:
- Kim Christensen & Roel Oomen & Mark Podolskij, 2009.
"Realised Quantile-Based Estimation of the Integrated Variance,"
CREATES Research Papers
2009-27, Department of Economics and Business Economics, Aarhus University.
- Kim Christensen & Roel Oomen & Mark Podolskij, 2010. "Realised quantile-based estimation of the integrated variance," Post-Print hal-00732538, HAL.
- Christensen, Kim & Oomen, Roel & Podolskij, Mark, 2010. "Realised quantile-based estimation of the integrated variance," Journal of Econometrics, Elsevier, vol. 159(1), pages 74-98, November.
- Goettler, Ronald L. & Parlour, Christine A. & Rajan, Uday, 2009. "Informed traders and limit order markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 67-87, July.
- Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2009.
"Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data,"
CREATES Research Papers
2009-45, Department of Economics and Business Economics, Aarhus University.
- Kim Christensen & Silja Kinnebrock & Mark Podolskij, 2010. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Post-Print hal-00732537, HAL.
- Christensen, Kim & Kinnebrock, Silja & Podolskij, Mark, 2010. "Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data," Journal of Econometrics, Elsevier, vol. 159(1), pages 116-133, November.
- E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2011.
"Modeling microstructure noise with mutually exciting point processes,"
Papers
1101.3422, arXiv.org.
- E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy, 2013. "Modelling microstructure noise with mutually exciting point processes," Quantitative Finance, Taylor & Francis Journals, vol. 13(1), pages 65-77, January.
- O. E. Barndorff-Nielsen & P. Reinhard Hansen & A. Lunde & N. Shephard, 2009. "Realized kernels in practice: trades and quotes," Econometrics Journal, Royal Economic Society, vol. 12(3), pages 1-32, November.
- P. Simmons & N. Tantisantiwong, 2014. "Equilibrium moment restrictions on asset returns: normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.
Articles
- Ampudia, Miguel & Ehrmann, Michael & Strasser, Georg, 2024.
"Shopping behavior and the effect of monetary policy on inflation heterogeneity along the income distribution,"
Journal of Monetary Economics, Elsevier, vol. 148(C).
Cited by:
- Alberto Cavallo & Oleksiy Kryvtsov, 2024.
"Price Discounts and Cheapflation During the Post-Pandemic Inflation Surge,"
Staff Working Papers
24-31, Bank of Canada.
- Alberto Cavallo & Oleksiy Kryvtsov, 2024. "Price Discounts and Cheapflation During the Post-Pandemic Inflation Surge," NBER Working Papers 32626, National Bureau of Economic Research, Inc.
- Alberto Cavallo & Oleksiy Kryvtsov, 2024. "Price Discounts and Cheapflation during the Post-Pandemic Inflation Surge," NBER Chapters, in: Inflation in the COVID Era and Beyond, National Bureau of Economic Research, Inc.
- Olena Kostyshyna & Maude Ouellet, 2024. "Household Food Inflation in Canada," Staff Working Papers 24-33, Bank of Canada.
- Cavallo, Alberto & Kryvtsov, Oleksiy, 2024. "Price discounts and cheapflation during the post-pandemic inflation surge," Journal of Monetary Economics, Elsevier, vol. 148(S).
- Alberto Cavallo & Oleksiy Kryvtsov, 2024.
"Price Discounts and Cheapflation During the Post-Pandemic Inflation Surge,"
Staff Working Papers
24-31, Bank of Canada.
- Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser, 2023.
"Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World,"
International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 95-144, June.
Cited by:
- Riccardo Degasperi & Fabrizio Venditti, 2024. "US monetary policy spillovers to the euro area," Questioni di Economia e Finanza (Occasional Papers) 891, Bank of Italy, Economic Research and International Relations Area.
- Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
- Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
- Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2024. "Friend, Not Foe - Energy Prices and European Monetary Policy," Discussion Papers of DIW Berlin 2089, DIW Berlin, German Institute for Economic Research.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2021.
"Making waves – Fed spillovers are stronger and more encompassing than the ECB’s,"
Research Bulletin, European Central Bank, vol. 83.
Cited by:
- Jung, Alexander, 2023. "US monetary policy spillovers to European banks," Working Paper Series 2876, European Central Bank.
- Kurov, Alexander & Sancetta, Alessio & Strasser, Georg & Wolfe, Marketa Halova, 2019.
"Price Drift Before U.S. Macroeconomic News: Private Information about Public Announcements?,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 54(1), pages 449-479, February.
See citations under working paper version above.
- Alexander Kurov & Alessio Sancetta & Georg H. Strasser & Marketa Halova Wolfe, 2015. "Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?," Boston College Working Papers in Economics 881, Boston College Department of Economics, revised 29 Jul 2015.
- Strasser, Georg & Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2016. "Price drift before U.S. macroeconomic news: private information about public announcements?," Working Paper Series 1901, European Central Bank.
- Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019.
"Can more public information raise uncertainty? The international evidence on forward guidance,"
Journal of Monetary Economics, Elsevier, vol. 108(C), pages 93-112.
See citations under working paper version above.
- Ehrmann, Michael & Gaballo, Gaetano & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," Working Paper Series 2263, European Central Bank.
- Gaballo, Gaetano & Ehrmann, Michael & Hoffmann, Peter & Strasser, Georg, 2019. "Can more public information raise uncertainty? The international evidence on forward guidance," CEPR Discussion Papers 13977, C.E.P.R. Discussion Papers.
- Strasser, Georg, 2018.
"Price convergence in the EU: What can we learn from the car market?,"
Research Bulletin, European Central Bank, vol. 46.
Cited by:
- Kjersti Nes & Pavel Ciaian & Federica Di Marcantonio, 2020.
"Economic determinants of differences in the composition of seemingly identical branded food products in the EU,"
JRC Research Reports
JRC119221, Joint Research Centre.
- Nes, Kjersti & Ciaian, Pavel & Di Marcantonio, Federica, 2021. "Economic determinants of differences in the composition of seemingly identical branded food products in the EU," Food Policy, Elsevier, vol. 100(C).
- Cassetta, Ernesto & Nava, Consuelo R. & Zoia, Maria Grazia, 2022. "EU electricity market integration and cross-country convergence in residential and industrial end-user prices," Energy Policy, Elsevier, vol. 165(C).
- Kjersti Nes & Pavel Ciaian & Federica Di Marcantonio, 2020.
"Economic determinants of differences in the composition of seemingly identical branded food products in the EU,"
JRC Research Reports
JRC119221, Joint Research Centre.
- Dvir, Eyal & Strasser, Georg, 2018.
"Does marketing widen borders? Cross-country price dispersion in the European car market,"
Journal of International Economics, Elsevier, vol. 112(C), pages 134-149.
See citations under working paper version above.
- Dvir, Eyal & Strasser, Georg, 2017. "Does marketing widen borders? Cross-country price dispersion in the European car market," Working Paper Series 2059, European Central Bank.
- Eyal Dvir & Georg Strasser, 2017. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," CESifo Working Paper Series 6639, CESifo.
- Eyal Dvir & Georg H. Strasser, 2013. "Does Marketing Widen Borders? Cross-Country Price Dispersion in the European Car Market," Boston College Working Papers in Economics 831, Boston College Department of Economics, revised 04 Apr 2014.
- Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017.
"Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?,"
Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
Cited by:
- Wu, Zhen-Xing & Gau, Yin-Feng, 2022. "Informativeness of trades around macroeconomic announcements in the foreign exchange market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann, 2023.
"Firm Expectations and News: Micro v Macro,"
ifo Working Paper Series
400, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot J. & Niemann, Knut, 2023. "Firm expectations and news: Micro v macro," Working Papers 43, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Born, Benjamin & Enders, Zeno & Menkhoff, Manuel & Müller, Gernot & Niemann, Knut, 2022. "Firm Expectations and News: Micro v Macro," CEPR Discussion Papers 17768, C.E.P.R. Discussion Papers.
- Benjamin Born & Zeno Enders & Manuel Menkhoff & Gernot J. Müller & Knut Niemann & Gernot Müller, 2022. "Firm Expectations and News: Micro v Macro," CESifo Working Paper Series 10192, CESifo.
- Chao Gu & Han Han & Randall Wright, 2020. "The Effects Of News When Liquidity Matters," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 61(4), pages 1411-1435, November.
- Juan Angel Garcia & Sebastian Werner, 2018. "Inflation News and Euro Area Inflation Expectations," IMF Working Papers 2018/167, International Monetary Fund.
- Alessio Emanuele Biondo, 2020. "Information versus imitation in a real-time agent-based model of financial markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(3), pages 613-631, July.
- Benjamin Gardner & Chiara Scotti & Clara Vega, 2021.
"Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements,"
Finance and Economics Discussion Series
2021-074, Board of Governors of the Federal Reserve System (U.S.).
- Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
- Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
- Ehrmann, Michael & Hubert, Paul, 2023.
"Information acquisition ahead of monetary policy announcements,"
Working Paper Series
2770, European Central Bank.
- Ehrmann, Michael & Hubert, Paul, 2022. "Information Acquisition ahead of Monetary Policy Announcements," CEPR Discussion Papers 17773, C.E.P.R. Discussion Papers.
- Michael Ehrmann & Paul Hubert, 2022. "Information Acquisition ahead of Monetary Policy Announcements," Working papers 897, Banque de France.
- Christian Conrad & Julius Theodor Schoelkopf & Nikoleta Tushteva, 2023.
"Long-Term Volatility Shapes the Stock Market’s Sensitivity to News,"
Working Paper series
23-16, Rimini Centre for Economic Analysis.
- Conrad, Christian & Schoelkopf, Julius Theodor & Tushteva, Nikoleta, 2023. "Long-Term Volatility Shapes the Stock Market’s Sensitivity to News," Working Papers 0739, University of Heidelberg, Department of Economics.
- Danilo Cascaldi-Garcia & Thiago Revil T. Ferreira & Domenico Giannone & Michele Modugno, 2021.
"Back to the Present: Learning about the Euro Area through a Now-casting Model,"
International Finance Discussion Papers
1313, Board of Governors of the Federal Reserve System (U.S.).
- Cascaldi-Garcia, Danilo & Ferreira, Thiago R.T. & Giannone, Domenico & Modugno, Michele, 2024. "Back to the present: Learning about the euro area through a now-casting model," International Journal of Forecasting, Elsevier, vol. 40(2), pages 661-686.
- Christoph E. Boehm & T. Niklas Kroner, 2023.
"The US, Economic News, and the Global Financial Cycle,"
NBER Working Papers
30994, National Bureau of Economic Research, Inc.
- Christoph E. Boehm & Niklas Kroner, 2023. "The US, Economic News, and the Global Financial Cycle," International Finance Discussion Papers 1371, Board of Governors of the Federal Reserve System (U.S.).
- Christoph E. Boehm & T. Niklas Kroner, 2020. "The US, Economic News, and the Global Financial Cycle," Working Papers 677, Research Seminar in International Economics, University of Michigan.
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2023.
"Expectation dispersion, uncertainty, and the reaction to news,"
European Economic Review, Elsevier, vol. 154(C).
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022. "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers 15581, C.E.P.R. Discussion Papers.
- Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020. "Expectation dispersion, uncertainty, and the reaction to news," Working Papers 29, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
- Benjamin Born & Jonas Dovern & Zeno Enders, 2020. "Expectation Dispersion, Uncertainty, and the Reaction to News," CESifo Working Paper Series 8801, CESifo.
- Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung, 2023. "Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 276-307.
- Alena Audzeyeva & Xu Wang, 2023. "Fundamentals, real-time uncertainty and CDS index spreads," Review of Quantitative Finance and Accounting, Springer, vol. 61(1), pages 1-33, July.
- Vilhelmsson, Anders, 2020. "Macro news and long-run volatility expectations," Knut Wicksell Working Paper Series 2020/1, Lund University, Knut Wicksell Centre for Financial Studies.
- Peter Tillmann, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," MAGKS Papers on Economics 202007, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Qiu, Yajie & Deschamps, Bruno & Liu, Xiaoquan, 2024. "Uncertainty and macroeconomic forecasts: Evidence from survey data," Journal of Economic Behavior & Organization, Elsevier, vol. 224(C), pages 463-480.
- Daniel Perico Ortiz, 2023. "Economic policy statements, social media, and stock market uncertainty: An analysis of Donald Trump’s tweets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(2), pages 333-367, June.
- Peter Tillmann, 2023. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 351-388, June.
- Caruso, Alberto, 2019.
"Macroeconomic news and market reaction: Surprise indexes meet nowcasting,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1725-1734.
- Alberto Caruso, 2018. "Macroeconomic News and Market Reaction: Surprise Indexes meet Nowcasting," Working Papers ECARES 2018-06, ULB -- Universite Libre de Bruxelles.
- Tillmann, Peter, 2020. "Macroeconomic Surprises and the Demand for Information about Monetary Policy," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224545, Verein für Socialpolitik / German Economic Association.
- David Hirshleifer & Jinfei Sheng, 2021.
"Macro News and Micro News: Complements or Substitutes?,"
NBER Working Papers
28931, National Bureau of Economic Research, Inc.
- Hirshleifer, David & Sheng, Jinfei, 2022. "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
- Hirshleifer, David & Sheng, Jinfei, 2016. "Macro News and Micro News: Complements or Substitutes?," MPRA Paper 108224, University Library of Munich, Germany, revised 08 Jun 2021.
- Park, Yang-Ho, 2022. "Informed trading in foreign exchange futures: Payroll news timing," Journal of Banking & Finance, Elsevier, vol. 135(C).
- Park , Cyn-Young & Tian , Shu & Zhao , Bo, 2020. "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series 605, Asian Development Bank.
- Alina Stundziene & Vaida Pilinkiene & Jurgita Bruneckiene & Andrius Grybauskas & Mantas Lukauskas & Irena Pekarskiene, 2024. "Future directions in nowcasting economic activity: A systematic literature review," Journal of Economic Surveys, Wiley Blackwell, vol. 38(4), pages 1199-1233, September.
- Kurov, Alexander & Sancetta, Alessio & Wolfe, Marketa Halova, 2022. "Drift Begone! Release policies and preannouncement informed trading," Journal of International Money and Finance, Elsevier, vol. 128(C).
- Park, Yang-Ho, 2022. "Spread position as a leading economic indicator," Journal of Financial Markets, Elsevier, vol. 59(PA).
- James, Robert & Jarnecic, Elvis & Leung, Henry, 2022. "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, vol. 49(C).
- Ibrahim Bello Abdullahi, 2020. "Effect of Unstable Macroeconomic Indicators on Banking Sector Stock Price Behaviour in Nigerian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 10(2), pages 1-5.
- Ciminelli, Gabriele & Rogers, John & Wu, Wenbin, 2022. "The effects of U.S. monetary policy on international mutual fund investment," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Adlai Fisher & Charles Martineau & Jinfei Sheng, 2022. "Macroeconomic Attention and Announcement Risk Premia," The Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5057-5093.
- Ben Knox & Yannick Timmer, 2024. "Stagflationary Stock Returns," CESifo Working Paper Series 11236, CESifo.
- Gene Birz & Sandip Dutta & Han Yu, 2022. "Economic forecasts, anchoring bias, and stock returns," Financial Management, Financial Management Association International, vol. 51(1), pages 169-191, March.
- Mukherjee, Abhiroop & Panayotov, George & Shon, Janghoon, 2021. "Eye in the sky: Private satellites and government macro data," Journal of Financial Economics, Elsevier, vol. 141(1), pages 234-254.
- Perico Ortiz, Daniel, 2021. "The high frequency impact of economic policy narratives on stock market uncertainty," FAU Discussion Papers in Economics 02/2021, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Strasser, Georg, 2017.
"What determines the impact of macroeconomic news on asset markets?,"
Research Bulletin, European Central Bank, vol. 37.
Cited by:
- Frankel, Jeffrey & Saiki, Ayako, 2016.
"Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?,"
Working Paper Series
16-011, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey & Saiki, Ayako, 2016.
"Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?,"
Working Paper Series
16-011, Harvard University, John F. Kennedy School of Government.
- Georg Strasser & Marketa Halova Wolfe, 2014.
"Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project,"
The Journal of Economic Education, Taylor & Francis Journals, vol. 45(3), pages 191-210, September.
See citations under working paper version above.
- Marketa Halova Wolfe & Georg H. Strasser, 2013. "Learning to Argue with Intermediate Macro Theory: A Semester-Long Team Writing Project," Boston College Working Papers in Economics 826, Boston College Department of Economics, revised 23 Apr 2014.
- Strasser, Georg, 2013.
"Exchange rate pass-through and credit constraints,"
Journal of Monetary Economics, Elsevier, vol. 60(1), pages 25-38.
See citations under working paper version above.
- Georg H. Strasser, 2011. "Exchange Rate Pass-Through and Credit Constraints: Firms Price to Market as Long as They Can," Boston College Working Papers in Economics 788, Boston College Department of Economics, revised 13 Feb 2012.
- Francis X. Diebold & Georg Strasser, 2013.
"On the Correlation Structure of Microstructure Noise: A Financial Economic Approach,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 80(4), pages 1304-1337.
See citations under working paper version above.
- Francis X. Diebold & Georg H. Strasser, 2008. "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," Boston College Working Papers in Economics 693, Boston College Department of Economics, revised 24 Apr 2012.
- Francis X. Diebold & Georg Strasser, 2010. "On the Correlation Structure of Microstructure Noise: A Financial Economic Approach," NBER Working Papers 16469, National Bureau of Economic Research, Inc.