The monetary policy decisions of the ECB and the money market
In: Market functioning and central bank policy
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Soderlind, Paul & Svensson, Lars, 1997.
"New techniques to extract market expectations from financial instruments,"
Journal of Monetary Economics, Elsevier, vol. 40(2), pages 383-429, October.
- Söderlind, Paul & Svensson, Lars E.O., 1996. "New Techniques to Extract Market expectations from Financial Instruments," SSE/EFI Working Paper Series in Economics and Finance 142, Stockholm School of Economics.
- Söderlind, Paul & Svensson, Lars E O, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," CEPR Discussion Papers 1556, C.E.P.R. Discussion Papers.
- Soderlind, P & Svensson, L-E-O, 1996. "New Techniques to Extract Market Expectations from Financial Instruments," Papers 621, Stockholm - International Economic Studies.
- Paul Soderlind & Lars E. O. Svensson, 1997. "New Techniques to Extract Market Expectations from Financial Instruments," NBER Working Papers 5877, National Bureau of Economic Research, Inc.
- Söderlind, Paul & Svensson, Lars E.O., 1997. "New Techniques to Extract Market Expectations from Financial Instruments," Seminar Papers 621, Stockholm University, Institute for International Economic Studies.
- Issing,Otmar & Gaspar,Vitor & Angeloni,Ignazio & Tristani,Oreste, 2001.
"Monetary Policy in the Euro Area,"
Cambridge Books,
Cambridge University Press, number 9780521783248, January.
- Issing,Otmar & Gaspar,Vitor & Angeloni,Ignazio & Tristani,Oreste, 2001. "Monetary Policy in the Euro Area," Cambridge Books, Cambridge University Press, number 9780521788885, January.
- Gabriel Pérez Quirós & Hugo Rodríguez, 2000.
"The daily market for funds in Europe: Has something changed with the EMU?,"
Economics Working Papers
474, Department of Economics and Business, Universitat Pompeu Fabra.
- Pérez Quirós, Gabriel & Rodríguez Mendizábal, Hugo, 2001. "The daily market for funds in Europe: Has something changed with the EMU?," Working Paper Series 67, European Central Bank.
- Quiro, G.P. & Mendizabal, H.R., 2001. "The Daily Market for Funds in Europe: Has Something Changed with the EMU," Papers 67, Quebec a Montreal - Recherche en gestion.
- William Poole & Robert Rasche, 2000.
"Perfecting the Market's Knowledge of Monetary Policy,"
Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(2), pages 255-298, December.
- William Poole & Robert H. Rasche, 2000. "Perfecting the market's knowledge of monetary policy," Working Papers 2000-010, Federal Reserve Bank of St. Louis.
- Kuttner, Kenneth N., 2001.
"Monetary policy surprises and interest rates: Evidence from the Fed funds futures market,"
Journal of Monetary Economics, Elsevier, vol. 47(3), pages 523-544, June.
- Kenneth N. Kuttner, 2000. "Monetary policy surprises and interest rates: evidence from the Fed funds futures markets," Staff Reports 99, Federal Reserve Bank of New York.
- Michele Manna & Huw Pill & Gabriel Quirós, 2001. "The Eurosystem's Operational Framework in the Context of the ECB's Monetary Policy Strategy," International Finance, Wiley Blackwell, vol. 4(1), pages 65-99.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Bernoth, Kerstin & von Hagen, Jürgen, 2003. "The performance of the Euribor futures market: Effficiency and the impact of ECB policy announcements," ZEI Working Papers B 27-2003, University of Bonn, ZEI - Center for European Integration Studies.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001.
"The ECB Monetary Policy Strategy and the Money Market,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 6(4), pages 325-342, October.
- Pérez Quirós, Gabriel & Sicilia, Jorge & Gaspar, Vítor, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 69, European Central Bank.
- Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001. "The ECB monetary policy strategy and the money market," Working Papers 47, Oesterreichische Nationalbank (Austrian Central Bank).
- Pérez Quirós, Gabriel & Sicilia, Jorge, 2002.
"Is the European Central Bank (and the United States Federal Reserve) predictable?,"
Working Paper Series
192, European Central Bank.
- Gabriel Pérez Quirós & Jorge Sicilia, 2002. "Is the European Central Bank (and the United States Federal Reserve) predictable?," Working Papers 0229, Banco de España.
- Gaspar, Vitor & Perez-Quiros, Gabriel & Sicilia, Jorge, 2001.
"The ECB Monetary Policy Strategy and the Money Market,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 6(4), pages 325-342, October.
- Vítor Gaspar & Gabriel Perez-Quiros & Jorge Sicilia, 2001. "The ECB monetary policy strategy and the money market," Working Papers 47, Oesterreichische Nationalbank (Austrian Central Bank).
- Gaspar, Vítor & Pérez Quirós, Gabriel & Sicilia, Jorge, 2001. "The ECB monetary policy strategy and the money market," Working Paper Series 0069, European Central Bank.
- Brissimis, Sophocles N. & Magginas, Nicholas S., 2006.
"Forward-looking information in VAR models and the price puzzle,"
Journal of Monetary Economics, Elsevier, vol. 53(6), pages 1225-1234, September.
- Sophocles N. Brissimis & Nicholas S. Magginas, 2004. "Forward-Looking Information in VAR Models and the Price Puzzle," Working Papers 10, Bank of Greece.
- Mr. Kevin Ross, 2002. "Market Predictability of ECB Policy Decisions: A Comparative Examination," IMF Working Papers 2002/233, International Monetary Fund.
- Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009.
"European monetary policy surprises: the aggregate and sectoral stock market response,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171.
- Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005. "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers 10/RT/05, Central Bank of Ireland.
- James D. Hamilton, 2009.
"Daily Changes in Fed Funds Futures Prices,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, June.
- James D. Hamilton, 2007. "Daily Changes in Fed Funds Futures Prices," NBER Working Papers 13112, National Bureau of Economic Research, Inc.
- Ernst Konrad, 2009. "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(2), pages 111-135, June.
- Don Bredin & Caroline Gavin & Gerard O Reilly, 2003.
"The Influence of Domestic and International Interest Rates on the ISEQ,"
The Economic and Social Review, Economic and Social Studies, vol. 34(3), pages 249-265.
- Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," Research Technical Papers 9/RT/03, Central Bank of Ireland.
- Baumeister, Christiane, 2021.
"Measuring Market Expectations,"
CEPR Discussion Papers
16520, C.E.P.R. Discussion Papers.
- Christiane Baumeister, 2021. "Measuring Market Expectations," NBER Working Papers 29232, National Bureau of Economic Research, Inc.
- Christiane Baumeister, 2021. "Measuring Market Expectations," CESifo Working Paper Series 9305, CESifo.
- Christiane Baumeister, 2021. "Measuring Market Expectations," Working Papers 202163, University of Pretoria, Department of Economics.
- Shu Wu, 2008.
"Monetary Policy And Long‐Term Interest Rates,"
Contemporary Economic Policy, Western Economic Association International, vol. 26(3), pages 398-408, July.
- Shu Wu, 2005. "Monetary Policy and Long-term Interest Rates," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 200512, University of Kansas, Department of Economics, revised Apr 2005.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001.
"The microstructure of the euro money market,"
Journal of International Money and Finance, Elsevier, vol. 20(6), pages 895-948, November.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andrés, 2001. "The microstructure of the euro money market," Working Paper Series 80, European Central Bank.
- Hartmann, Philipp & Manna, Michele & Manzanares, Andres, 2001. "The Microstructure of the Euro Money Market," CEPR Discussion Papers 3081, C.E.P.R. Discussion Papers.
- David-Jan Jansen & Jakob de Haan, 2006.
"Look who's talking: ECB communication during the first years of EMU,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(3), pages 219-228.
- David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2004. "Look Who’s Talking: ECB Communication during the First Years of EMU," CESifo Working Paper Series 1263, CESifo.
- David-Jan Jansen & Jakob de Haan, 2004. "Look Who's Talking: ECB communication during the first years of EMU," DNB Working Papers 007, Netherlands Central Bank, Research Department.
- Ma, Yong & Li, Shushu, 2015. "Bayesian estimation of China's monetary policy transparency: A New Keynesian approach," Economic Modelling, Elsevier, vol. 45(C), pages 236-248.
- Ejerskov, Steen & Martin Moss, Clara & Stracca, Livio, 2003. "How does the ECB allot liquidity in its weekly main refinancing operations? A look at the empirical evidence," Working Paper Series 244, European Central Bank.
- Marfatia, Hardik A., 2014. "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 382-392.
- Sandra Waller & Jakob de Haan & Jakob de Haan, 2004. "Credibility and Transparency of Central Banks: New Results Based on Ifo’s World Economicy Survey," CESifo Working Paper Series 1199, CESifo.
- James D. Hamilton, 2008. "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers 14223, National Bureau of Economic Research, Inc.
- Pierre L. Siklos & Martin T. Bohl, 2008.
"Policy words and policy deeds: the ECB and the euro,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 247-265.
- Siklos, Pierre & Bohl, Martin, 2006. "Policy words and policy deeds: the ECB and the euro," Bank of Finland Research Discussion Papers 2/2006, Bank of Finland.
- Pierre L. Siklos & Martin T. Bohl, 2007. "Policy Words and Policy Deeds: The ECB and the Euro," Working Paper series 35_07, Rimini Centre for Economic Analysis.
- P. Siklos, M. Bohl, 2006. "Policy Words and Policy Deeds: The ECB and the Euro," Working Papers eg0050, Wilfrid Laurier University, Department of Economics, revised 2006.
- Leonardo Bartolini & Alessandro Prati, 2003.
"The execution of monetary policy: a tale of two central banks [‘Estimating continuous-time stochastic volatility models of the short-term interest rate’],"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 18(37), pages 435-467.
- Leonardo Bartolini & Alessandro Prati, 2003. "The execution of monetary policy: a tale of two central banks," Staff Reports 165, Federal Reserve Bank of New York.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisbpc:12-19. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Martin Fessler (email available below). General contact details of provider: https://edirc.repec.org/data/bisssch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.