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Is the European Central Bank (and the United States Federal Reserve) predictable?
Citations
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Cited by:
- Bondt Gabe J. de, 2005.
"Interest Rate Pass-Through: Empirical Results for the Euro Area,"
German Economic Review, De Gruyter, vol. 6(1), pages 37-78, February.
- Gabe J. De Bondt, 2005. "Interest Rate Pass‐Through: Empirical Results for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 6(1), pages 37-78, February.
- repec:bla:germec:v:8:y:2007:i::p:375-398 is not listed on IDEAS
- León, Ángel & Sebestyén, Szabolcs, 2012. "New measures of monetary policy surprises and jumps in interest rates," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2323-2343.
- Evans, Kevin P. & Speight, Alan E.H., 2010. "Intraday periodicity, calendar and announcement effects in Euro exchange rate volatility," Research in International Business and Finance, Elsevier, vol. 24(1), pages 82-101, January.
- Eijffinger, Sylvester C.W. & Geraats, Petra M., 2006.
"How transparent are central banks?,"
European Journal of Political Economy, Elsevier, vol. 22(1), pages 1-21, March.
- Eijffinger, Sylvester & Geraats, Petra, 2002. "How Transparent are Central Banks?," CEPR Discussion Papers 3188, C.E.P.R. Discussion Papers.
- Eijffinger, S.C.W. & Geraats, P., 2006. "How transparent are central banks?," Other publications TiSEM b34dfb1f-520f-4787-a08f-5, Tilburg University, School of Economics and Management.
- Eijffinger, S.C.W. & Geraats, P.M., 2004. "How Transparent Are Central Banks?," Cambridge Working Papers in Economics 0411, Faculty of Economics, University of Cambridge.
- Eijffinger, S.C.W. & Geraats, P., 2002. "How Transparent are Central Banks?," Other publications TiSEM fbb8af2d-0508-4185-9710-4, Tilburg University, School of Economics and Management.
- Bryan Chapple, 2006. "Monetary policy strategies and credibility - theory and practice," DNB Occasional Studies 404, Netherlands Central Bank, Research Department.
- Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.
- Vahamaa, Sami, 2005.
"Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB,"
Journal of Economics and Business, Elsevier, vol. 57(1), pages 23-38.
- Vähämaa, Sami, 2004. "Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB," Working Paper Series 315, European Central Bank.
- Stephan Sauer & Jan‐Egbert Sturm, 2007.
"Using Taylor Rules to Understand European Central Bank Monetary Policy,"
German Economic Review, Verein für Socialpolitik, vol. 8(3), pages 375-398, August.
- Sauer Stephan & Sturm Jan-Egbert, 2007. "Using Taylor Rules to Understand European Central Bank Monetary Policy," German Economic Review, De Gruyter, vol. 8(3), pages 375-398, August.
- Ehrmann, Michael & Fratzscher, Marcel, 2007.
"The timing of central bank communication,"
European Journal of Political Economy, Elsevier, vol. 23(1), pages 124-145, March.
- Ehrmann, Michael & Fratzscher, Marcel, 2005. "The timing of central bank communication," Working Paper Series 565, European Central Bank.
- Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2011.
"Monetary policy predictability in the euro area: an international comparison,"
Applied Economics, Taylor & Francis Journals, vol. 43(20), pages 2533-2544.
- Bjørn-Roger Wilhelmsen & Andrea Zaghini, 2005. "Monetary policy predictability in the euro area: An international comparison," Working Paper 2005/7, Norges Bank.
- Zaghini, Andrea & Wilhelmsen, Björn-Roger, 2005. "Monetary policy predictability in the euro area: an international comparison," Working Paper Series 504, European Central Bank.
- Fabio Filipozzi, 2009. "Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(3), pages 137-167, November.
- Krieger, Kevin & Mauck, Nathan & Vazquez, Joseph, 2015.
"Comparing U.S. and European market volatility responses to interest rate policy announcements,"
International Review of Financial Analysis, Elsevier, vol. 39(C), pages 127-136.
- Krieger, Kevin & Mauck, Nathan & Vasquez, Joseph, 2014. "Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements," MPRA Paper 52959, University Library of Munich, Germany.
- Iris Biefang-Frisancho Mariscal & Peter Howells, 2006. "Monetary Policy Uncertainty: Is There a Difference Between Bank of England and the Bundesbank/ECB?," Working Papers 0613, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Ansgar Belke, 2002. "Does the ECB Follow the FED?," Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim 211/2002, Department of Economics, University of Hohenheim, Germany.
- Stephan Sauer & Jan-Egbert Sturm, 2003. "Using Taylor Rules to Understand ECB Monetary Policy," CESifo Working Paper Series 1110, CESifo.
- Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009.
"The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 415-431, July.
- Suk-Joong, Kim & Do Quoc Tho, Nguyen, 2008. "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," MPRA Paper 17213, University Library of Munich, Germany.
- Peter Lildholdt & Anne Vila-Wetherilt, 2004.
"Anticipation Of Monetary Policy In UK Financial Markets,"
Royal Economic Society Annual Conference 2004
20, Royal Economic Society.
- Peter Lildholdt & Anne Vila Wetherilt, 2004. "Anticipation of monetary policy in UK financial markets," Bank of England working papers 241, Bank of England.
- Michael Ehrmann & Marcel Fratzscher, 2007.
"Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2-3), pages 509-541, March.
- Michael Ehrmann & Marcel Fratzscher, 2007. "Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(2‐3), pages 509-541, March.
- Roman Horváth, 2007. "Estimating Time-Varying Policy Neutral Rate in Real Time," Working Papers IES 2007/01, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2007.
- Siklos, Pierre L. & Bohl, Martin T., 2007. "Do actions speak louder than words? Evaluating monetary policy at the Bundesbank," Journal of Macroeconomics, Elsevier, vol. 29(2), pages 368-386, June.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2010.
"The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve,"
Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
- Brand, Claus & Turunen, Jarkko & Buncic, Daniel, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 657, European Central Bank.
- Claus Brand & Daniel Buncic & Jarkko Turunen, 2008. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Discussion Papers 2008-11, School of Economics, The University of New South Wales.
- Monticini & Vaciago, 2004.
"Are Europe Interest Rates led by FED's Announcements?,"
Macroeconomics
0407025, University Library of Munich, Germany.
- Andrea Monticini & Giacomo Vaciago, 2005. "Are Europe's Interest Rates led by FED Announcements?," Macroeconomics 0507022, University Library of Munich, Germany.
- repec:spo:wpmain:info:hdl:2441/5221 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/5221 is not listed on IDEAS
- Goodhart, Charles, 2015. "The interest rate conditioning assumption," LSE Research Online Documents on Economics 24666, London School of Economics and Political Science, LSE Library.
- Iris Biefang-Frisancho Mariscal & Peter Howells, 2004. "Monetary Policy Transparency:Lessons from Germany and the Eurozone," Working Papers 0410, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Michael Ehrmann & Marcel Fratzscher, 2003. "Monetary Policy Announcements and Money Markets: A Transatlantic Perspective," International Finance, Wiley Blackwell, vol. 6(3), pages 309-328, November.
- Martin T. Bohl & Pierre L. Siklos & David Sondermann, 2008. "European Stock Markets and the ECB's Monetary Policy Surprises," International Finance, Wiley Blackwell, vol. 11(2), pages 117-130, August.
- Ehrmann, Michael & Fratzscher, Marcel, 2005.
"Exchange rates and fundamentals: new evidence from real-time data,"
Journal of International Money and Finance, Elsevier, vol. 24(2), pages 317-341, March.
- Ehrmann, Michael & Fratzscher, Marcel, 2004. "Exchange rates and fundamentals: new evidence from real-time data," Working Paper Series 365, European Central Bank.
- David Navrátil & Viktor Kotlán, 2005.
"The CNB’s Policy Decisions – Are They Priced in by the Markets?,"
Macroeconomics
0503005, University Library of Munich, Germany.
- David Navratil & Viktor Kotlan, 2005. "The CNB's Policy Decisions - Are They Priced in by the Markets?," Research and Policy Notes 2005/01, Czech National Bank.
- Iris Biefang-Frisancho Mariscal & Peter Howells, 2005. "Monetary Policy Transparency and Uncertainty: A Comparison between the Bank of England and the Bundesbank/ECB," Working Papers 0508, Department of Accounting, Economics and Finance, Bristol Business School, University of the West of England, Bristol.
- Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.
- Jiang, Chun & Jian, Na & Liu, Tie-Ying & Su, Chi-Wei, 2016. "Purchasing power parity and real exchange rate in Central Eastern European countries," International Review of Economics & Finance, Elsevier, vol. 44(C), pages 349-358.
- Marie Musard‐Gies, 2006. "Do European Central Bank'S Statements Steer Interest Rates In The Euro Zone?," Manchester School, University of Manchester, vol. 74(s1), pages 116-139, September.
- Saurabh Ghosh & Indranil Bhattacharyya, 2009. "Spread, volatility and monetary policy: empirical evidence from the Indian overnight money market," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 2(2), pages 257-277.
- Andrea Monticini & Giacomo Vaciago, 2007. "Are Euro Interest Rates led by FED Announcements?," Money Macro and Finance (MMF) Research Group Conference 2006 16, Money Macro and Finance Research Group.