What can we learn about monetary policy transparency from financial market data?:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Frankfurt am Main
Dt. Bundesbank
2001
|
| Schriftenreihe: | Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper
2001,6 |
| Schlagworte: | |
| Online-Zugang: | Volltext Inhaltsverzeichnis |
| Beschreibung: | 25 S. graph. Darst. |
| ISBN: | 3933747317 |
Internformat
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| 245 | 1 | 0 | |a What can we learn about monetary policy transparency from financial market data? |c Andrew Clare ; Roger Courtenay |
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| 650 | 0 | 7 | |a Kreditmarkt |0 (DE-588)4073788-3 |2 gnd |9 rswk-swf |
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Datensatz im Suchindex
| _version_ | 1804128495135096832 |
|---|---|
| adam_text | Table of Contents
1 Introduction 1
2 Theoretical considerations 3
2.1 The recent literature 3
2.2 The impact of greater transparency on financial prices 5
3 Previous empirical literature 6
4 Data 8
4.1 LIFFEdata 8
4.2 Foreign exchange data 9
4.3 Data tranformation 9
4.4 Macroeconomic announcement data 10
5 Announcement versus non announcement behaviour 10
6 Reactions pre and post Bank independence 12
6.1 Pre and post BI reactions to macroeconomic announcements 12
6.2 Interest rate announcements 13
6.3 Macroeconomic announcements 13
7 Conclusions
References ^0
List of Tables and Charts
Table 1: The macroeconomic announcement set 16
Table 2: Abnormal reactions to announcements post vs. pre BI 17
Chart 1: Mean absolute returns for the LIFFE short 18
sterling contract around announcements
Chart 2: Cumulative Abnormal Returns 19
|
| any_adam_object | 1 |
| author | Clare, Andrew Courtenay, Roger |
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| collection | ebook |
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| discipline | Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013681985 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T18:50:09Z |
| institution | BVB |
| isbn | 3933747317 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009348819 |
| oclc_num | 48743289 |
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| physical | 25 S. graph. Darst. |
| psigel | ebook |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Dt. Bundesbank |
| record_format | marc |
| series | Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper |
| series2 | Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper |
| spelling | Clare, Andrew Verfasser aut What can we learn about monetary policy transparency from financial market data? Andrew Clare ; Roger Courtenay Frankfurt am Main Dt. Bundesbank 2001 25 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper 2001,6 Geldpolitik (DE-588)4019902-2 gnd rswk-swf Transparenz (DE-588)4185917-0 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Kreditmarkt (DE-588)4073788-3 s Geldpolitik (DE-588)4019902-2 s Transparenz (DE-588)4185917-0 s DE-604 Courtenay, Roger Verfasser aut Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper 2001,6 (DE-604)BV013545109 2001,6 http://hdl.handle.net/10419/19544 Verlag kostenfrei Volltext HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009348819&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Clare, Andrew Courtenay, Roger What can we learn about monetary policy transparency from financial market data? Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>: Discussion paper Geldpolitik (DE-588)4019902-2 gnd Transparenz (DE-588)4185917-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4019902-2 (DE-588)4185917-0 (DE-588)4073788-3 |
| title | What can we learn about monetary policy transparency from financial market data? |
| title_auth | What can we learn about monetary policy transparency from financial market data? |
| title_exact_search | What can we learn about monetary policy transparency from financial market data? |
| title_full | What can we learn about monetary policy transparency from financial market data? Andrew Clare ; Roger Courtenay |
| title_fullStr | What can we learn about monetary policy transparency from financial market data? Andrew Clare ; Roger Courtenay |
| title_full_unstemmed | What can we learn about monetary policy transparency from financial market data? Andrew Clare ; Roger Courtenay |
| title_short | What can we learn about monetary policy transparency from financial market data? |
| title_sort | what can we learn about monetary policy transparency from financial market data |
| topic | Geldpolitik (DE-588)4019902-2 gnd Transparenz (DE-588)4185917-0 gnd Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Geldpolitik Transparenz Kreditmarkt |
| url | http://hdl.handle.net/10419/19544 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009348819&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV013545109 |
| work_keys_str_mv | AT clareandrew whatcanwelearnaboutmonetarypolicytransparencyfromfinancialmarketdata AT courtenayroger whatcanwelearnaboutmonetarypolicytransparencyfromfinancialmarketdata |