Complexicity of ECB Communication and Financial Market Trading
We empirically examine how complexity of ECB communications affects financial market trading based on high-frequency data from European stock index futures trading. Our sample covers ECB press conferences between January 2009 and December 2017, during which un-conventional monetary policy measures (...
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发表在: | MAGKS - Joint Discussion Paper Series in Economics (Band 19-2019) |
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Autoren: | , , , |
格式: | 文件 |
语言: | 英语 |
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Philipps-Universität Marburg
2019
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