Complexicity of ECB Communication and Financial Market Trading

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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-д хадгалсан:
Номзүйн дэлгэрэнгүй
-д хэвлэсэн:MAGKS - Joint Discussion Paper Series in Economics (Band 19-2019)
Үндсэн зохиолчид: Hayo, Bernd, Henseler, Kai, Rapp, Marc Steffen, Zahner, Johannes
Формат: Өгүүллэг
Хэл сонгох:англи
Хэвлэсэн: Philipps-Universität Marburg 2019
Нөхцлүүд:
Wirtschaft
readability
central bank communication
European stock markets
ECB
textual analysis
financial markets
linguistic complexity
Economics
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MAGKS - Joint Discussion Paper Series in Economics

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