Bank of Canada Communication, Media Coverage, and Financial Market Reactions

Bank of Canada Communication, Media Coverage, and Financial Market Reactions

In the literature, central bank communication is identified via either (i) the written content of original communications or (ii) newswire reports. We examine how (i) Bank of Canada communications and (ii) media reporting on them impacts Canadian bond and stock market returns using a GARCH model ove...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:MAGKS - Joint Discussion Paper Series in Economics (Band 20-2010)
Autoren: Hayo, Bernd, Neuenkirch, Matthias
Format: Arbeit
Sprache:Englisch
Veröffentlicht: Philipps-Universität Marburg 2010
Schlagworte:
Bank of Canada
Monetary Policy
Wirtschaft
Central Bank Communication
Media Coverage
Financial Markets
Economics
Online-Zugang:PDF-Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
MAGKS - Joint Discussion Paper Series in Economics

Ähnliche Einträge