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...

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izdano v:	MAGKS - Joint Discussion Paper Series in Economics (Band 20-2010)
Autoren:	Hayo, Bernd, Neuenkirch, Matthias
Format:	Arbeit
Jezik:	angleščina
Izdano:	Philipps-Universität Marburg 2010
Teme:	Monetary Policy Wirtschaft Media Coverage Bank of Canada Financial Markets Central Bank Communication Economics
Online dostop:	PDF-Volltext
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