The impact of ECB and FED announcements on the Euro interest rates

C-Tier
Journal: Economics Letters
Year: 2011
Volume: 113
Issue: 2
Pages: 139-142

Authors (3)

Monticini, Andrea (Università Cattolica del Sacro...) Peel, David (Lancaster University) Vaciago, Giacomo

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We investigate the impact of news in the ECB and FED monetary policy announcements on daily changes in Euro interest rates. We document significant impacts of ECB announcements throughout the period but only until mid 2004 of FED announcements.

Technical Details

RePEc Handle
repec:eee:ecolet:v:113:y:2011:i:2:p:139-142
Journal Field
General
Author Count
3
Added to Database
2026-01-26