The Impact of Central Bank Announcements on Asset Prices in Real Time

B-Tier

Journal: International Journal of Central Banking

Year: 2008

Volume: 4

Issue: 2

Pages: 175-217

Authors (2)

Carlo Rosa (Università degli Studi di Parm...) Giovanni Verga (Università degli Studi di Parm...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

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Abstract

This paper examines the effect of European Central Bank (ECB) communication on the price discovery process in the Euribor futures market using a new tick-by-tick data set. First, we show

The Impact of Central Bank Announcements on Asset Prices in Real Time

Authors (2)

Abstract

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