Informal central bank communication: The role of investor memories

C-Tier
Journal: Economics Letters
Year: 2022
Volume: 217
Issue: C

Authors (4)

Caiazza, Stefano (Università degli Studi di Roma...) Fiordelisi, Franco (not in RePEc) Galloppo, Giuseppe (not in RePEc) Ricci, Ornella (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

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

Abstract

Central bank informal communication became more frequent and acquired more mass media attention after the global financial crisis. Do investors remember past central bank communications when a new communication is released? Focusing on the United States, we show that abnormal stock returns increase as informal communications are repeated over time and within a short distance from each other.

Technical Details

RePEc Handle
repec:eee:ecolet:v:217:y:2022:i:c:s0165176522002002
Journal Field
General
Author Count
4
Added to Database
2026-01-25