Media news and market expectations: Insights into the ECB's new data-dependent policy regime

C-Tier
Journal: Economics Letters
Year: 2024
Volume: 244
Issue: C

Authors (3)

Dragomirescu-Gaina, Catalin (not in RePEc) Monticini, Andrea (Università Cattolica del Sacro...) Salsano, Francesco (not in RePEc)

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

Abstract

Financial markets are known to respond to ECB policy announcements, yet these reactions could often reflect adjustments to heightened market expectations influenced by prior media coverage. News may have gained importance following the ECB's adoption of a “data-dependent” policy regime amidst persistent inflation in the Euro Area. Our empirical findings confirm this and underscore the complex interactions between media news and expectations in shaping market dynamics and reactions both before and during official policy announcements.

Technical Details

RePEc Handle
repec:eee:ecolet:v:244:y:2024:i:c:s0165176524004713
Journal Field
General
Author Count
3
Added to Database
2026-01-25