Communicating policy options at the zero bound

B-Tier
Journal: Journal of International Money and Finance
Year: 2009
Volume: 28
Issue: 5
Pages: 742-754

Authors (2)

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

Abstract

This paper examines a special episode in communication practices of the Swiss National Bank (SNB) when short-term interest rates reached the zero bound. Non-sterilized foreign exchange interventions were frequently mentioned as a potential instrument. We ask how the financial markets responded to the SNB's repeated references of non-sterilized interventions? The empirical results with high-frequency data provide strong evidence that SNB intervention references depreciated the domestic currency for several hours. The case study supports the view that communication is an effective tool for monetary policy in unusual situations, as well.

Technical Details

RePEc Handle
repec:eee:jimfin:v:28:y:2009:i:5:p:742-754
Journal Field
International
Author Count
2
Added to Database
2026-01-25