The role of central bank communication in the long-term stock-bond correlations: Evidence from China
Y Wang, X Wang - Finance Research Letters, 2024 - Elsevier
In this paper, we extend the traditional DCC-MIDAS-X model by incorporating the central
bank communication sentiment indicator to examine its effect on the long-term correlations …
bank communication sentiment indicator to examine its effect on the long-term correlations …
Artificial intelligence and central bank communication: the case of the ECB
We examine whether artificial intelligence (AI) can decipher the European Central Bank's
communication. Employing 1769 inter-meeting verbal communication events of the …
communication. Employing 1769 inter-meeting verbal communication events of the …
ECB communication sentiments: how do they relate to the economic environment and financial markets?
R Kaminskas, L Jurkšas - Journal of Economics and Business, 2024 - Elsevier
In this paper we examine multiple dimensions of ECB monetary policy communication by
identifying its sentiment and relation with the economic environment and financial markets …
identifying its sentiment and relation with the economic environment and financial markets …
Not all ECB meetings are created equal
S Kandemir, P Tillmann - 2023 - econstor.eu
Most meetings of the Governing Council of the ECB take place intra muros at the ECB's
premises in Frankfurt. Some meetings, however, are held extra muros, ie outside Frankfurt …
premises in Frankfurt. Some meetings, however, are held extra muros, ie outside Frankfurt …
[PDF][PDF] Asset Prices Reactions following European Central Bank Narratives
Central banking has experienced significant changes over time, shifting from discretionary
policy-making to a more transparent approach. Central banks communication became an …
policy-making to a more transparent approach. Central banks communication became an …