Central bank communication and financial market comovements in the euro area

DOI10.1007/S11079-019-09561-7zbMath1460.91156OpenAlexW2979295282WikidataQ127103964 ScholiaQ127103964MaRDI QIDQ2661799

Roman Horváth, Júlia Jonášová, Pavel Gertler

Publication date: 8 April 2021

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: http://link.springer.com/10.1007/s11079-019-09561-7

zbMATH Keywords

quantile regressioncentral bank communicationfinancial market comovements

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Macroeconomic theory (monetary models, models of taxation) (91B64) Financial markets (91G15)

Cites Work

• Stock market contagion: a new approach
• Rational Inattention Dynamics: Inertia and Delay in Decision-Making
• Economic News and International Stock Market Co-movement*

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