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The Impact of ECB and FED announcements on the Euro interest rates

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<mark>Journal publication date</mark>11/2011
<mark>Journal</mark>Economics Letters
Issue number2
Volume113
Number of pages4
Pages (from-to)139-142
Publication statusPublished
Original languageEnglish

Abstract

We investigate the impact of news in the ECB and FED monetary policy announcements on daily changes in Euro interest rates. We document significant impacts of ECB announcements throughout the period but only until mid 2004 of FED announcements.