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

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The Impact of ECB and FED announcements on the Euro interest rates. / Monticini, Andrea; Peel, David; Vaciago, Giacomo.

In: Economics Letters, Vol. 113, No. 2, 11.2011, p. 139-142.

Research output: Contribution to journalJournal article

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Monticini, A, Peel, D & Vaciago, G 2011, 'The Impact of ECB and FED announcements on the Euro interest rates', Economics Letters, vol. 113, no. 2, pp. 139-142. https://doi.org/10.1016/j.econlet.2011.05.024

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Monticini, Andrea ; Peel, David ; Vaciago, Giacomo. / The Impact of ECB and FED announcements on the Euro interest rates. In: Economics Letters. 2011 ; Vol. 113, No. 2. pp. 139-142.

Bibtex

@article{d351f02fca294705bc91d0bdf11af192,
title = "The Impact of ECB and FED announcements on the Euro interest rates",
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.",
keywords = "Monetary policy shocks, Identification , Wild bootstrap",
author = "Andrea Monticini and David Peel and Giacomo Vaciago",
year = "2011",
month = "11",
doi = "10.1016/j.econlet.2011.05.024",
language = "English",
volume = "113",
pages = "139--142",
journal = "Economics Letters",
issn = "0165-1765",
publisher = "Elsevier",
number = "2",

}

RIS

TY - JOUR

T1 - The Impact of ECB and FED announcements on the Euro interest rates

AU - Monticini, Andrea

AU - Peel, David

AU - Vaciago, Giacomo

PY - 2011/11

Y1 - 2011/11

N2 - 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.

AB - 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.

KW - Monetary policy shocks

KW - Identification

KW - Wild bootstrap

U2 - 10.1016/j.econlet.2011.05.024

DO - 10.1016/j.econlet.2011.05.024

M3 - Journal article

VL - 113

SP - 139

EP - 142

JO - Economics Letters

JF - Economics Letters

SN - 0165-1765

IS - 2

ER -