The impact of ECB and FED announcements on the Euro interest rates |
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| Authors: | Andrea Monticini David PeelGiacomo Vaciago |
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| Institution: | a Catholic University, Milan, Italyb University of Lancaster, United Kingdom |
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| 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. |
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| Keywords: | E40 E52 |
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