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Bank of Canada RSS Feedsen2024-03-29T12:00:00+00:00Central Bank Communication or the Media’s Interpretation: What Moves Markets?
https://www.bankofcanada.ca/2012/02/working-paper-2012-9/
The goal of this paper is to investigate what type of information from Bank of Canada communication statements or the market commentary based on these statements has a significant effect on the volatility or level of returns in a short-term interest rate market.2012-02-28T15:17:50+00:00enCentral Bank Communication or the Media’s Interpretation: What Moves Markets?2012-02-28Asset pricingFinancial marketsWorking Paper 2012-09https://www.bankofcanada.ca/wp-content/uploads/2012/02/wp2012-09.pdfCentral Bank Communication or the Media’s Interpretation: What Moves Markets?Scott HendryFebruary 2012EE5E58GG1G14