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Author: Giovanni Verga
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What is the minute-by-minute effect of central bank communication on asset prices? New research by Carlo Rosa and Giovanni Verga finds that the unexpected component of announcements by the European Central Bank has a siz...Read more...
Carlo Rosa and Giovanni Verga
June 2007
This paper examines the effect of European Central Bank communication on the price discovery process in the Euribor futures market using a new tick-by-tick dataset. First, we show that two pieces of news systematically h...Read more...
December 2006
This paper analyses the ECB communication, focusing in particular on its transparency dimension. We posit that if the ECB is transparent about its future policy decisions, then we should be able to forecast fairly well i...Read more...
June 2005
In its Monthly Bulletin of November 2002, the European Central Bank (ECB) stated that the monthly press conference held by its President represents one of its most important communication channels and that it provides a ...Read more...
April 2005