Coffinet, Jérôme (contributor); … - 2008
since the beginning of EMU, supporting the view of a
credible monetary policy.
Jansen and De Haan (2007) use daily data … rate,
Dow Jones IA, Eurostoxx50;
- Dcom,t is a dummy variable accounting for the monetary policy communication of the ECB …
expectations of future price pressures. This result reflects a common view, in particular
related to the Phillips curve …