The informational content of prices when policy makers react to financial markets
Year of publication: |
2019
|
---|---|
Authors: | Siemroth, Christoph |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 179.2019, p. 240-274
|
Subject: | Asymmetric information | Central bank transparency | Financial markets | Policy risk | Price informativeness | Rational expectations equilibrium | Asymmetrische Information | Theorie | Theory | Finanzmarkt | Financial market | Rationale Erwartung | Rational expectations | Geldpolitik | Monetary policy | Börsenkurs | Share price | Inflationserwartung | Inflation expectations | Effizienzmarkthypothese | Efficient market hypothesis | Zentralbank | Central bank | Politische Kommunikation | Political communication | Sunspots | Ankündigungseffekt | Announcement effect | Informationswert | Information value |
-
Information value of the interest rate and the zero lower bound
Lee, Sang Seok, (2020)
-
Central Bank sentiment and policy expectations
Hubert, Paul, (2016)
-
The social value of information : a test of a beauty and non-beauty contest
Lustenberger, Thomas, (2018)
- More ...
-
Verschwendung der Jahresendausgaben im öffentlichen Sektor : Replik und Erwiderung
Schwarting, Gunnar, (2022)
-
Ending wasteful year-end spending : on optimal budget rules in organizations
Siemroth, Christoph, (2022)
-
Why prediction markets work : the role of information acquisition and endogenous weighting
Siemroth, Christoph, (2014)
- More ...