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The Euro exchange rate during the European sovereign debt crisis - dancing to its own tune?

Ehrmann, Michael; Osbat, Chiara; Strasky, Jan; … - 2013

Persistent link: https://www.econbiz.de/10009754026

Statements of ECB officials and their effect on the level and volatility of the Euro-Dollar exchange rate

Jansen, David-Jan; Haan, Jakob de - 2003

This paper studies the reaction of the mean and volatility of the euro-dollar exchange rate to statements of ECB … officials during the first years of EMU. We focus on statements on monetary policy and the (potential) strength of the euro. We …. In some cases there are effects of statements on the level of the euro-dollar rate. Efforts to talk up the euro have not …

Persistent link: https://www.econbiz.de/10011507830

The euro exchange rate during the European sovereign debt crisis : dancing to its own tune?

Ehrmann, Michael; Osbat, Chiara; Strasky, Jan; … - In: Journal of international money and finance 49 (2014), pp. 319-339

Persistent link: https://www.econbiz.de/10010465007

Talking heads : the effects of ECB statements on the euro-dollar exchange rate

Jansen, David-Jan; Haan, Jakob de - In: Journal of international money and finance 24 (2005) 2, pp. 343-361

Persistent link: https://www.econbiz.de/10002636002

An assessment of the consistency of ECB communication using wordscores

Jansen, David-Jan; Haan, Jakob de - 2010

Persistent link: https://www.econbiz.de/10003996920

The importance of being vigilant : has ECB communication influenced Euro area inflation expectations?

Jansen, David-Jan (contributor); Haan, Jakob de (contributor) - 2007

Persistent link: https://www.econbiz.de/10003623777

The importance of being vigilant : has ECB communication influenced euro area inflation expectations?

Jansen, David-Jan; Haan, Jakob de - 2007

Persistent link: https://www.econbiz.de/10003597065

Does ECB communication help in predicting its interest rate decisions? : Presented at CESifo Area Conference on Macro, Money & International Finance, February 2006

Jansen, David-Jan; Haan, Jakob de - 2006

We examine the usefulness of communication by the European Central Bank for predicting its interest rate decisions. We use ordered probit models based on the Taylor rule which we estimate using statements by ECB officials as well as macroeconomic variables. Statements by ECB officials on the...

Persistent link: https://www.econbiz.de/10003381673

Does money matter in the ECB strategy? : New evidence based on ECB communication

Berger, Helge (contributor); Haan, Jakob de (contributor); … - 2006

We examine the role of money in the policies of the ECB, using introductory statements of the ECB President at the monthly press conferences during 1999-2004. Over time, the relative amount of words devoted to the monetary analysis has decreased. Our analysis of indicators of the monetary policy...

Persistent link: https://www.econbiz.de/10003300988

Does money matter in the ECB strategy? : new evidence based on ECB communication

Berger, Helge; Haan, Jakob de; Sturm, Jan-Egbert - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 16-31

Persistent link: https://www.econbiz.de/10009159828