We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with … communication networks. Simulation results suggest a correlation between the network centralization measures and the volatility of …

We examine the effects of the Czech National Bank communication, macroeconomic news and interest rate differential on … central bank communication has a calming effect on exchange rate volatility. The timing of central bank communication seems to … matter, too, as financial markets respond more to the communication before the policy meetings than after them. Next …

Press releases announcing and explaining monetary policy decisions play a critical role in the communication strategy …

This paper presents empirical evidence on one aspect of central bank communication policy - formal pronouncements by … central bank communication policy are addressed (see Figure 1 for a summary). We find that STF's matter for bond market …

communication events. Talks significantly trigger large jumps or extreme events for approximately an hour after the news release … volatility are mostly driven by the communication of the Euro area officials rather than US authorities …