Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
create a website

Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira.
In: REVISTA LECTURAS DE ECONOMÍA.
RePEc:col:000174:015708.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 33

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Andersson, Malin; Dillen, Hans & Sellin, Peter (2006). “Monetary Policy Signaling and Movements in the Term Structure of Interest Rates”, Journal of Monetary Economics, Vol. 53, No. 8, pp. 1815-1855.

  2. Born, Benjamin; Ehrmann, Michael & Fratzscher, Marcel (2014). “Central Bank Communication on Financial Stability”, The Economic Journal, Vol. 124, No. 577, pp. 701-734.

  3. Chadha, Jagjit & Nolan, Charles (2001). “Inflation Targeting, Transparency and Interest Rate Volatility: Ditching “Monetary Mystique” in the U.K.”, Journal of Macroeconomics, Vol. 23, No. 3, pp. 349-366.

  4. Connolly, Ellis & Kohler, Marion (2004). “News and Interest Rate Expectations: A Study of Six Central Banks”, En: Kent, K. & Guttman, S.

  5. Coppel, Jonathan & Connolly, Ellis (2003). “What do financial market data tell us about monetary policy transparency?”, Research Discussion Paper, No. 2003-05. Reserve Bank of Australia.

  6. Dincer, Nergiz & Eichengreen, Barry (2014). “Central Bank Transparency and Independence: Updates and New Measure”, International Journal of Central Banking, Vol. 10, No. 1, pp. 189-259.

  7. Echavarría, Juan José; Vásquez, Diego & Villamizar, Mauricio (2010).

  8. Engle, Robert (1982). “Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation”, Econometrica, Vol.

  9. Fatum, Rasmus & Scholnick, Barry (2006). “Do exchange rates respond to day-to-day changes in monetary policy expectations when no monetary policy changes occur?”, Journal of Money, Credit and Banking, Vol. 38, No. 6, pp. 1641-1657.

  10. Frömmel, Michael; Kiss, Norbert & Pintér, Klára (2011). “Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market”, International Journal of Finance & Economics, Vol. 16, No. 2, pp. 172-188.
    Paper not yet in RePEc: Add citation now
  11. Fratzscher, Marcel (2008). “Communication and exchange rate policy”, Journal of Macroeconomics, Vol. 30, No. 4, 1651-1672.

  12. Goyal, Ashima & Arora, Sanchit (2012). “The Indian exchange rate and Central Bank action: An EGARCH analysis”, Journal of Asian Economics, Vol. 23, No. 1, pp. 60-72.

  13. Guthrie, Graeme & Wright, Julian (2000). “Open Mouth Operations”, Journal of Monetary Economics, Vol. 46, No. 2, pp. 489-516.

  14. Hansen, Lars Peter (1982). “Large Sample Properties of Generalized Method of Moments Estimators”, Econometrica, Vol. 50, No. 4, pp. 1029-1054.

  15. Hayo, Bernd; Kutan, Ali & Neuenkirch, Matthias (2015). “Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?”, Empirica, Vol. 42, No. 1, pp. 185-203.

  16. Jansen, David-Jan & de Haan, Jakob (2005). “Talking Heads: The Effects of ECB Statements on the Euro-Dollar Exchange Rate”, Journal of International Money and Finance, Vol. 24, No. 2, pp. 343-361.

  17. Kohn, Donald & Sack, Brian (2004). “Central Bank Talk: Does It Matter And Why?” En: Bank of Canada (Ed.) Macroeconomics, Monetary Policy, and Financial Stability (175-206). Ottawa, Ontario: Bank of Canada.
    Paper not yet in RePEc: Add citation now
  18. Kuttner, N. Kenneth (2001). “Monetary policy surprises and interest rates: evidence from the FED FUNDS futures market”, Journal of Monetary Economics, Vol. 47, No. 3, pp. 523-544.

  19. Lange, Joe; Sack, Brian & Whitesell, William (2003). “Anticipations of Monetary Policy in Financial Markets”, Journal of Money, Credit, and Banking, Vol. 35, No. 6, pp. 889-909.

  20. Lecturas de Economía-Lect. Econ. - No. 87. Medellín, julio-diciembre Galvis, de Moraes y Anzoátegui: Efectos de los anuncios de política monetaria sobre... Bomfim, Anturio (2003). “Pre-Announcement Effects, News Effects, and Volatility: Monetary Policy and the Stock Market”, Journal of Banking and Finance, Vol. 27, No. 1, pp. 133-151.
    Paper not yet in RePEc: Add citation now
  21. Lecturas de Economía-Lect. Econ. - No. 87. Medellín, julio-diciembre Galvis, de Moraes y Anzoátegui: Efectos de los anuncios de política monetaria sobre... Greene, William H. (1993). Econometric Analysis, (5th Ed.). New Jersey: Prentice Hall.
    Paper not yet in RePEc: Add citation now
  22. Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa”, Open Economies Review, Vol. 21, No. 5, pp. 655-677. Ehrmann, Michael & Fratzscher, Marcel (2007). “Communication and Decision-Making by Central Bank Committees - Different Strategies, Same Effectiveness”, Journal of Money, Credit and Banking, Vol. 39, No.
    Paper not yet in RePEc: Add citation now
  23. Minea, Alexandru & Tapsoba, René (2014). “Does inflation targeting improve fiscal discipline?”, Journal of International Money and Finance, Vol.
    Paper not yet in RePEc: Add citation now
  24. Murcia, Andrés & Rojas, Diego (2014). “Determinantes de la tasa de cambio en Colombia: un enfoque de microestructura de mercados”, Ensayos Sobre Política Económica, Vol. 32, No. 74, pp. 52-67.

  25. Nelson, Daniel (1991). “Conditional Heteroskedasticity in Asset Returns: A new Approach”, Econometrica, Vol. 59, No. 2, pp. 349-380.

  26. Princeton: Princeton University Press. Blinder, Alan; Ehrmann, Michael; Fratzcher, Marcel; de Haan, Jakob & Jansen, David-Jan (2008). “Central Bank Communication and Monetary Policy”, Journal of Economic Literature, Vol. 46, No. 4, pp. 910-945.

  27. Reeves, Rachel & Sawicki, Michael (2007). “Do Financial Markets React to Bank of England Communication?”, European Journal of Political Economy, Vol. 23, No. 1, pp. 207-227.

  28. República, Colombia. 95 Mesa, Diana Carolina (2010). “Spillovers de volatilidad entre tasa de interés y tasa de cambio en Colombia”, Documento de Trabajo. Universidad del Rosario.
    Paper not yet in RePEc: Add citation now
  29. Rincón, Hernán & Rodríguez, Norberto (2016). “Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach ”, Borradores de Economía, No. 930. Banco de la República, Colombia.
    Paper not yet in RePEc: Add citation now
  30. Rosa, Carlo & Verga, Giovanni (2007). “On the Consistency and Effectiveness of Central Bank Communication: Evidence from the ECB”, European Journal of Political Economy, Vol. 23, No. 1, pp. 146-175.

  31. Siklos, Pierre (2011). “Central Bank transparency: Another look”, Applied Economics Letters, Vol. 18, No. 10, pp. 929-933.

  32. Systems, Vol. 37, No. 1, pp. 69-80. Dewachter, Hans; Erdemlioglu, Deniz; Gnabo, Jean-Yves & Lecourt, Christelle. (2014). “The intra-day impact of communication on eurodollar volatility and jumps”, Journal of International Money and Finance, Vol. 43(C), pp. 131-154.

  33. Woodford, Michael (2003). Interest and Prices: Foundations of a Theory of Monetary Policy. Princeton: Princeton University Press.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Monetary Normalizations and Consumer Credit: Evidence from Fed Liftoff and Online Lending. (2017). Zhang, Xin ; Hull, Isaiah ; Bertsch, Christoph.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:442.

    Full description at Econpapers || Download paper

  2. Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio .
    In: Lecturas de Economía.
    RePEc:lde:journl:y:2017:i:87:p:67-95.

    Full description at Econpapers || Download paper

  3. Central bank transparency and cross-border banking. (2017). Tonzer, Lena ; Eichler, Stefan.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:74:y:2017:i:c:p:1-30.

    Full description at Econpapers || Download paper

  4. Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira.
    In: REVISTA LECTURAS DE ECONOMÍA.
    RePEc:col:000174:015708.

    Full description at Econpapers || Download paper

  5. Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert .
    In: The B.E. Journal of Macroeconomics.
    RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

    Full description at Econpapers || Download paper

  6. RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Yildirim-Karaman, Secil ; Eroglu, Burak.
    In: Working Papers.
    RePEc:bli:wpaper:1705.

    Full description at Econpapers || Download paper

  7. Openness and Structural Labour Market Reforms: Counterfactuals for Lithuania. (2016). Lastauskas, Povilas ; Stakenas, Julius.
    In: Bank of Lithuania Discussion Paper Series.
    RePEc:lie:dpaper:1.

    Full description at Econpapers || Download paper

  8. Expectations Hypothesis and Term Structure of Interest Rates: An Evidence from Emerging Market. (2016). Shijin, Santhakumar ; Shareef, Hassan .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9212-z.

    Full description at Econpapers || Download paper

  9. Starting from a Blank Page? Semantic Similarity in Central Bank Communication and Market Volatility. (2016). Talmi, Jonathan ; Ehrmann, Michael.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-37.

    Full description at Econpapers || Download paper

  10. DOES CENTRAL BANK’S PERCEPTION REGARDING THE STATE OF THE ECONOMY AFFECT ENTREPRENEURS’ EXPECTATIONS? ARE ENTREPRENEURS’ EXPECTATIONS IMPORTANT FOR INVESTMENT? EMPIRICAL EVIDENCE FROM BRAZIL. (2016). Montes, Gabriel ; Cacicedo, Thiago ; Cidad, Thiago Cacicedo .
    In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting].
    RePEc:anp:en2015:035.

    Full description at Econpapers || Download paper

  11. Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?. (2015). Neuenkirch, Matthias ; Kutan, Ali ; Hayo, Bernd.
    In: Empirica.
    RePEc:kap:empiri:v:42:y:2015:i:1:p:185-203.

    Full description at Econpapers || Download paper

  12. Central bank’s perception on inflation and inflation expectations of experts: Empirical evidence from Brazil. (2015). Nicolay, Rodolfo ; Montes, Gabriel ; da Fonseca, Rodolfo Tomas .
    In: Journal of Economic Studies.
    RePEc:eme:jespps:v:42:y:2015:i:6:p:1142-1158.

    Full description at Econpapers || Download paper

  13. Central bank communication in the financial crisis: Evidence from a survey of financial market participants. (2015). Neuenkirch, Matthias ; Hayo, Bernd.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:59:y:2015:i:c:p:166-181.

    Full description at Econpapers || Download paper

  14. How Monetary Policy is Made: Two Canadian Tales. (2014). Siklos, Pierre ; Neuenkirch, Matthias ; Pierre L. Siklos, Matthias Neuenkirch, .
    In: LCERPA Working Papers.
    RePEc:wlu:lcerpa:0075.

    Full description at Econpapers || Download paper

  15. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Sciences Po publications.
    RePEc:spo:wpmain:info:hdl:2441/2t6uivimtr9438i2qqu6kgfded.

    Full description at Econpapers || Download paper

  16. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01098464.

    Full description at Econpapers || Download paper

  17. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Documents de Travail de l'OFCE.
    RePEc:fce:doctra:1423.

    Full description at Econpapers || Download paper

  18. Dissent in monetary policy decisions. (2014). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:66:y:2014:i:c:p:137-154.

    Full description at Econpapers || Download paper

  19. Sensitivity analysis for robust design of building energy systems. (2014). Ashouri, Araz ; Bornatico, Raffaele ; Benz, Michael J. ; Petrini, Flavio .
    In: Energy.
    RePEc:eee:energy:v:76:y:2014:i:c:p:264-275.

    Full description at Econpapers || Download paper

  20. Central bank swap line effectiveness during the euro area sovereign debt crisis. (2013). Moessner, Richhild ; Allen, William.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:35:y:2013:i:c:p:167-178.

    Full description at Econpapers || Download paper

  21. Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates. (2013). Papadamou, Stephanos.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:545-551.

    Full description at Econpapers || Download paper

  22. Market expectations of the short rate and the term structure of interest rates: a new perspective from the classic model. (2012). Ye, Xiaoxia.
    In: MPRA Paper.
    RePEc:pra:mprapa:41093.

    Full description at Econpapers || Download paper

  23. Monetary policy communication in Turkey. (2012). Özbay Özlü, Pınar ; Kara, Hakan ; Demiralp, Selva.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:28:y:2012:i:4:p:540-556.

    Full description at Econpapers || Download paper

  24. Managing financial market expectations: The role of central bank transparency and central bank communication. (2012). Neuenkirch, Matthias.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:28:y:2012:i:1:p:1-13.

    Full description at Econpapers || Download paper

  25. Why are excess returns on China’s Treasury bonds so predictable? The role of the monetary system. (2012). Zhang, Chu ; Tian, Shu ; Fan, Longzhen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:239-248.

    Full description at Econpapers || Download paper

  26. Mexico: what is the impact of monetary policy on unemployment rates?. (2012). Cortez, Willy ; Islas, Alejandro .
    In: Revista CEPAL.
    RePEc:ecr:col070:11600.

    Full description at Econpapers || Download paper

  27. Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?. (2011). Özbay Özlü, Pınar ; Kara, Hakan ; Demiralp, Selva ; Ozlu, Pinar .
    In: Working Papers.
    RePEc:tcb:wpaper:1118.

    Full description at Econpapers || Download paper

  28. Dissent in Monetary Policy Decisions. (2011). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Cahiers de recherche.
    RePEc:mtl:montec:06-2011.

    Full description at Econpapers || Download paper

  29. Dissent in Monetary Policy Decisions. (2011). Ruge-Murcia, Francisco ; Riboni, Alessandro.
    In: Cahiers de recherche.
    RePEc:mtl:montde:2011-05.

    Full description at Econpapers || Download paper

  30. Monetary policy communication under inflation targeting: Do words speak louder than actions?. (2011). Kara, Hakan ; Demiralp, Selva ; zlu, Pnar .
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1128.

    Full description at Econpapers || Download paper

  31. Communication of Central Bank Thinking and Inflation Dynamics. (2011). Yu, Xiangrong ; Tang, Man-Keung .
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2011/209.

    Full description at Econpapers || Download paper

  32. Dissent in Monetary Policy Decisions. (2011). Riboni, Alessandro ; Ruge-Murcia, Francesco .
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/7718.

    Full description at Econpapers || Download paper

  33. Monetary Policy in the Media. (2011). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8192.

    Full description at Econpapers || Download paper

  34. The reaction of asset markets to Swiss National Bank communication. (2010). Rossi, Enzo ; Ranaldo, Angelo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:3:p:486-503.

    Full description at Econpapers || Download paper

  35. Chinas official rates and bond yields. (2010). Johansson, Anders ; Fan, Longzhen .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:5:p:996-1007.

    Full description at Econpapers || Download paper

  36. WHAT MOVES BOND YIELDS IN CHINA?. (2009). Johansson, Anders ; Fan, Longzhen .
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-009.

    Full description at Econpapers || Download paper

  37. CHINAS OFFICIAL RATES AND BOND YIELDS. (2009). Johansson, Anders ; Fan, Longzhen .
    In: Working Paper Series.
    RePEc:hhs:hacerc:2009-003.

    Full description at Econpapers || Download paper

  38. ECB Monetary Policy and Term Structure of Interest Rates in the Euro Area: an Empirical Analysis. (2009). Guidi, Francesco ; Cossetti, Filippo.
    In: Working Papers.
    RePEc:anc:wpaper:334.

    Full description at Econpapers || Download paper

  39. Talking about Monetary Policy: The Virtues (and Vices?) of Central Bank Communication. (2008). Blinder, Alan.
    In: Working Papers.
    RePEc:pri:cepsud:164blinder.pdf.

    Full description at Econpapers || Download paper

  40. Talking about Monetary Policy: The Virtues (and Vices?) of Central Bank Communication. (2008). .
    In: Working Papers.
    RePEc:pri:cepsud:164blinder.

    Full description at Econpapers || Download paper

  41. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: Working Papers.
    RePEc:pri:cepsud:161blinder.pdf.

    Full description at Econpapers || Download paper

  42. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; de Haan, Jakob.
    In: Working Papers.
    RePEc:pri:cepsud:161blinder.

    Full description at Econpapers || Download paper

  43. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13932.

    Full description at Econpapers || Download paper

  44. It’s not only WHAT is said, it’s also WHO the speaker is. Evaluating the effectiveness of central bank communication. (2008). Rozkrut, Marek.
    In: NBP Working Papers.
    RePEc:nbp:nbpmis:47.

    Full description at Econpapers || Download paper

  45. Daily monetary policy shocks and new home sales. (2008). Hamilton, James.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:55:y:2008:i:7:p:1171-1190.

    Full description at Econpapers || Download paper

  46. Central Bank communication and monetary policy: a survey of theory and evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008898.

    Full description at Econpapers || Download paper

  47. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: DNB Working Papers.
    RePEc:dnb:dnbwpp:170.

    Full description at Econpapers || Download paper

  48. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: Journal of Economic Literature.
    RePEc:aea:jeclit:v:46:y:2008:i:4:p:910-45.

    Full description at Econpapers || Download paper

  49. Social value of public information: testing the limits to transparency. (2007). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007821.

    Full description at Econpapers || Download paper

  50. Explaining monetary policy in press conferences. (2007). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007767.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-02-19 06:03:09 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.