| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 11023387 | Economics Letters | 2018 | 11 Pages |
Abstract
We study monetary policy introducing a novel index for policy attention based on daily Google Trends data. This index is used in a high-frequency analysis of volatility spill-overs on US and European fixed income markets. Policy attention contains significant information on asset variances and the international transmission of policy.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Paul Wohlfarth,