Article ID Journal Published Year Pages File Type
5060794 Economics Letters 2011 4 Pages PDF
Abstract
► We investigate the impact of the ECB and FED monetary policy announcements in the Euro interest rates. ► We document significant impacts of ECB and FED announcements on interest rates on horizons up to 10 years. ► Over the sub-period 2004:06:30-2006:08:30 the FED news announcements had no impact on the Euro interest rates.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The impact of ECB and FED announcements on the Euro interest rates
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