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2. The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook.
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4. Who pays the liquidity cost? Central bank announcements and adverse selection. (2023). Webb, Robert I ; Yu, Jinyoung ; Ryu, Doojin.
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6. Financial Markets and ECB Monetary Policy Communication €“ A Second QE Surprise. (2022). Baumgärtner, Martin ; Baumgaertner, Martin.
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7. Complexity of ECB communication and financial market trading. (2022). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai ; Zahner, Johannes.
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14. Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, Lee.
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16. Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas.
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1. Central banks surprise policy and its potential to change peoples deflationary mindset: evidence from the yen-dollar exchange market. (2025). Kamada, Koichiro.
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2. An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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3. How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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4. The Impact of Quantitative and Qualitative Easing and Yield Curve Control on the Functioning of the Japanese Government Bond Market. (2024). Kitamura, Tomiyuki ; Fukuma, Noritaka ; Matsuda, Naoki ; Watanabe, Kota ; Maehashi, Kohei ; Takemura, Keita.
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5. Causal coupling between European and UK markets triggered by announcements of monetary policy decisions. (2022). Volta, Vittoria ; Aste, Tomaso.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:114947.

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6. Complexity of ECB communication and financial market trading. (2022). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai ; Zahner, Johannes.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001127.

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7. Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data. (2022). Kamada, Koichiro ; Yamada, Tetsuya ; Kurosaki, Tetsuo ; Miura, KO.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001753.

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8. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20212547.

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9. Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick.
   In: Scottish Journal of Political Economy.
   RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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10. Complexity of ECB Communication and Financial Market Trading. (2020). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:201919.

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11. US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices. (2020). ben Omrane, Walid ; Hussain, Syed Mujahid ; Al-Yahyaee, Khamis.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:46:y:2020:i:c:s1044028319300109.

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12. Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, Lee.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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13. The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). Smales, Lee ; lucey, brian.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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14. Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192303.

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15. QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Noikokyris, Emmanouil ; Chortareas, Georgios ; Karanasos, Menelaos.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

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16. Volatility jumps and macroeconomic news announcements. (2018). Gray, Philip ; Chan, Kam F.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:8:p:881-897.

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17. Financial crises, price discovery, and information transmission: a high-frequency perspective. (2018). Füss, Roland ; Fuss, Roland ; Stein, Michael ; Zhao, LU ; Mager, Ferdinand.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0318-3.

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18. Central Bank Policy Announcements and Changes in Trading Behavior: Evidence from Bond Futures High Frequency Price Data. (2018). Kamada, Koichiro ; Yamada, Tetsuya ; Kurosaki, Tetsuo ; Miura, KO.
    In: IMES Discussion Paper Series.
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19. Have money and credit data releases helped markets to predict the interest rate decisions of the European Central Bank?. (2018). Jung, Alexander.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:65:y:2018:i:1:p:39-67.

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20. Dynamics of Co-movements among Implied Volatility, Policy Uncertainty and Market Performance. (2017). .
    In: Global Business Review.
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21. The unintended consequences of the zero lower bound policy. (2017). Kacperczyk, Marcin ; di Maggio, Marco.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:1:p:59-80.

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22. Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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23. Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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24. When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Tourani-Rad, Alireza ; Frijns, Bart ; Fernandez-Perez, Adrian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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25. The Unintended Consequences of the Zero Lower Bound Policy. (2016). Kacperczyk, Marcin ; Di Maggio, Marco.
    In: NBER Working Papers.
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26. Quantitative Easing and Liquidity in the Japanese Government Bond Market. (2016). Taishi, Tomoki ; Iwatsubo, Kentaro.
    In: Discussion Papers.
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27. Quantitative Easing and Liquidity in the Japanese Government Bond Market. (2016). Iwatsubo, Kentaro ; Taishi, Tomoki.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:16-e-12.

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28. Foreign news and the structure of co-movement in European equity markets: An intraday analysis. (2016). ben Omrane, Walid ; Hussain, Syed Mujahid.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:37:y:2016:i:c:p:572-582.

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29. Have minutes helped to predict fed funds rate changes?. (2016). Jung, Alexander.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:49:y:2016:i:c:p:18-32.

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30. Have FOMC minutes helped markets to predict FED funds rate changes?. (2016). Jung, Alexander.
    In: Working Paper Series.
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31. Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?. (2016). Jung, Alexander.
    In: Working Paper Series.
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32. Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X.
    In: SPOUDAI Journal of Economics and Business.
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33. The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling. (2015). Apergis, Nicholas.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:55:y:2015:i:c:p:100-107.

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34. Have minutes helped markets to predict the MPCs monetary policy decisions?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:39:y:2015:i:c:p:222-234.

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35. Has the publication of minutes helped markets to predict the monetary policy decisions of the Bank of Englands MPC?. (2015). Jung, Alexander ; El-Shagi, Makram.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151808.

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36. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: Sciences Po publications.
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37. Information Arrival, Jumps and Cojumps in European Financial Markets: Evidence Using Tick by Tick Data. (2014). Hussain, Syed Mujahid ; Deleze, Frederic.
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:18:y:2014:i:3-4:p:169-213.

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38. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
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39. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
    In: SciencePo Working papers Main.
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40. Disentangling qualitative and quantitative central bank influence. (2014). Hubert, Paul.
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41. The impact of economic news on bond prices: Evidence from the MTS platform. (2014). Paiardini, Paola.
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    RePEc:eee:jbfina:v:49:y:2014:i:c:p:302-322.

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42. Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation. (2014). Moura, Marcelo ; Gaio, Rafael L..
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    RePEc:eee:ecofin:v:27:y:2014:i:c:p:114-144.

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43. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Tomljanovich, Marc ; Jubinski, Daniel.
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44. The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach. (2013). Barsoum, Fady.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
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45. Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns. (2013). Tomljanovich, Marc ; Jubinski, Daniel.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:22:y:2013:i:3:p:86-97.

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46. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
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47. Words that shake traders. (2011). Rosa, Carlo.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:5:p:915-934.

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48. TALKING LESS AND MOVING THE MARKET MORE: EVIDENCE FROM THE ECB AND THE FED. (2011). Rosa, Carlo.
    In: Scottish Journal of Political Economy.
    RePEc:bla:scotjp:v:58:y:2011:i:1:p:51-81.

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49. The Norges Banks key rate projections and the news element of monetary policy: A wavelet based jump detection approach. (2010). Winkelmann, Lars.
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    RePEc:zbw:sfb649:sfb649dp2010-062.

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