
EA-MPD
dc.date.accessioned | 2021-09-24T14:04:24Z | |
dc.date.available | 2021-09-24T14:04:24Z | |
dc.identifier.uri | https://fif.hebis.de/xmlui/handle/123456789/1642 | |
dc.description.abstract | High frequency data are an essential input to study the effects of monetary policy communication. This column introduces a new database, the Euro Area Monetary Policy Event-Study Database, which makes available intraday asset price changes around ECB policy announcements for a wide range of assets. The high resolution of the intraday data allows for the measurement of asset price changes separately for the press release and press conference windows. | |
dc.rights | Attribution-ShareAlike 4.0 International | |
dc.rights.uri | http://creativecommons.org/licenses/by-sa/4.0/ | |
dc.title | EA-MPD | |
dc.type | Research Data | |
dc.identifier.url | https://voxeu.org/article/euro-area-monetary-policy-event-study-database |
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