Information policy of the Bank of Russia:The influence of the press releases on the interbank rate

Autor:	S. Merzlyakov, R. Khabibullin
Rok vydání:	2017
Předmět:	Economics and Econometrics 050208 finance 0502 economics and business 05 social sciences Monetary policy Economics Interbank lending market Monetary economics 050207 economics Volatility (finance) Information policy Finance
Zdroj:	Voprosy Ekonomiki. :141-151
ISSN:	0042-8736
DOI:	10.32609/0042-8736-2017-11-141-151
Popis:	This paper examines the impact of the main regular communication channel of the Bank of Russia - press releases after the Bank of Russia Board of Directors meetings on monetary policy issues - on the Moscow Prime Offered Rate (MosPrime Rate). It is shown that these press releases can have a significant impact on this rate and its volatility.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::79a0dacbb5fa427aa8539cddbdc25090 https://doi.org/10.32609/0042-8736-2017-11-141-151 Zobrazit plný text záznamu