Announcements credibility and government securities: evidence from Colombia

Juan Camilo Galvis Ciro, Juan Camilo Anzoátegui Zapata

    Research output: Contribution to journalArticlepeer-review

    3 Scopus citations

    Abstract

    This article evaluates the effect of central bank announcements on government securities yields in emerging economy. In particular, based on the Colombian experience, we present empirical evidence to address the effect of credibility scenario in which the central bank announcements are made. The findings denote that credibility performance must be taken into account to verify the impact of monetary policy announcements.

    Original languageEnglish
    Pages (from-to)278-282
    Number of pages5
    JournalApplied Economics Letters
    Volume25
    Issue number4
    DOIs
    StatePublished - 23 Feb 2018

    Bibliographical note

    Publisher Copyright:
    © 2017 Informa UK Limited, trading as Taylor & Francis Group.

    Keywords

    • Central bank announcements
    • credibility
    • government securities

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