Announcements credibility and government securities: evidence from Colombia

Juan Camilo Galvis Ciro, Juan Camilo Anzoátegui Zapata

    Producción científica: Contribución a una revistaArtículo en revista científica indexadarevisión exhaustiva

    4 Citas (Scopus)

    Resumen

    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.

    Idioma originalInglés
    Páginas (desde-hasta)278-282
    Número de páginas5
    PublicaciónApplied Economics Letters
    Volumen25
    N.º4
    DOI
    EstadoPublicada - 23 feb. 2018

    Nota bibliográfica

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

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