Efectos de la comunicación del banco central sobre los títulos públicos: Evidencia empírica para Colombia

Juan Camilo Anzoátegui Zapata; Juan Camilo Galvis Ciro

doi:10.15446/cuad.econ.v38n77.64706

Efectos de la comunicación del banco central sobre los títulos públicos: Evidencia empírica para Colombia

Juan Camilo Anzoátegui Zapata, Juan Camilo Galvis Ciro

Producción científica: Contribución a una revista › Artículo en revista científica indexada › revisión exhaustiva

4 Citas (Scopus)

Resumen

This paper examines the effect of the central bank's communication on public debt for the Colombian economy with data referring to the period 2008-2016. The press releases, the minutes and the inflation reports are analyzed. The findings indicate that communication has important effects on the levels of returns of public debt securities the day after the announcements, and the effect is greater for the monetary policy minutes.

Título traducido de la contribución	The effects of central bank communication on public debt securities: Empirical evidence for Colombia
Idioma original	Español
Páginas (desde-hasta)	337-364
Número de páginas	28
Publicación	Cuadernos de Economia (Colombia)
Volumen	38
N.º	77
DOI	https://doi.org/10.15446/cuad.econ.v38n77.64706
Estado	Publicada - 2019

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Palabras clave

Central bank communication
Monetary policy
Public debt

Tipos de Productos Minciencias

Artículos de investigación con calidad Q3

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10.15446/cuad.econ.v38n77.64706

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title = "Efectos de la comunicaci{\'o}n del banco central sobre los t{\'i}tulos p{\'u}blicos: Evidencia emp{\'i}rica para Colombia",

abstract = "This paper examines the effect of the central bank's communication on public debt for the Colombian economy with data referring to the period 2008-2016. The press releases, the minutes and the inflation reports are analyzed. The findings indicate that communication has important effects on the levels of returns of public debt securities the day after the announcements, and the effect is greater for the monetary policy minutes.",

keywords = "Central bank communication, Monetary policy, Public debt",

author = "{Anzo{\'a}tegui Zapata}, {Juan Camilo} and {Galvis Ciro}, {Juan Camilo}",

year = "2019",

doi = "10.15446/cuad.econ.v38n77.64706",

language = "Espa{\~n}ol",

volume = "38",

pages = "337--364",

journal = "Cuadernos de Economia (Colombia)",

issn = "0121-4772",

publisher = "Universidad Nacional de Colombia",

number = "77",

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T1 - Efectos de la comunicación del banco central sobre los títulos públicos

T2 - Evidencia empírica para Colombia

AU - Anzoátegui Zapata, Juan Camilo

AU - Galvis Ciro, Juan Camilo

PY - 2019

Y1 - 2019

N2 - This paper examines the effect of the central bank's communication on public debt for the Colombian economy with data referring to the period 2008-2016. The press releases, the minutes and the inflation reports are analyzed. The findings indicate that communication has important effects on the levels of returns of public debt securities the day after the announcements, and the effect is greater for the monetary policy minutes.

AB - This paper examines the effect of the central bank's communication on public debt for the Colombian economy with data referring to the period 2008-2016. The press releases, the minutes and the inflation reports are analyzed. The findings indicate that communication has important effects on the levels of returns of public debt securities the day after the announcements, and the effect is greater for the monetary policy minutes.

KW - Central bank communication

KW - Monetary policy

KW - Public debt

UR - http://www.scopus.com/inward/record.url?scp=85072749835&partnerID=8YFLogxK

U2 - 10.15446/cuad.econ.v38n77.64706

DO - 10.15446/cuad.econ.v38n77.64706

M3 - Artículo en revista científica indexada

AN - SCOPUS:85072749835

SN - 0121-4772

VL - 38

SP - 337

EP - 364

JO - Cuadernos de Economia (Colombia)

JF - Cuadernos de Economia (Colombia)

IS - 77

ER -

Efectos de la comunicación del banco central sobre los títulos públicos: Evidencia empírica para Colombia

Resumen

Nota bibliográfica

Palabras clave

Tipos de Productos Minciencias

Acceder al documento

Huella

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