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The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Communication

https://doi.org/10.2139/ssrn.1016924
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29/29 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

2 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 29 checked references that resolve
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The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
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Intraday periodicity and volatility persistence in financial markets
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Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
resolves10.3386/w11312
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
resolves10.3386/w8959
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
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Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
resolves10.1016/s0304-4076(95)01749-6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
resolves10.17578/4-3/4-6
High Frequency Deutsche Mark-US Dollar Returns: FIGARCH Representations and Non Linearities
resolves10.2307/2601266
Interest Rate Targeting and the Dynamics of Short-Term Rates
resolves10.1016/j.jimonfin.2008.08.003
Should central bankers talk to the foreign exchange markets?
resolves10.1002/ijfe.412
Does money matter in the ECB strategy? New evidence based on ECB communication
resolves10.3386/w13932
Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence
resolves10.7208/chicago/9780226092126.003.0010
Is Bad News about Inflation Good News for the Exchange Rate?
resolves10.1016/j.jeconom.2010.03.045
Non-negativity conditions for the hyperbolic GARCH model
resolves10.1093/jjfinec/nbj015
Inequality Constraints in the Fractionally Integrated GARCH Model
resolves10.1086/260506
Expectations and Exchange Rate Dynamics
resolves10.1016/j.jimonfin.2004.12.010
Exchange rates and fundamentals: new evidence from real-time data
resolves10.1111/j.0022-2879.2007.00034.x
Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?
resolves10.2307/2946646
Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates
resolves10.1353/mcb.2006.0070
Taylor Rules and the Deutschmark-Dollar Real Exchange Rate
resolves10.1016/j.jmoneco.2006.05.015
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
resolves10.1016/j.jmacro.2008.07.002
Communication and exchange rate policy
resolves10.1111/j.1468-0297.2008.02161.x
Oral Interventions Versus Actual Interventions in FX Markets – an Event‐Study Approach
resolves10.1016/j.japwor.2007.03.004
Intraday effects of macroeconomic shocks on the US Dollar–Euro exchange rates
resolves10.1016/j.ejpoleco.2006.09.017
Were verbal efforts to support the euro effective? A high-frequency analysis of ECB statements
resolves10.1080/00036846.2010.491452
What matters when? The impact of ECB communication on financial market expectations
resolves10.1214/aos/1069362731
Optimal spatial adaptation to inhomogeneous smoothness: an approach based on kernel estimates with variable bandwidth selectors
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
resolves10.1016/j.jmoneco.2003.06.004
The impact of monetary policy on the exchange rate: evidence from three small open economies
The 2 references without a DOI — listed, not checked
no DOI — not checkedExplaining monetary policy in press conferences
no DOI — not checkedThe impact of monetary policy on the exchange rate: A study using intraday data
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