The effects of conventional and unconventional monetary policy on exchange rate volatility
This paper examines the impacts of U.S. conventional and unconventional monetary policy announcements on the volatility of six exchange rates, namely Australian dollar, British pound, Canadian dollar, Euro, Japanese yen, and Swiss franc against the U.S. dollar. Narrow windows around policy announcem...
Saved in:
Main Authors: | Wan Wei, Susan Pozo |
---|---|
Format: | article |
Language: | EN |
Published: |
Taylor & Francis Group
2021
|
Subjects: | |
Online Access: | https://doaj.org/article/6cbf6d3452a2418c9e2e2ae8d3530ba0 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
The yield curve in information under unconventional monetary policies
by: Ceballos,Luis, et al.
Published: (2015) -
Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets
by: Zekeriya Yildirim, et al.
Published: (2021) -
External Shocks and Volatility Overflow among the Exchange Rate of the Yen, Nikkei, TOPIX and Sectoral Stock Indices
by: Mirzosaid Sultonov
Published: (2021) -
Non-Monetary Factors in the Monetary Policy Transmission Mechanism: Revision of the Inflation Management Strategy
by: Balatsky Ye.V., et al.
Published: (2018) -
External Shocks and Monetary Policy: Does it Pay to Respond to Exchange Rate Deviations?
by: Caputo,Rodrigo
Published: (2009)