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...
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Auteurs principaux: | Wan Wei, Susan Pozo |
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Format: | article |
Langue: | EN |
Publié: |
Taylor & Francis Group
2021
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Accès en ligne: | https://doaj.org/article/6cbf6d3452a2418c9e2e2ae8d3530ba0 |
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