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...

Description complète

Enregistré dans:
Détails bibliographiques
Auteurs principaux: Wan Wei, Susan Pozo
Format: article
Langue:EN
Publié: Taylor & Francis Group 2021
Sujets:
Accès en ligne:https://doaj.org/article/6cbf6d3452a2418c9e2e2ae8d3530ba0
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!