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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Bibliographic Details
Main Authors: Wan Wei, Susan Pozo
Format: article
Language:EN
Published: Taylor & Francis Group 2021
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Online Access:https://doaj.org/article/6cbf6d3452a2418c9e2e2ae8d3530ba0
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