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~isPartOf:"NBER working paper series"
~person:"Rogers, John H."
~subject:"Risikoprämie"
~subject:"Wechselkurs"
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Rogers, John H.
Engel, Charles
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Obstfeld, Maurice
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Identifying the Effects of
Monetary
Policy
Shocks on Exchange Rates Using High Frequency Data
Faust, Jon
-
2003
This paper proposes a new approach to identifying the effects of
monetary
policy
shocks in an international vector …
interest
rate
. We show how this information can be used to achieve identification without having to make the usual strong …
Persistent link: https://www.econbiz.de/10012469038
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