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Identifying VARs based on high...
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241
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153
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148
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50
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39
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27
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23
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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon
;
Rogers, John H.
;
Swanson, Eric T.
;
Wright, …
-
2003
Persistent link: https://www.econbiz.de/10001756611
Saved in:
2
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon
;
Rogers, John H.
;
Swanson, Eric T.
;
Wright, …
-
2002
Persistent link: https://www.econbiz.de/10001715318
Saved in:
3
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon
;
Rogers, John H.
;
Swanson, Eric T.
;
Wright, …
- In:
Journal of the European Economic Association
1
(
2003
)
5
,
pp. 1031-1057
Persistent link: https://www.econbiz.de/10001824463
Saved in:
4
Identifying VARS based on high frequency futures data
Faust, Jon
;
Swanson, Eric T.
;
Wright, Jonathan H.
- In:
Journal of monetary economics
51
(
2004
)
6
,
pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
Saved in:
5
Do Federal Reserve policy surprises reveal superior information about economy?
Faust, Jon
(
contributor
);
Swanson, Eric T.
(
contributor
); …
- In:
Contributions to macroeconomics
4
(
2004
)
1
Persistent link: https://www.econbiz.de/10002388587
Saved in:
6
Discussion of "options-implied probability density functions for real interest rates"
Swanson, Eric T.
- In:
International journal of central banking : IJCB
12
(
2016
)
3
,
pp. 151-159
Persistent link: https://www.econbiz.de/10011577892
Saved in:
7
Forecasting inflation
Faust, Jon
;
Wright, Jonathan H.
-
2013
Persistent link: https://www.econbiz.de/10011506972
Saved in:
8
Risk premia in the 8:30 economy
Faust, Jon
;
Wright, Jonathan H.
- In:
The quarterly journal of finance
8
(
2018
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011922029
Saved in:
9
Exchange rate forecasting : the errors we've really made
Faust, Jon
;
Rogers, John H.
;
Wright, Jonathan H.
- In:
Journal of international economics
60
(
2003
)
1
,
pp. 35-59
Persistent link: https://www.econbiz.de/10001754207
Saved in:
10
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Faust, Jon
;
Rogers, John H.
;
Wang, Shing-Yi
;
Wright, …
-
2003
Persistent link: https://www.econbiz.de/10001814048
Saved in:
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