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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - 2017 - This version: 7th April 2017
Persistent link: https://www.econbiz.de/10011752680
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - 2017
Persistent link: https://www.econbiz.de/10011654420
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - In: Journal of banking & finance 129 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012958823
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates : Supplementary Internet Appendix
Ferrari, Massimo - 2017
Persistent link: https://www.econbiz.de/10012958824
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012962972
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Exchange rate forecasting with DSGE models
Ca'Zorzi, Michele; Kolasa, Marcin; Rubaszek, Michał - 2016
Persistent link: https://www.econbiz.de/10011618296
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Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie (contributor); Peersman, Gert (contributor) - 2005
Persistent link: https://www.econbiz.de/10002593999
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Is the exchange rate a shock absorber or a source of shocks? : New empirical evidence
Farrant, Katie; Peersman, Gert - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10003343669
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Exchange rate forecasting with DSGE models
Ca'Zorzi, Michele; Kolasa, Marcin; Rubaszek, Michał - 2017
Persistent link: https://www.econbiz.de/10011648144