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The high-frequency response of exchange rates and interest rates to macroeconomic announcements

Faust, Jon; Rogers, John H.; Wang, Shing-Yi B.; Wright, … - In: Journal of monetary economics 54 (2007) 4, pp. 1051-1068

Persistent link: https://www.econbiz.de/10003465294

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

What does monetary policy do to long-term interest rates at the zero lower bound?

Wright, Jonathan H. - In: The economic journal : the journal of the Royal … 122 (2012) 564, pp. 447-466

Persistent link: https://www.econbiz.de/10009730284

Trading activity and macroeconomic announcements in high-frequency exchange rate data

Chaboud, Alain P.; Chernenko, Sergey V.; Wright, Jonathan H. - In: Journal of the European Economic Association 6 (2008) 2/3, pp. 589-596

Persistent link: https://www.econbiz.de/10003725645

The high-frequency impact of news on long-term yields and forward rates : is it real?

Beechey, Meredith Jane; Wright, Jonathan H. - In: Journal of monetary economics 56 (2009) 4, pp. 535-544

Persistent link: https://www.econbiz.de/10003850593

Trading activity and exchange rates in high-frequency EBS data

Chaboud, Alain P.; Chernenko, Sergey V.; Wright, Jonathan H. - 2007

Persistent link: https://www.econbiz.de/10003997488

The high-frequency impact of news on long-term yields and forward rates : is it real?

Beechey, Meredith Jane; Wright, Jonathan H. - 2008

Persistent link: https://www.econbiz.de/10003830177

Order flow and exchange rate dynamics in electronic brokerage system data

Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - In: Journal of international economics 75 (2008) 1, pp. 93-109

Persistent link: https://www.econbiz.de/10003748942

The Narrow Channel of Quantitative Easing : Evidence from YCC Down Under

Lucca, David O.; Wright, Jonathan H. - National Bureau of Economic Research - 2022

We study the recent Australian experience with yield curve control (YCC) of government bonds as perhaps the best evidence of how this policy might work in other developed economies. We interpret the evidence with a simple model in which YCC affects prices of both government and other bonds via...

Persistent link: https://www.econbiz.de/10013191066

The narrow channel of quantitative easing : evidence from YCC down under

Lucca, David O.; Wright, Jonathan H. - 2022

Persistent link: https://www.econbiz.de/10013193336