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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

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

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 high-frequency effects of US macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market

Chaboud, Alain P.; Chernenko, Sergey V.; Howorka, Edward; … - 2004

Persistent link: https://www.econbiz.de/10002515848

Order flow and exchange rate dynamics in electronic brokerage system data

Berger, David W.; Chaboud, Alain P.; Chernenko, Sergey V.; … - 2005

Persistent link: https://www.econbiz.de/10002747674

An assessment of the impact of Japanese foreign exchange intervention: 1991 - 2004

Chaboud, Alain P.; Humpage, Owen F. - 2004

Persistent link: https://www.econbiz.de/10002568025

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

What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?

Wright, Jonathan H. - 2011

The federal funds rate has been stuck at the zero bound for over two years and the Fed has turned to unconventional monetary policies, such as large scale asset purchases to provide stimulus to the economy. This paper uses a structural VAR with daily data to identify the effects of monetary...

Persistent link: https://www.econbiz.de/10012461504

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

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