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Les responsabilités de la politique monétaire américaine dans les difficultés économiques mondiales

Lenormand, Hervé; Vallet, Dominique - In: Economie prospective internationale 18 (1984) 2, pp. 45-68

Persistent link: https://www.econbiz.de/10002478128

Do both US and foreign macro surprises matter for the intraday exchange rate? : evidence from Japan

Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas - 2009

intraday JPY/USD exchange rate responses to a broad set of comparable news surprises from both the U.S. and Japan. We show that … news surprises from Japan are as influential as those from the U.S. in moving 5-minute JPY/USD exchange rate returns and …

Persistent link: https://www.econbiz.de/10003811787

Do both US and foreign macro surprises matter for the intraday exchange rate? : Evidence from Japan

Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - 2008

surprises from both the U.S. and Japan. We attempt to fill this gap in the literature by investigating the effects of both U … macro news emanate from Japan. This finding is robust across three different estimation procedures. In addition, we find …