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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

Some observations on forecasting and policy

Wright, Jonathan H. - In: International journal of forecasting 35 (2019) 3, pp. 1186-1192

Persistent link: https://www.econbiz.de/10012305245

Forward-looking estimates of interest-rate distributions

Wright, Jonathan H. - In: Annual review of financial economics 9 (2017), pp. 333-351

Persistent link: https://www.econbiz.de/10011910883

The extent and consequences of federal reserve balance sheet shrinkage

Wright, Jonathan H. - In: Brookings papers on economic activity : BPEA (2022), pp. 259-275

Persistent link: https://www.econbiz.de/10014324944

Forward guidance and asset prices

Akkaya, Yıldız; Gürkaynak, Refet S.; Kısacıkoğlu, … - 2015

Persistent link: https://www.econbiz.de/10011375957

Forecasting interest rates with shifting endpoints

Dijk, Dick van; Koopman, Siem Jan; Wel, Michel van der; … - In: Journal of applied econometrics 29 (2014) 5, pp. 693-712

Persistent link: https://www.econbiz.de/10010414859

Interest rate conundrums in the twenty-first century

Hanson, Samuel G.; Lucca, David O.; Wright, Jonathan H. - 2017

A large literature argues that long-term interest rates appear to react far more to high-frequency (for example, daily or monthly) movements in short-term interest rates than is predicted by the standard expectations hypothesis. We find that, since 2000, such high-frequency "excess sensitivity"...

Persistent link: https://www.econbiz.de/10011638523

Have increases in federal reserve transparency improved private sector interest rate forecasts?

Swanson, Eric T. - In: Journal of money, credit and banking : JMCB 38 (2006) 3, pp. 791-820

Persistent link: https://www.econbiz.de/10003328461