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Economics Letters
Volumn 71, Issue 2, 2001, Pages 255-263
New evidence on the effects of US monetary policy on exchange rates
Author keywords

E52; Excess returns; F31; Forward premium puzzle; Monetary policy; Overshooting
Indexed keywords

EID: 0035588961     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00375-5     Document Type: Article
Times cited : (20)
References (12)
  • 1
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  • 3
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    • Bonser-Neal, C.1    Roley, V.2    Sellon G., Jr.3
  • 4
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    • Monetary policy shocks: What have we learned and to what end
    • J. Taylor, Woodford M. Amsterdam: North-Holland
    • Christiano L., Eichenbaum M., Evans C. Monetary policy shocks: what have we learned and to what end. Taylor J., Woodford M. Handbook of Macroeconomics. Vol. 1A:1999;65-148 North-Holland, Amsterdam.
    • (1999) Handbook of Macroeconomics , vol.1 , pp. 65-148
    • Christiano, L.1    Eichenbaum, M.2    Evans, C.3
  • 5
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    • Expectations and exchange rate dynamics
    • Dornbusch R. Expectations and exchange rate dynamics. Journal of Political Economy. 84:1976;1161-1176.
    • (1976) Journal of Political Economy , vol.84 , pp. 1161-1176
    • Dornbusch, R.1
  • 6
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    • Some empirical evidence on the effects of shocks to monetary policy on exchange rates
    • Eichenbaum M., Evans C. Some empirical evidence on the effects of shocks to monetary policy on exchange rates. Quarterly Journal of Economics. 110:1995;975-1009.
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    • Eichenbaum, M.1    Evans, C.2
  • 8
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    • Are foreign exchange intervention and monetary policy related, and does it really matter?
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    • Lewis, K.1
  • 10
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    • Does monetary policy matter? A new test in the spirit of Friedman and Schwartz
    • O. Blanchard, & S. Fischer. Cambridge: MIT Press
    • Romer C., Romer D. Does monetary policy matter? A new test in the spirit of Friedman and Schwartz. Blanchard O., Fischer S. NBER Macroeconomics Annual. 1989;MIT Press, Cambridge.
    • (1989) NBER Macroeconomics Annual
    • Romer, C.1    Romer, D.2
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    • Interpreting the macroeconomic time series facts: The effects of monetary policy
    • Sims C. Interpreting the macroeconomic time series facts: the effects of monetary policy. European Economic Review. 36:1992;975-1000.
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    • Sims, C.1
  • 12
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    • The identification of monetary policy disturbances: Explaining the liquidity puzzle
    • Strongin S. The identification of monetary policy disturbances: explaining the liquidity puzzle. Journal of Monetary Economics. 35:1995;463-497.
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    • Strongin, S.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.