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

Journal of Monetary Economics

Volumn 54, Issue 4, 2007, Pages 1051-1068

  Faust, Jon ^a   Rogers, John H ^a   Wang, Shing Yi B ^b   Wright, Jonathan H ^c  

^a Federal Reserve Board Division of International Finance   (United States)

^b YALE UNIVERSITY   (United States)

^c FEDERAL RESERVE BOARD   (United States)

Author keywords

Data releases; Exchange rates; Overshooting; Uncovered interest parity

Indexed keywords

EID: 34247379925     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2006.05.015     Document Type: Article

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