The high-frequency response of the EUR-USD exchange rate to ECB communication

Journal of Money, Credit and Banking

Volumn 42, Issue 7, 2010, Pages 1391-1417

  Conrad, Christian ^a   Lamla, Michael J ^b  

^a UNIVERSITY OF HEIDELBERG   (Germany)

^b KOF SWISS ECONOMIC INSTITUTE   (Switzerland)

Author keywords

Central bank communication; Exchange rate; Expectations; Long memory GARCH processes; Monetary policy announcements; Taylor rules

Indexed keywords

EID: 77956445185     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/j.1538-4616.2010.00346.x     Document Type: Article

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