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Volumn 23, Issue 1, 2012, Pages 1-19

The relative size of exchange rate and interest rate responses to news: An empirical investigation

Author keywords

Events study; Forward exchange rate; New Zealand

Indexed keywords


EID: 81255143556     PISSN: 10629408     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.najef.2011.07.002     Document Type: Article
Times cited : (9)

References (18)
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    • Stock, bonds, money markets and exchange rates: Measuring international financial transmission
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    • Comments on 'Is bad news about inflation good news for the exchange rate'
    • The University of Chicago Press, Chicago, J. Campbell (Ed.)
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    • The high frequency response of exchange rates and interest rates to macroeconomic announcement
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    • Explaining movements in the NZ dollar-Central bank communication and the surprise element in monetary policy
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.