𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Interest expectations and exchange rates news

✍ Scribed by Stefano Cavaglia; Kees G. Koedijk; Willem F. C. Verschoor; Christian C. P. Wolff


Book ID
105117525
Publisher
Springer-Verlag
Year
1998
Tongue
English
Weight
613 KB
Volume
23
Category
Article
ISSN
0377-7332

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The Reaction of Exchange Rates and Inter
✍ Hali J. Edison πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 138 KB πŸ‘ 2 views

This paper examines the response of exchange rates and interest rates-US and foreign-to economic news. The news is associated with the surprise component of the monthly release of six US macroeconomic variables. The results suggest that dollar exchange rates systematically react to news about real e