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
The impact of jump risks on nominal interest rates and foreign exchange rates
β Scribed by Chang Mo AHN; Howard E. Thompson
- Publisher
- Springer US
- Year
- 1992
- Tongue
- English
- Weight
- 764 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0924-865X
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