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

✍ Scribed by Andrew Coleman; Özer Karagedikli

Book ID
116761437
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
464 KB
Volume
23
Category
Article
ISSN
1062-9408

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✍ Hali J. Edison 📂 Article 📅 1997 🏛 John Wiley and Sons 🌐 English ⚖ 138 KB 👁 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