Analysis of the response of exchange rates to specific FOMC announcements using high-frequency data
Year of publication: |
2022
|
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Authors: | Wang, Xiaoyong ; Wang, Zanxin |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 22.2022, 1, p. 133-144
|
Subject: | Directional change (DC) | Exchange rate | FOMC announcements | High frequency data | Wechselkurs | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Geldpolitik | Monetary policy | Zins | Interest rate | Offenmarktpolitik | Open market operations |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2021.03.001 [DOI] |
Classification: | F31 - Foreign Exchange ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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