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Constructing high-frequency monetary policy surprises from SOFR futures
Acosta, Miguel, (2024)
The impact of FOMC announcements on currency futures markets
Tse, Yiuman, (2019)
Three empirical essays on the informational content of financial prices
Bernoth, Kerstin, (2004)
Unit roots tests : evidence from the foreign exchange futures market
Doukas, John A., (1987)
The rationality of money supply expectations and the Canadian-US exchange rate response to money supply announcements
Doukas, John A., (1985)
Overinvestment, Tobin's q and gains from foreign acquisitions
Doukas, John A., (1995)