The effects of conventional and unconventional monetary policy on exchange rate volatility
Year of publication: |
2021
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Authors: | Wei, Wan ; Pozo, Susan |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 9.2021, 1, Art.-No. 1997425, p. 1-19
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Subject: | Foreign exchange | High-frequency data | Monetary policy announcements | Unconventional Monetary Policy | Volatility | Geldpolitik | Monetary policy | Volatilität | Wechselkurs | Exchange rate | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Quantitative Lockerung | Quantitative easing | Overshooting |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2021.1997425 [DOI] hdl:10419/270174 [Handle] |
Classification: | F31 - Foreign Exchange ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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