The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Year of publication: |
2007
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Authors: | Faust, Jon ; Rogers, John H. ; Wang, Shing-Yi ; Wright, Jonathan H. |
Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 54.2007, 4, p. 1051-1068
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Subject: | Wechselkurs | Exchange rate | Zins | Interest rate | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | USA | United States | Wirkungsanalyse | Impact assessment |
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