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Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Faust, Jon
;
Rogers, John H.
;
Swanson, Eric T.
;
Wright, …
- In:
Journal of the European Economic Association
1
(
2003
)
5
,
pp. 1031-1057
Persistent link: https://www.econbiz.de/10001824463
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Trading activity and macroeconomic announcements in high-frequency exchange rate data
Chaboud, Alain P.
;
Chernenko, Sergey V.
;
Wright, Jonathan H.
- In:
Journal of the European Economic Association
6
(
2008
)
2/3
,
pp. 589-596
Persistent link: https://www.econbiz.de/10003725645
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