Similar Search Results - EconBiz

Bank of England interest rate announcements and the foreign exchange market

Melvin, Michael; Saborowski, Christian; Sager, Michael; … - 2009

Since 1997, the Bank of England Monetary Policy Committee (MPC) has met monthly to set the UK policy interest rate. We examine evidence of systematic patterns in exchange rate movements on MPC days over the first decade of operation of the MPC. Daily data reveal significant differences in...

Persistent link: https://www.econbiz.de/10010264608

Charts, noise and fundamentals : a study of the London foreign exchange market

Allen, Helen; Taylor, Mark P. - 1989

Persistent link: https://www.econbiz.de/10000128439

The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

The term structure of forward exchange rates and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H.; Taylor, Mark P. - 1992

Persistent link: https://www.econbiz.de/10000845274

Charts, noise and fundamentals in the London foreign exchange market

Allen, Helen - In: The economic journal : the journal of the Royal … 100 (1990) 400, pp. 49-59

Persistent link: https://www.econbiz.de/10001092993

The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361

Persistent link: https://www.econbiz.de/10001225777

Chart analysis and the foreign exchange market

Allen, Helen - In: Review of futures markets 8 (1989) 2, pp. 288-319

Persistent link: https://www.econbiz.de/10001083698

Measuring market integration : foreign exchange arbitrage and the gold standard : 1879 - 1913

Canjels, Eugene; Prakash-Canjels, Gauri; Taylor, Alan M. - 2004

Persistent link: https://www.econbiz.de/10002125138

Measuring market integration : foreign exchange arbitrage and the gold standard, 1879 - 1913

Canjels, Eugene; Prakash-Canjels, Gauri; Taylor, Alan M. - In: The review of economics and statistics 86 (2004) 4, pp. 868-882

Persistent link: https://www.econbiz.de/10002535627

Bank of England interest rate announcements and the foreign exchange market

Melvin, Michael; Saborowski, Christian; Sager, Michael; … - 2009

Since 1997, the Bank of England Monetary Policy Committee (MPC) has met monthly to set the UK policy interest rate. We examine evidence of systematic patterns in exchange rate movements on MPC days over the first decade of operation of the MPC. Daily data reveal significant differences in...

Persistent link: https://www.econbiz.de/10003831967

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