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Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market
15 references·4 citing·36 second hop
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References

  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods728 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1981The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises128 cited
  • 1982Money supply announcements, interest rates, and foreign exchange118 cited
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited
  • 1982The information content of weekly money supply announcements52 cited
  • 1982Weekly money supply announcements and the volatility of short-term interest rates

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46 cited
  • 2016Why Interest Rates Rise When an Unexpectedly Large Money Stock is Announced45 cited
  • Cited by

    • 1982Inflation Uncertainty and Interest Rates: Theory and Empirical Tests17 cited
    • 1984Activist monetary policy and exchange-rate overshooting: The Deutsche mark/dollar rate15 cited
    • 1983The Level and Volatility of Interest Rates in the United States: The Roles of Expected Inflation, Real Rates, and Taxes15 cited
    • 1985Taxation, inflation, and interest rates14 cited