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US money announcements and covered interest parity: The case of Japan
16 references·1 citing·38 second hop
US money announcements and covered interest parity: The case of Japan (1987)US money announcements and covered intere…News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)News from the U. S. and Japan…THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS (1985)THE REACTION OF EXCHANGE RATE…Commodity Prices, Money Surprises and Fed Credibilit (1985)Commodity Prices, Money Surpr…Why interest rates react to money announcements (1984)Why interest rates react to m…Market perceptions of federal reserve policy and the weekly monetary announcements (1984)Market perceptions of federal…Money Supply Announcements and Interest Rates: Another View (1983)Money Supply Announcements an…An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy (1983)An integrated view of tests o…Money supply announcements, interest rates, and foreign exchange (1982)Money supply announcements, i…Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s (1982)Flexible Exchange Rates, Pric…The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises (1981)The "Rationality" of Money Su…Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Market Response to the Weekly…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…Exchange Rate Economics: Where Do We Stand? (1980)Exchange Rate Economics: Wher…One-Way Arbitrage and Its Implications for the Foreign Exchange Markets (1979)One-Way Arbitrage and Its Imp…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods (1977)Transaction Costs and Interes…Intraday Yen/Dollar Exchange Rate Movements: News or Noise? (1988)Intraday Yen/Dollar Exchange …Stock Prices and Economic News (1985)Public information releases, private information arrival and volatility in the foreign exchange market (1997)‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)Do currency markets absorb news quickly? (2005)Expectations and Exchange Rate Dynamics (1976)Specification Tests in Econometrics (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection (1988)Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets (1995)Selecting macroeconomic variables as explanatory factors of emerging stock market returns (2001)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The Cost of Transacting (1968)Time series analysis and simultaneous equation econometric models (1974)Asset Markets, Exchange Rates and the Balance of Payments (1984)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market (2009)The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts (1980)Do macroeconomics news releases affect gold and silver prices? (2000)Commodity Booms and Busts (2010)The impact of uncertainty shocks on the volatility of commodity prices (2018)Unanticipated Money Growth and Unemployment in the United States (1976)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (2000)Exchange rate expectations and economic policy uncertainty (2016)Beating the Foreign Exchange Market (1986)What Determines Government Spending Multipliers? (2012)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Macroeconomic information and stock prices (1987)
this work references cited by second hop

References

  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1980Exchange Rate Economics: Where Do We Stand?452 cited
  • 1982Flexible Exchange Rates, Prices and the Role of ‘News’: Lessons from the 1970s433 cited
  • 1977Transaction Costs and Interest Arbitrage: Tranquil versus Turbulent Periods319 cited
  • 1986News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate?180 cited
  • 1984Why interest rates react to money announcements178 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 cited
  • 1985Commodity Prices, Money Surprises and Fed Credibilit151 cited
  • 1985THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS136 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
  • 1983An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy113 cited
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited

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1984
Market perceptions of federal reserve policy and the weekly monetary announcements
110 cited
  • 1979One-Way Arbitrage and Its Implications for the Foreign Exchange Markets97 cited
  • Cited by

    • 1988Intraday Yen/Dollar Exchange Rate Movements: News or Noise?21 cited