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Learning and the exchange rate: exchange rate responses to money announcements in the early 1980s
16 references·1 citing·37 second hopsampled
Learning and the exchange rate: exchange rate responses to money announcements in the early 1980s (1996)Learning and the exchange rate: exchange …Can learning affect exchange-rate behavior? (1989)Can learning affect exchange-…The persistence of the ‘peso problem’ when policy is noisy (1988)The persistence of the ‘peso …Money Supply Announcements and the Ex Ante Volatility of Asset Prices (1988)Money Supply Announcements an…Economic news, exchange rates and interest rates (1988)Economic news, exchange rates…THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS (1985)THE REACTION OF EXCHANGE RATE…Stock Prices and Economic News (1985)Stock Prices and Economic NewsWhy interest rates react to money announcements (1984)Why interest rates react to m…The Lucas Critique and the Volcker Deflation (1984)The Lucas Critique and the Vo…Stock Prices and Economic News (1984)Stock Prices and Economic NewsMarket 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…Floating exchange rates, expectations and new information (1983)Floating exchange rates, expe…Money supply announcements, interest rates, and foreign exchange (1982)Money supply announcements, i…Exchange rates and ‘news’: A multi-currency approach (1982)Exchange rates and ‘news’: A …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…Uncovered interest-rate parity over the past two centuries (2011)Uncovered interest-rate parit…The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Stock Prices, News, and Business Conditions (1993)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Adjustment of Stock Prices to New Information (2003)Expectations and Exchange Rate Dynamics (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)The Money Supply Announcements Puzzle: Review and Interpretation (1983)How is macro news transmitted to exchange rates? (2008)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Empirical exchange rate models of the seventies (1983)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Econometric policy evaluation: A critique (1976)Stock prices and the effective exchange rate of the dollar (1992)Unanticipated Money Growth and Unemployment in the United States (1976)What Economics Is Most Important to Teach: The Hansen Committee Report (1977)Deficits, money and inflation (1981)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)How Markets Process Information: News Releases and Volatility (1993)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Asset returns and inflation (1977)Stock returns and the weekend effect (1980)Forward and spot exchange rates (1984)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies (2006)Long Run Macroeconomic Relations in the Global Economy (2007)Bond risk premia, macroeconomic fundamentals and the exchange rate (2011)A Monetary History of the United States, 1867-1960 (2017)Exchange Rate Economics: A Survey (1991)The Financial Information Content of Perceived Quality (1994)The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)
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References

  • 1985Stock Prices and Economic News420 cited
  • 1984Stock Prices and Economic News384 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 1984Why interest rates react to money announcements179 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 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
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited
  • 1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
  • 1983Floating exchange rates, expectations and new information93 cited
  • 1989Can learning affect exchange-rate behavior?83 cited
  • 1982Exchange rates and ‘news’: A multi-currency approach78 cited
  • 1984The Lucas Critique and the Volcker Deflation69 cited
  • 1988The persistence of the ‘peso problem’ when policy is noisy57 cited
  • 1988

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Money Supply Announcements and the Ex Ante Volatility of Asset Prices
46 cited

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  • 2011Uncovered interest-rate parity over the past two centuries173 cited