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New evidence on the effects of US monetary policy on exchange rates · Study

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ArticleNew evidence on the effects of US monetary policy on exchange rates

Sarantis C. Kalyvitis2001

OA

Articlebronze2001

New evidence on the effects of US monetary policy on exchange rates

Sarantis C. Kalyvitis · Alexander Michaelides Z

23 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Market Dynamics and Volatility

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References

1976Expectations and Exchange Rate Dynamics 1998Monetary Policy Shocks: What Have We Learned and to What End?1992Interpreting the macroeconomic time series facts 1998Measuring Monetary Policy 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz 1995The identification of monetary policy disturbances explaining the liquidity puzzle 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data

Cited by

2004Overshooting and the exchange rate disconnect puzzle: a reappraisal 2005Estimating the Monetary Policy Reaction Function for Taiwan: A VAR Model 2007Pricing-to-market, limited participation and exchange rate dynamics 2005DID U.S. MONETARY POLICY RESPOND TO EXCHANGE RATES, LONG-TERM INTEREST RATES, AND THE UNEMPLOYMENT RATE GAP?2007Limited participation and exchange rate dynamics: Does theory meet the data?

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Details

Year2001

Typearticle

Published2001-05-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations23

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0165-1765(01)00375-5

openalex_workW3021643448

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