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Exchange rates and fundamentals: new evidence from real-time data · Study

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ArticleExchange rates and fundamentals: new evidence from real-time data

Michael Ehrmann2005

Article2005

Exchange rates and fundamentals: new evidence from real-time data

Michael Ehrmann · Marcel Fratzscher

153 citations·0/0 files stored·Journal of International Money and Finance

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1992A Simple Model of Herd Behavior 1976Expectations and Exchange Rate Dynamics 1983Empirical exchange rate models of the seventies 2001The Distribution of Realized Exchange Rate Volatility 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 1992No news is good news 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange 2001Monetary Policy Rules Based on Real-Time Data

Cited by

2009What explains global exchange rate movements during the financial crisis?2006The Exchange Rate in a Behavioral Finance Framework 2005Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission 2010The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication 2007Do Euro exchange rates follow a martingale? Some out-of-sample evidence 2010The effects of economic news on commodity prices

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2004Exchange Rates and Fundamentals: New Evidence from Real-Time Datapreprint · 19 shared references 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchangepreprint · 9 shared references 2008Macroeconomic News, Order Flows, and Exchange Ratesarticle · 9 shared references 2006What defines ‘news’ in foreign exchange markets?article · 9 shared references 2013Exchange Rates and Interest Parityreport · 9 shared references 2008How is macro news transmitted to exchange rates?article · 8 shared references

Details

Year2005

Typearticle

Published2005-01-29

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations153

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.jimonfin.2004.12.010

openalex_workW3122226558

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2006A Spatial Modelling Approach to Contagion Among Emerging Economies

2006What defines ‘news’ in foreign exchange markets?