The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements-Reference-Cited by-同舟云学术

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The High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Faust Jon,Rogers John H.,Wang Shing-Yi,Wright Jonathan H.

Publisher

Elsevier BV

Reference28 articles.

1. Shock Effects on Stocks, Bonds and Exchange Rates;R Fair;Journal of International Money and Finance,2003

2. Monetary Policy's Role in Exchange Rate Behavior;J Faust;Journal of Monetary Economics,2003

3. What Moves the Bond Market?;M J Fleming;Federal Reserve Bank of New York Economic Policy Review,1997

4. Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information;M J Fleming;Journal of Finance,1999

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Effects of Japanese macroeconomic statistic announcements on the dollar/yen exchange rate: High-resolution picture;Journal of the Japanese and International Economies;2010-09

2. The Effects of US Macroeconomic Surprises on the Intraday Movements of Foreign Exchange Rates: Cases of USD-EUR and USD-JPY Exchange Rates;International Economic Journal;2010-09

3. The long-run uncovered interest rate parity in view of a trading strategy;Applied Economics;2009-09

4. Intraday effects of macroeconomic shocks on the US Dollar–Euro exchange rates;Japan and the World Economy;2008-12

5. Chaotic analysis of the foreign exchange rates;Applied Mathematics and Computation;2007-02

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