Central bank tone and currency risk premia

Author:

Dossani Asad

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference30 articles.

1. FOMC Responses to Calls for Transparency;Acosta;Finance and Economics Discussion Series,2015

2. Construction and Interpretation of Model-Free Implied Volatility;Andersen;Volatility as an Asset Class,2007

3. How informative are central bank minutes?;Apel;Review of Economics,2014

4. Affine term structure models and the forward premium anomaly;Backus;The Journal of Finance,2001

5. Belke, Ansgar Hubertus, & Klose, Jens. 2010. (How) Do the ECB and the Fed react to financial market uncertainty? The Taylor rule in times of crisis. Ruhr Economic Paper.

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