Threats to central bank independence and exchange rate volatility: High-frequency identification with Trump’s Fed tweets

Author:

Liu YifanORCID,Popova IvilinaORCID

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. Exchange rate volatility and productivity growth: The role of financial development;Aghion;J. Monetary Econ.,2009

2. Central bank independence and macroeconomic performance: some comparative evidence;Alesina;J. Money Credit Bank.,1993

3. Parametric and nonparametric volatility measurement;Andersen,2010

4. Jump-robust volatility estimation using nearest neighbor truncation;Andersen;J. Econometrics,2012

5. Investor attention and stock market volatility;Andrei;Rev. Financ. Stud.,2015

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