Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using Figh Frequency Data

Jon Faust;  ; John Harold Rogers; Eric T. Swanson; Jonathan H. Wright

doi:10.17016/ifdp.2002.0739

Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using Figh Frequency Data

International Finance Discussion Paper ◽

10.17016/ifdp.2002.0739 ◽

2002 ◽

Vol 2002 (0739) ◽

pp. 1-47 ◽

Cited By ~ 1

Author(s):

Jon Faust ◽

◽

John Harold Rogers ◽

Eric T. Swanson ◽

Jonathan H. Wright

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Frequency Data ◽

Monetary Policy Shocks ◽

Policy Shocks

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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

10.3386/w9660 ◽

2003 ◽

Cited By ~ 10

Author(s):

Jon Faust ◽

John Rogers ◽

Eric Swanson ◽

Jonathan Wright

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Monetary Policy Shocks ◽

Policy Shocks

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Monetary Policy Shocks and the Exchange Rates: Intraday High-Frequency Data Analysis

KUKJE KYUNGJE YONGU ◽

10.17298/kky.2012.18.4.005 ◽

2012 ◽

Vol 18 (4) ◽

pp. 113-131

Author(s):

Changmo Ahn

Keyword(s):

Monetary Policy ◽

Data Analysis ◽

Exchange Rates ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Monetary Policy Shocks ◽

Policy Shocks

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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

SSRN Electronic Journal ◽

10.2139/ssrn.344000 ◽

2002 ◽

Author(s):

Jon Faust ◽

John H. Rogers ◽

Eric T. Swanson ◽

Jonathan H. Wright

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Monetary Policy Shocks ◽

Policy Shocks

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Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data

Journal of the European Economic Association ◽

10.1162/154247603770383389 ◽

2003 ◽

Vol 1 (5) ◽

pp. 1031-1057 ◽

Cited By ~ 48

Author(s):

Jon Faust ◽

John H. Rogers ◽

Eric Swanson ◽

Jonathan H. Wright

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Monetary Policy Shocks ◽

Policy Shocks

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The effects of monetary policy shocks on exchange rates: Evidence from New Zealand and Australia

Pacific-Basin Finance Journal ◽

10.1016/s0927-538x(01)00016-6 ◽

2001 ◽

Vol 9 (4) ◽

pp. 427-455 ◽

Cited By ~ 1

Author(s):

Katherine J Wilkinson ◽

Martin R Young ◽

Shirley Young

Keyword(s):

Monetary Policy ◽

New Zealand ◽

Exchange Rates ◽

Monetary Policy Shocks ◽

Policy Shocks

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An econometric analysis of Sri Lankan monetary policy shocks and exchange rates

Global Business and Economics Review ◽

10.1504/gber.2008.016827 ◽

2008 ◽

Vol 10 (1) ◽

pp. 58 ◽

Cited By ~ 1

Author(s):

Albert Wijeweera ◽

Brian Dollery

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Econometric Analysis ◽

Sri Lankan ◽

Monetary Policy Shocks ◽

Policy Shocks

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Effects of Monetary Policy Shocks on Farm Prices and Exchange Rates in Korea

Emerging Markets Finance and Trade ◽

10.1080/1540496x.2017.1329143 ◽

2017 ◽

Vol 53 (11) ◽

pp. 2450-2462 ◽

Cited By ~ 1

Author(s):

Jihae Kim ◽

Soyoung Kim

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

On Farm

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On the Effects of Monetary Policy Shocks on Exchange Rates

SSRN Electronic Journal ◽

10.2139/ssrn.1676184 ◽

2010 ◽

Author(s):

Michael Binder ◽

Qianying Chen ◽

Xuan Zhang

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Monetary Policy Shocks ◽

Policy Shocks

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Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates

10.3386/w4271 ◽

1993 ◽

Cited By ~ 18

Author(s):

Martin Eichenbaum ◽

Charles Evans

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Empirical Evidence ◽

Monetary Policy Shocks ◽

Policy Shocks

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Monetary policy shocks and exchange rates in Asian countries

Japan and the World Economy ◽

10.1016/j.japwor.2020.101041 ◽

2020 ◽

Vol 56 ◽

pp. 101041

Author(s):

Jihae Kim ◽

Soyoung Kim ◽

Donghyun Park

Keyword(s):

Monetary Policy ◽

Exchange Rates ◽

Asian Countries ◽

Monetary Policy Shocks ◽

Policy Shocks

Download Full-text