Risk, Monetary Policy and the Exchange Rate
收藏NBER2011-06-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w17133
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资源简介:
In this research, we provide new empirical evidence on the importance of time-varying uncertainty for the exchange rate and the excess return in currency markets. Following an increase in monetary policy uncertainty, the dollar exchange rate appreciates in the medium run, while an increase in the
提供机构:
美国国家经济研究局
创建时间:
2011-06-01



