five

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
下载链接
链接失效反馈
官方服务:
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
创建时间:
2011-06-01
二维码
社区交流群
二维码
科研交流群
商业服务