Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes
收藏NBER2019-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25714
下载链接
链接失效反馈官方服务：
资源简介：
We develop an empirical model of exchange rate returns, applied separately to samples of developed (DM) and developing (EM) economies currencies against the dollar. Monetary policy stance of the global central banks, measured via a natural-language-based approach, has a large effect on exchange rate
提供机构：
美国国家经济研究局
创建时间：
2019-04-01
