Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes
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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
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美国国家经济研究局创建时间：
2019-04-01
