Open AccessThe High-Frequency Response of Exchange Rates and Interest Rates to Macroeconomic Announcements
Author(s) -
Jon Faust,
John H. Rogers,
Shing-Yi Wang,
Jonathan H. Wright
Publication year - 2003
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2003.784
Subject(s) - currency , economics , monetary economics , liberian dollar , depreciation (economics) , interest rate , risk premium , bond , exchange rate , macro , interest rate parity , asset (computer security) , stock (firearms) , financial economics , econometrics , finance , microeconomics , computer science , mechanical engineering , programming language , computer security , capital formation , financial capital , engineering , profit (economics)