Narrow your search

Library

KU Leuven (1)

LUCA School of Arts (1)

Odisee (1)

Thomas More Kempen (1)

Thomas More Mechelen (1)

UAntwerpen (1)

UCLL (1)

VIVES (1)


Resource type

book (2)

digital (1)


Language

English (3)


Year
From To Submit

2003 (3)

Listing 1 - 3 of 3
Sort by

Digital
Identifying the effects of monetary policy shocks on exchange rates using high frequency data
Authors: --- ---
Year: 2003 Publisher: Cambridge, Mass. NBER

Loading...
Export citation

Choose an application

Bookmark

Abstract

NSTAR 2002 : proceedings of the Workshop on the Physics of Excited Nucleons : 9-12 October 2002, Pittsburgh, Pennnsylvania [sic], USA
Authors: --- ---
ISBN: 1281908665 9786611908669 9812705171 9789812705174 9812384189 9789812384188 Year: 2003 Publisher: River Edge, N.J. : World Scientific,

Loading...
Export citation

Choose an application

Bookmark

Abstract

This book covers recent advances in the physics of nucleon resonances, including new experimental results from laboratories in the USA, Europe, and Asia, and new developments in effective field theories, quark models, and lattice gauge theory.


Book
Identifying the Effects of Monetary Policy Shocks on Exchange Rates Using High Frequency Data
Authors: --- --- --- ---
Year: 2003 Publisher: Cambridge, Mass. National Bureau of Economic Research

Loading...
Export citation

Choose an application

Bookmark

Abstract

This paper proposes a new approach to identifying the effects of monetary policy shocks in an international vector autoregression. Using high-frequency data on the prices of Fed Funds futures contracts, we measure the impact of the surprise component of the FOMC-day Federal Reserve policy decision on financial variables, such as the exchange rate and the foreign interest rate. We show how this information can be used to achieve identification without having to make the usual strong assumption of a recursive ordering.

Keywords

Listing 1 - 3 of 3
Sort by


Copyright ©2024 SemperTool