The Effects of Unconventional and Conventional U.S. Monetary Policy on the Dollar

作者: Reuven Glick , , Sylvain Leduc ,

DOI: 10.24148/WP2013-11

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摘要: We examine the effects of unconventional and conventional monetary policy announcements on value dollar using high-frequency intraday data. Identifying surprises from changes in interest rate futures prices narrow windows around announcements, we find that surprise easings since crisis began have had significant dollar. document these are comparable to prior crisis.

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