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Election Surprises and Exchange Rate Uncertainty

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Author Info
M. R. Garfinkel
A. Glazer
J. Lee

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Abstract

This papers shows that unexpected election results explain some of the unexpected variation in foreign exchange rates. The result is based on an event study which examines the behavior of the size of forecast errors implied by futures contracts for exchange rates around elections. Though elections can produce large unexpected effects on exchange rates, the effects on forecast errors are short-lived. [ JEL codes: D72, F31.] Copyright 1999 Blackwell Publishers Ltd..

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Publisher Info
Article provided by Blackwell Publishing in its journal Economics and Politics.

Volume (Year): 11 (1999)
Issue (Month): 3 (November)
Pages: 255-274
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Handle: RePEc:bla:ecopol:v:11:y:1999:i:3:p:255-274

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  1. Markus Haberer, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility?: Some Evidence From the Literature," CoFE Discussion Paper 04-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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This page was last updated on 2009-11-22.

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