IDEAS home Printed from https://ideas.repec.org/r/aea/aejmac/v8y2016i2p137-81.html
   My bibliography  Save this item

The Exchange Rate Response to Monetary Policy Innovations

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Sunghun Lim, 2021. "Global Agricultural Value Chains and Structural Transformation," NBER Chapters, in: Risks in Agricultural Supply Chains, National Bureau of Economic Research, Inc.
  2. Ning Zhang, 2018. "Asset home bias in debtor and creditor countries," Working Papers 2019-11, Business School - Economics, University of Glasgow.
  3. Asharani Samal & Phanindra Goyari, 2022. "Does Monetary Policy Stabilise Food Inflation in India? Evidence From Quantile Regression Analysis," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(3), pages 361-372, September.
  4. Enrique Alberola-Ila & Carlos Cantú & Paolo Cavallino & Nikola Mirkov, 2021. "Fiscal regimes and the exchange rate," BIS Working Papers 950, Bank for International Settlements.
  5. Ojede, Andrew & Lam, Eddery, 2017. "The impact of changes in monetary aggregates on exchange rate volatility in a developing country: Do structural breaks matter?," Economics Letters, Elsevier, vol. 155(C), pages 111-115.
  6. Philippe Bacchetta & Elena Perazzi, 2021. "CBDC as Imperfect Substitute for Bank Deposits: A Macroeconomic Perspective," Swiss Finance Institute Research Paper Series 21-81, Swiss Finance Institute.
  7. Gan‐Ochir Doojav & Davaasukh Damdinjav, 2023. "The macroeconomic effects of unconventional monetary policies in a commodity‐exporting economy: Evidence from Mongolia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4627-4654, October.
  8. Johnson Worlanyo Ahiadorme, 2022. "Monetary policy transmission and income inequality in Sub-Saharan Africa," Economic Change and Restructuring, Springer, vol. 55(3), pages 1555-1585, August.
  9. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
  10. Anand, Abhishek & Chakraborty, Lekha S, 2019. "Impact of Negative Interest Rate Policy on Emerging Asian markets: An Empirical Investigation," MPRA Paper 99426, University Library of Munich, Germany, revised 2020.
  11. Dr. Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
  12. Kumar, Ankit & Dash, Pradyumna, 2020. "Changing transmission of monetary policy on disaggregate inflation in India," Economic Modelling, Elsevier, vol. 92(C), pages 109-125.
  13. Mr. Tobias Adrian & Peichu Xie, 2020. "The Non-U.S. Bank Demand for U.S. Dollar Assets," IMF Working Papers 2020/101, International Monetary Fund.
  14. Deng-Kui Si & Xiao-Lin Li & Xinyu Ge, 2020. "On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis," Empirical Economics, Springer, vol. 59(6), pages 2925-2946, December.
  15. Lakdawala, Aeimit, 2021. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, vol. 119(C).
  16. Eterovic, Dalibor & Sweet, Cassandra & Eterovic, Nicolas, 2022. "Asymmetric spillovers in emerging market monetary policy," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 650-662.
  17. Guido Turnip, 2017. "Identification of Small Open Economy SVARs via Markov-Switching Heteroskedasticity," The Economic Record, The Economic Society of Australia, vol. 93(302), pages 465-483, September.
  18. Zhou, Hang & Yu, Mei & Li, Jiahui & Qin, Qilin, 2021. "Rare disasters, exchange rates, and macroeconomic policy: Evidence from COVID-19," Economics Letters, Elsevier, vol. 209(C).
  19. Luchelle Soobyah & Daan Steenkamp, 2020. "Term premium and rate expectation estimates from the South African yield curve," Working Papers 9998, South African Reserve Bank.
  20. Rüth, Sebastian K., 2020. "Shifts in monetary policy and exchange rate dynamics: Is Dornbusch's overshooting hypothesis intact, after all?," Journal of International Economics, Elsevier, vol. 126(C).
  21. Boragan Aruoba & Andrés Fernández & Daniel Guzmán & Ernesto Pastén & Felipe Saffie, 2021. "Monetary Policy Surprises in Chile: Measurement & Real Effects," Working Papers Central Bank of Chile 921, Central Bank of Chile.
  22. Pierre De Leo & Vito Cormun, 2017. "Revisiting the Exchange Rate Response to Monetary Policy Innovations: The Role of Spillovers of U.S. News Shocks," 2017 Meeting Papers 576, Society for Economic Dynamics.
  23. Imura, Yuko & Shukayev, Malik, 2019. "The extensive margin of trade and monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 100(C), pages 417-441.
  24. Kerstin Bernoth & Helmut Herwartz & Lasse Trienens, 2023. "The Impacts of Global Risk and US Monetary Policy on US Dollar Exchange Rates and Excess Currency Returns," Discussion Papers of DIW Berlin 2037, DIW Berlin, German Institute for Economic Research.
  25. Carlos Vegh & Daniel Lederman & Federico R. Bennett, "undated". "Leaning Against the Wind," World Bank Publications - Reports 26364, The World Bank Group.
  26. Ning Zhang, 2018. "Asset home bias in debtor and creditor countries," Working Papers 2019_11, Business School - Economics, University of Glasgow.
  27. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
  28. Gan-Ochir Doojav, 2023. "Macroeconomic Effects of Covid-19 in a Commodity-Exporting Economy: Evidence from Mongolia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 59(5), pages 1323-1348, April.
  29. Carlos A. Vegh & Luis Morano & Diego Friedheim & Diego Rojas, "undated". "Between a Rock and a Hard Place," World Bank Publications - Reports 28443, The World Bank Group.
  30. Ning Zhang, 2019. "Asset home bias in debtor and creditor countries," 2019 Meeting Papers 850, Society for Economic Dynamics.
  31. Alibey Kudar, 2021. "Interest rate as the last link of chain during crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 3189-3203, April.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.