The discount rate, interest rates and foreign exchange rates: an analysis with daily data
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- Daniel L. Thornton, 1996. "The information content of discount rate announcements: what's behind the announcement effect?," Working Papers 1994-032, Federal Reserve Bank of St. Louis.
- Works, Richard Floyd, 2016. "Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory," MPRA Paper 76382, University Library of Munich, Germany.
- Jensen, Gerald R. & Johnson, Robert R., 1995. "Discount rate changes and security returns in the U.S., 1962-1991," Journal of Banking & Finance, Elsevier, vol. 19(1), pages 79-95, April.
- Thornton, Daniel L., 2004. "The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 475-498, March.
- Wilkinson, Katherine J. & Young, Martin R. & Young, Shirley, 2001. "The effects of monetary policy shocks on exchange rates: Evidence from New Zealand and Australia," Pacific-Basin Finance Journal, Elsevier, vol. 9(4), pages 427-455, August.
- Thornton, Daniel L., 2000.
"The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations?,"
Discussion Paper Series 1: Economic Studies
2000,09, Deutsche Bundesbank.
- Daniel L. Thornton, 2000. "The relationship between the federal funds rate and the Fed's federal funds rate target: is it open market or open mouth operations?," Working Papers 1999-022, Federal Reserve Bank of St. Louis.
- Choi, Woon Gyu, 1999. "Estimating the Discount Rate Policy Reaction Function of the Monetary Authority," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 379-401, July-Aug..
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KeywordsInterest rates ; Foreign exchange ; Federal funds rate;
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