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The employment report and the dollar


  • Ethan S. Harris
  • Natasha M. Zabka


Perhaps no piece of news garners more attention in exchange markets than the U.S. employment report. Yet there has been only limited research on the market's response to the monthly release. This article quantifies the impact of the report and explains why exchange market sensitivity to the employment announcements has increased over time.

Suggested Citation

  • Ethan S. Harris & Natasha M. Zabka, 1995. "The employment report and the dollar," Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 1(Nov).
  • Handle: RePEc:fip:fednci:y:1995:i:nov:n:v.1no.8

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    References listed on IDEAS

    1. Meese, Richard, 1990. "Currency Fluctuations in the Post-Bretton Woods Era," Journal of Economic Perspectives, American Economic Association, vol. 4(1), pages 117-134, Winter.
    2. Maurice Obstfeld, 1985. "Floating Exchange Rates: Experience and Prospects," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 16(2), pages 369-464.
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    Cited by:

    1. Jansen, David-Jan & De Haan, Jakob, 2005. "Talking heads: the effects of ECB statements on the euro-dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 24(2), pages 343-361, March.
    2. Simpson, Marc W. & Ramchander, Sanjay & Chaudhry, Mukesh, 2005. "The impact of macroeconomic surprises on spot and forward foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 693-718, September.
    3. David-Jan Jansen & Jakob de Haan, 2003. "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series 927, CESifo Group Munich.
    4. Oberlechner, Thomas & Hocking, Sam, 2004. "Information sources, news, and rumors in financial markets: Insights into the foreign exchange market," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 407-424, June.
    5. repec:pra:mprapa:67187 is not listed on IDEAS
    6. Anton, Roman, 2015. "Monetary Development and Transmission in the Eurosystem," MPRA Paper 67323, University Library of Munich, Germany, revised 08 Oct 2015.
    7. Tanner, Glenn, 1997. "A note on economic news and intraday exchange rates," Journal of Banking & Finance, Elsevier, vol. 21(4), pages 573-585, April.


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