Macroeconomic news and the euro/dollar exchange rate
This paper investigates to what extent daily movements in the euro/dollar rate were driven by news about the macroeconomic situation in the United States and the euro area during the first two years of EMU.
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- DeGennaro, Ramon P. & Shrieves, Ronald E., 1997. "Public information releases, private information arrival and volatility in the foreign exchange market," Journal of Empirical Finance, Elsevier, vol. 4(4), pages 295-315, December.
- Clostermann, Jörg & Schnatz, Bernd, 2000. "The determinants of the euro-dollar exchange rate: synthetic fundamentals and a non-existing currency," Discussion Paper Series 1: Economic Studies 2000,02, Deutsche Bundesbank, Research Centre.
- Martin Eichenbaum & Charles Evans, 1992.
"Some empirical evidence on the effects of monetary policy shocks on exchange rates,"
Working Paper Series, Macroeconomic Issues
92-32, Federal Reserve Bank of Chicago.
- Martin Eichenbaum & Charles L. Evans, 1993. "Some Empirical Evidence on the Effects of Monetary Policy Shocks on Exchange Rates," NBER Working Papers 4271, National Bureau of Economic Research, Inc.
- Vincent Koen & Laurence Boone & Alain de Serres & Nicola Fuchs, 2001. "Tracking the Euro," OECD Economics Department Working Papers 298, OECD Publishing.
- Chinn, Menzie D & Alquist, Ron, 2000. "Tracking the Euro's Progress," International Finance, Wiley Blackwell, vol. 3(3), pages 357-373, November. Full references (including those not matched with items on IDEAS)
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