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Exchange rates and discount rate changes

Author

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  • Craig S. Hakkio
  • Douglas K. Pearce

Abstract

No abstract is available for this item.

Suggested Citation

  • Craig S. Hakkio & Douglas K. Pearce, 1986. "Exchange rates and discount rate changes," Research Working Paper 86-06, Federal Reserve Bank of Kansas City.
  • Handle: RePEc:fip:fedkrw:86-06
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    References listed on IDEAS

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    1. V. Vance Roley, 1982. "The Response of Short-Term Interest Rates to Weekly Money Announcements," NBER Working Papers 1001, National Bureau of Economic Research, Inc.
    2. Roley, V. Vance, 1985. "The response of interest rates to money announcements under alternative operating procedures and reserve requirement systems," Proceedings, Federal Reserve Bank of San Francisco, issue 7, pages 127-160.
    3. Grossman, Jacob, 1981. "The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 13(4), pages 409-424, November.
    4. Pearce, Douglas K & Roley, V Vance, 1985. "Stock Prices and Economic News," The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January.
    5. Roley, V Vance, 1983. "The Response of Short-Term Interest Rates to Weekly Money Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 15(3), pages 344-354, August.
    6. Batten, Dallas S. & Thornton, Daniel L., 1984. "Discount rate changes and the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 279-292, December.
    7. Edwards, Sebastian, 1984. "Exchange rates and `news': Reply," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 123-126, April.
    8. Takatoshi Ito, 1983. "Capital Controls and Covered Interest Parity," NBER Working Papers 1187, National Bureau of Economic Research, Inc.
    9. Edwards, Sebastian, 1982. "Exchange rates and `news': A multi-currency approach," Journal of International Money and Finance, Elsevier, vol. 1(1), pages 211-224, January.
    10. Rudiger Dornbusch, 1980. "Exchange Rate Economics: Where Do We Stand?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 11(1, Tenth ), pages 143-206.
    11. Longworth, David, 1984. "Exchange rates and `news': A comment," Journal of International Money and Finance, Elsevier, vol. 3(1), pages 119-121, April.
    12. Edwards, Sebastian, 1983. "Floating exchange rates, expectations and new information," Journal of Monetary Economics, Elsevier, vol. 11(3), pages 321-336.
    13. Ito, Takatoshi, 1988. "Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity," The Review of Economics and Statistics, MIT Press, vol. 70(2), pages 296-305, May.
    14. V. Vance Roley, 1982. "Weekly money supply announcements and the volatility of short-term interest rates," Economic Review, Federal Reserve Bank of Kansas City, issue Apr, pages 3-15.
    15. Frankel, Jeffrey A & Hardouvelis, Gikas A, 1985. "Commodity Prices, Money Surprises and Fed Credibility," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 17(4), pages 425-438, November.
    16. Hakkio, Craig S & Pearce, Douglas K, 1985. "The Reaction of Exchange Rates to Economic News," Economic Inquiry, Western Economic Association International, vol. 23(4), pages 621-636, October.
    17. Mussa, Michael, 1979. "Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 11(1), pages 9-57, January.
    18. Cornell, Bradford, 1983. "The Money Supply Announcements Puzzle: Review and Interpretation," American Economic Review, American Economic Association, vol. 73(4), pages 644-657, September.
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    Citations

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    Cited by:

    1. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Tayor, 2010. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," International Journal of Central Banking, International Journal of Central Banking, vol. 6(3), pages 211-247, September.
    2. Manfred J.M. Neumann & Jens Weidmann, 1997. "The Information Content of German Discount Rate Changes," Macroeconomics 9706006, EconWPA.

    More about this item

    Keywords

    Foreign exchange rates ; Discount;

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