Monetary Policy and Currency Returns: the Foresight Saga
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More about this item
Keywords
Monetary Policy; Policy Expectations; Predictability; Overnight Index Swap; Foreign Exchange;JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2017-06-18 (All new papers)
- NEP-MAC-2017-06-18 (Macroeconomics)
- NEP-MON-2017-06-18 (Monetary Economics)
- NEP-OPM-2017-06-18 (Open Economy Macroeconomics)
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