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Exchange Rates and Monetary Policy Uncertainty
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Countercyclical currency risk premia
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Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful…
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International Liquidity and Exchange Rate Dynamics *
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Common Risk Factors in Currency Markets
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Procyclical Leverage and Value-at-Risk
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Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
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Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads
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US Monetary Policy and the Global Financial Cycle
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Trade Uncertainty, Economic Policy Uncertainty and Shipping Costs
inferred← citeshttps://doi.org/10.15847/dinamiacet-iul.wp.2021.06openalex-snapshot
The impact of Economic Policy Uncertainty on the real exchange rate: Evidence from the UK
inferred← citeshttps://doi.org/10.17016/feds.2019.025openalex-snapshot
Information in Yield Spread Trades
inferred← citeshttps://doi.org/10.17615/jqw5-1d68openalex-snapshot
Unconventional Monetary Policy: Spillovers and Policy Effectiveness
inferred← citeshttps://doi.org/10.17771/pucrio.acad.35928openalex-snapshot
PRE-FOMC ANNOUNCEMENT RELIEF
inferred← citeshttps://doi.org/10.17771/pucrio.acad.51053openalex-snapshot
ESSAYS ON EMPIRICAL FINANCE
inferred← citeshttps://doi.org/10.18488/journal.107.2020.81.7.29openalex-snapshot
External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan
inferred← citeshttps://doi.org/10.18653/v1/d16-1226openalex-snapshot
The Effects of the Content of FOMC Communications on US Treasury Rates
inferred← citeshttps://doi.org/10.21098/jcli.v3i1.180openalex-snapshot
THE RESPONSE OF BRICS TRADE INTEGRATION TO GEOPOLITICAL RISKS
inferred← citeshttps://doi.org/10.2139/ssrn.2496439openalex-snapshot
On the Driving Forces of Real Exchange Rates: Is the Japanese Yen Different?
inferred← citeshttps://doi.org/10.2139/ssrn.2565333openalex-snapshot
What Drives Exchange Rates? Reassessing Currency Return Predictability
inferred← citeshttps://doi.org/10.2139/ssrn.2613592openalex-snapshot
Currency Returns in Different Time Zones
inferred← citeshttps://doi.org/10.2139/ssrn.2831092openalex-snapshot
Monetary Policy Uncertainty and Bond Risk Premium
inferred← citeshttps://doi.org/10.2139/ssrn.2833106openalex-snapshot
Monetary Shocks at High-Frequency and Their Changing FX Transmission Around the Globe
inferred← citeshttps://doi.org/10.2139/ssrn.2938080openalex-snapshot
Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows
inferred← citeshttps://doi.org/10.2139/ssrn.3018815openalex-snapshot
A New Wavelet-based Ultra-High-Frequency Analysis of Triangular Currency Arbitrage
inferred← citeshttps://doi.org/10.2139/ssrn.3263279openalex-snapshot
Asymmetric Information Risk in FX Markets
inferred← citeshttps://doi.org/10.2139/ssrn.3290649openalex-snapshot
Premium for Heightened Uncertainty: Solving the FOMC Puzzle
inferred← citeshttps://doi.org/10.2139/ssrn.3303115openalex-snapshot
Online Appendix to "Heterogeneous Information Content of Global FX Trading"
inferred← citeshttps://doi.org/10.2139/ssrn.3322832openalex-snapshot
Unobservable Monetary Policy Surprises and Exchange Rates
inferred← citeshttps://doi.org/10.2139/ssrn.3338889openalex-snapshot
The Cross Section of Monetary Policy Announcement Premium
inferred← citeshttps://doi.org/10.2139/ssrn.3371160openalex-snapshot
Market-Based Monetary Policy Uncertainty
inferred← citeshttps://doi.org/10.2139/ssrn.3406603openalex-snapshot
The Response of Exchange Rate to Central Bank Communication: A Textual Analysis Approach
inferred← citeshttps://doi.org/10.2139/ssrn.3533171openalex-snapshot
What Happens When Equity Investors Disagree with the FOMC?
inferred← citeshttps://doi.org/10.2139/ssrn.3568770openalex-snapshot
Government's Real Estate Interventions and the Stock Market
inferred← citeshttps://doi.org/10.2139/ssrn.3599583openalex-snapshot
Risk, Uncertainty and Monetary Policy in a Global World
inferred← citeshttps://doi.org/10.2139/ssrn.3613702openalex-snapshot
Real-time Price Discovery via Verbal Communication: Method and Application to Fedspeak
inferred← citeshttps://doi.org/10.2139/ssrn.3752116openalex-snapshot
Tell Me a Story: Quantifying Economic Narratives and Their Role during COVID-19
inferred← citeshttps://doi.org/10.2139/ssrn.3830716openalex-snapshot
UIP deviations: Insights from Event Studies
inferred← citeshttps://doi.org/10.2139/ssrn.3840164openalex-snapshot
The Global Impact of Brexit Uncertainty
inferred← citeshttps://doi.org/10.2139/ssrn.3925706openalex-snapshot
Shock Thy Neighbor: Economic Uncertainty and Exchange Rate
inferred← citeshttps://doi.org/10.2139/ssrn.3950981openalex-snapshot
Long Run Risks in FX Markets: Are They There?
inferred← citeshttps://doi.org/10.2139/ssrn.4057052openalex-snapshot
The Conditionally Homogenous Network of Economic Uncertainty: A Pchvar-Based Network Topology Approach
inferred← citeshttps://doi.org/10.2139/ssrn.4074113openalex-snapshot
Deciphering Monetary Policy Shocks
inferred← citeshttps://doi.org/10.2139/ssrn.4214919openalex-snapshot
To What Degree and through Which Channel Do Central Banks Other Than the Federal Reserve Cause Spillovers?
inferred← citeshttps://doi.org/10.2139/ssrn.4371901openalex-snapshot
The Impact of Currency Carry Trade Activity on the Transmission of Monetary Policy
inferred← citeshttps://doi.org/10.2139/ssrn.4407495openalex-snapshot
Identifying Preference for Early Resolution from Asset Prices
inferred← citeshttps://doi.org/10.2139/ssrn.4420558openalex-snapshot
Global Risk, Non-Bank Financial Intermediation, and Emerging Market Vulnerabilities
inferred← citeshttps://doi.org/10.2139/ssrn.4478436openalex-snapshot
Financially Constrained Intermediaries and the International Pass-Through of Monetary Policy
inferred← citeshttps://doi.org/10.2139/ssrn.4565111openalex-snapshot
US Interest Rate Surprises and Currency Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4585908openalex-snapshot
Interest Rate Volatility Risk and the Cross-Section of Expected Corporate Bond Returns
inferred← citeshttps://doi.org/10.2139/ssrn.4588079openalex-snapshot
Interest Rate Risk around Monetary Policy Announcements and Asset Duration
inferred← citeshttps://doi.org/10.2139/ssrn.4597776openalex-snapshot
USD interest rate swaption strategies during the unconventional monetary policy and pandemic eras
inferred← citeshttps://doi.org/10.2139/ssrn.4599848openalex-snapshot
A High-Frequency Measure of Chinese Monetary Policy Shocks
inferred← citeshttps://doi.org/10.2139/ssrn.4888163openalex-snapshot
Currency Return Dynamics: What Is the Role of U.S. Macroeconomic Regimes?
inferred← citeshttps://doi.org/10.2139/ssrn.4931746openalex-snapshot
Monetary Policy Transmission through the Exchange Rate Factor Structure
inferred← citeshttps://doi.org/10.2139/ssrn.4991516openalex-snapshot
A Conditional Factor Model for Currency Option Returns
inferred← citeshttps://doi.org/10.2139/ssrn.5061751openalex-snapshot
Impact of Monetary Policy on Municipal Bond ETFs
inferred← citeshttps://doi.org/10.2139/ssrn.5207418openalex-snapshot
Auctions, Announcements, and Abnormal Returns
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