Macroeconomic news and the euro/dollar exchange rate

Gabriele Galati () and Corrinne Ho

No 105, BIS Working Papers from Bank for International Settlements

Abstract: 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.

JEL-codes: F31 (search for similar items in EconPapers)
Date: 2001-12

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Related works:
Journal Article: Macroeconomic News and the Euro/Dollar Exchange Rate (2003)
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Persistent link: http://EconPapers.repec.org/RePEc:bis:biswps:105

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