Do monetary policy announcements affect foreign exchange returns and volatility? Some evidence from high-frequency intra-day South African data

Cyril May, Greg Farrell and Jannie Rossouw

No 672, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: central bank; Consumer Behavior; Exchange rate; Monetary Policy; Other Macroeconomic Variables; Risk and Uncertainty (search for similar items in EconPapers)
JEL-codes: C22 E52 E58 F31 F41 G14 G15 (search for similar items in EconPapers)
Date: 2017-03-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:672

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