The high-frequency response of exchange rates and interest rates to macroeconomic announcements

Jon Faust, John Rogers, Shing-Yi Wang and Jonathan Wright

Journal of Monetary Economics, 2007, vol. 54, issue 4, 1051-1068

Date: 2007
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Working Paper: The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:moneco:v:54:y:2007:i:4:p:1051-1068

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