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)
Pages: 27 pages
Date: 2001-12
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:bis:biswps:105

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