New evidence on the effects of US monetary policy on exchange rates

DOI10.1016/S0165-1765(01)00375-5zbMath0983.91040OpenAlexW3121603534WikidataQ126981955 ScholiaQ126981955MaRDI QIDQ5941026

Sarantis Kalyvitis, Alexander Michaelides

Publication date: 20 August 2001

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00375-5

zbMATH Keywords

monetary policyexcess returnsforward premium puzzleovershooting

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

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