Unconventional monetary policy and the currency wars

John Thornton; Caterina Di Tommaso

doi:10.1016/j.frl.2018.02.010

Unconventional monetary policy and the currency wars

John Thornton
, Caterina Di Tommaso

Ysgol Busnes Albert Gubay

University of Calabria, Arcavate
Office of Technical Assistance, US Department of the Treasury

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Employing a panel of exchange rates and a difference-in-difference methodology, we find that unconventional monetary policy (UMP) resulted in an increase in exchange rate volatility and weaker exchange rates in UMP-adopter countries relative to others.

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	250-254
Cyfnodolyn	Finance Research Letters
Cyfrol	26
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1016/j.frl.2018.02.010
Statws	Cyhoeddwyd - Medi 2018

Mynediad at Ddogfen

10.1016/j.frl.2018.02.010

Dyfynnu hyn

@article{6dbce3d7b9d749e6b9b55b353f127faf,

title = "Unconventional monetary policy and the currency wars",

abstract = "Employing a panel of exchange rates and a difference-in-difference methodology, we find that unconventional monetary policy (UMP) resulted in an increase in exchange rate volatility and weaker exchange rates in UMP-adopter countries relative to others.",

author = "John Thornton and \{Di Tommaso\}, Caterina",

year = "2018",

month = sep,

doi = "10.1016/j.frl.2018.02.010",

language = "English",

volume = "26",

pages = "250--254 ",

journal = "Finance Research Letters",

issn = "1544-6123",

publisher = "Elsevier Limited",

}

TY - JOUR

T1 - Unconventional monetary policy and the currency wars

AU - Thornton, John

AU - Di Tommaso, Caterina

PY - 2018/9

Y1 - 2018/9

N2 - Employing a panel of exchange rates and a difference-in-difference methodology, we find that unconventional monetary policy (UMP) resulted in an increase in exchange rate volatility and weaker exchange rates in UMP-adopter countries relative to others.

AB - Employing a panel of exchange rates and a difference-in-difference methodology, we find that unconventional monetary policy (UMP) resulted in an increase in exchange rate volatility and weaker exchange rates in UMP-adopter countries relative to others.

U2 - 10.1016/j.frl.2018.02.010

DO - 10.1016/j.frl.2018.02.010

M3 - Article

SN - 1544-6123

VL - 26

SP - 250

EP - 254

JO - Finance Research Letters

JF - Finance Research Letters

ER -

Unconventional monetary policy and the currency wars

Crynodeb

Mynediad at Ddogfen

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