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

The Albert Gubay Business School

Research output: Contribution to journal › Article › peer-review

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.

Original language	English
Pages (from-to)	250-254
Journal	Finance Research Letters
Volume	26
DOIs	https://doi.org/10.1016/j.frl.2018.02.010
Publication status	Published - Sept 2018

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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.",

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year = "2018",

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DO - 10.1016/j.frl.2018.02.010

M3 - Article

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VL - 26

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EP - 254

JO - Finance Research Letters

JF - Finance Research Letters

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Unconventional monetary policy and the currency wars

Abstract

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