Unconventional monetary policy and the currency wars
Research output: Contribution to journal › Article › peer-review
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In: Finance Research Letters, Vol. 26, 09.2018, p. 250-254 .
Research output: Contribution to journal › Article › peer-review
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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
VL - 26
SP - 250
EP - 254
JO - Finance Research Letters
JF - Finance Research Letters
SN - 1544-6123
ER -