Concepedia

Impact of US monetary policy uncertainty on Asian exchange rates

Donghyun Park, Irfan Qureshi, Shu Tian, Mai Lin Villaruel

Economic Change and Restructuring · 2020 · 16 citations · 13 references

DOI

Concepts

References

13

Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

, , +9

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

, , +17

Fluctuations in Uncertainty

Nicholas Bloom · The Journal of Economic Perspectives · 2014 · 2K citations · Full text

, , +10

Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Torben G. Anderson, Tim Bollerslev, Francis X. Diebold et al. · American Economic Review · 2003 · 1.4K citations

, , +16

Order Flow and Exchange Rate Dynamics

Martin D.D. Evans, Richard K. Lyons · Journal of Political Economy · 2002 · 980 citations

, , +17