U.S. Dollar Dynamics: How Important Are Policy Divergence and FX Risk Premiums?
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- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2019. "Same, but different? Testing monetary policy shock measures," Economics Letters, Elsevier, vol. 184(C).
- Ettmeier, Stephanie & Kriwoluzky, Alexander, 2017. "Same, but different: Testing monetary policy shock measures," IWH Discussion Papers 9/2017, Halle Institute for Economic Research (IWH).
- Fatemeh Salimi Namin, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," AMSE Working Papers 2037, Aix-Marseille School of Economics, France.
- Mr. Yasser Abdih & Mr. Ravi Balakrishnan & Baoping Shang, 2016. "What is Keeping U.S. Core Inflation Low: Insights from a Bottom-Up Approach," IMF Working Papers 2016/124, International Monetary Fund.
- Longaric, Pablo Anaya, 2022. "Foreign currency exposure and the financial channel of exchange rates," Working Paper Series 2739, European Central Bank.
- Fatemeh Salimi, 2020. "Exchange Rates, Stock Prices, and Stock Market Uncertainty," Working Papers halshs-03007904, HAL.
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Keywords
WP; risk premium; FX risk premium; U.S. dollar; Foreign exchange; monetary policy shocks; SVAR; monetary policy shock; C. risk premium estimate; exogenous risk premium process; constructed risk premium; assets vis; exchange rate movement; Return on investment; Exchange rates; Exchange rate risk; Exchange rate adjustments; Global;All these keywords.
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