Deciphering Dollar Exchange Rates and Interest Parity
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- Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
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More about this item
Keywords
Bayesian SVAR; Exchange rate; New Fama puzzle; Uncovered interest parity.;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-IFN-2024-04-01 (International Finance)
- NEP-MON-2024-04-01 (Monetary Economics)
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