Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
8954580 | Finance Research Letters | 2018 | 11 Pages |
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.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
John Thornton, Caterina di Tommaso,