Unconventional monetary policy and the 'currency wars'

Thornton, John and di Tommaso, Caterina (2018) Unconventional monetary policy and the 'currency wars'. Finance Research Letters, 26. pp. 250-254. ISSN 1544-6123

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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.

Item Type: Article
Faculty \ School: Faculty of Social Sciences > Norwich Business School
Depositing User: LivePure Connector
Date Deposited: 09 Sep 2019 09:30
Last Modified: 20 Aug 2020 00:52
URI: https://ueaeprints.uea.ac.uk/id/eprint/72114
DOI: 10.1016/j.frl.2018.02.010

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