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Inflation announcements and asymmetric exchange rate responses

Arghyrou, Michael Georgiou and Pourpourides, Panayiotis 2016. Inflation announcements and asymmetric exchange rate responses. Journal of International Financial Markets, Institutions and Money 40 , pp. 80-84. 10.1016/j.intfin.2015.07.002

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Abstract

Previous literature has documented but not yet explained asymmetric exchange rate responses to unanticipated inflation announcements under a credible inflation-targeting regime. We present a theoretical model explaining the reported asymmetries in exchange-rate responses based on asymmetries in monetary policy preferences.

Item Type: Article
Date Type: Publication
Status: Published
Schools: Business (Including Economics)
Subjects: H Social Sciences > HG Finance
Uncontrolled Keywords: Exchange rate; Inflation announcements; Monetary policy; Asymmetry
Publisher: Elsevier
ISSN: 1042-4431
Date of First Compliant Deposit: 30 March 2016
Date of Acceptance: 19 July 2015
Last Modified: 21 Dec 2017 22:48
URI: http://orca.cf.ac.uk/id/eprint/76969

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