Unconventional monetary policy and the 'currency wars'

John Thornton; Caterina di Tommaso

doi:10.1016/j.frl.2018.02.010

Unconventional monetary policy and the 'currency wars'

John Thornton, Caterina di Tommaso

Norwich Business School

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

10 Downloads (Pure)

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.

Original language	English
Pages (from-to)	250-254
Number of pages	5
Journal	Finance Research Letters
Volume	26
Early online date	24 Feb 2018
DOIs	https://doi.org/10.1016/j.frl.2018.02.010
Publication status	Published - Sep 2018

Access to Document

10.1016/j.frl.2018.02.010

Accepted_ManuscriptAccepted author manuscript, 549 KBLicence: CC BY-NC-ND

Cite this

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title = "Unconventional monetary policy and the 'currency wars'",

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.",

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DO - 10.1016/j.frl.2018.02.010

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JO - Finance Research Letters

JF - Finance Research Letters

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