Blar i Arbeidsnotater / Working Papers på emneord "exchange rate"

Viser treff 1-4 av 4

    • Exchange Rate Forecasting, Order Flow and Macroeconomic Information 

      Rime, Dagfinn; Sarno, Lucio; Sojli, Elvira (Working Papers;2/2007, Working paper, 2007)
      This paper investigates the empirical relation between order flow and macroeconomic information in the foreign exchange market, and the ability of microstructure models based on order flow to outperform a naive random walk ...

    • How Does Monetary Policy Respond to Exchange Rate Movements? New International Evidence 

      Bjørnland, Hilde C.; Halvorsen, Jørn Inge (Working Papers;15/2008, Working paper, 2008)
      This paper analyzes how monetary policy responds to exchange rate movements in open economies, paying particular attention to the two-way interaction between monetary policy and exchange rate movements. We address this ...

    • Monetary Policy and Exchange Rate Overshooting: Dornbusch Was Right After All 

      Bjørnland, Hilde C. (Working Papers;9/2009, Working paper, 2009)
      Dornbusch’s exchange rate overshooting hypothesis is a central building block in international macroeconomics. Yet, empirical studies of monetary policy have typically found exchange rate effects that are inconsistent with ...

    • When Does the Oil Price Affect the Norwegian Exchange Rate? 

      Akram, Q. Farooq (Working Papers;8/2000, Working paper, 2000)
      Major changes in the Norwegian exchange rate have often coincided with large fluctuations in the price of crude oil. Previous empirical studies have however suggested a weak and ambiguous relation between the oil price and ...