Identifying the effects of monetary policy shocks on exchange rates using high frequency data
By: Jon Faust ... [et al.].
Contributors: Faust, Jon.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9660.; Working paper series (National Bureau of Economic Research) -- working paper no. 9660.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 36
Subjects: Foreign exchange rates -- Effect of monetary policy on -- Econometric models
Notes: "April 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).