Impact of macro news announcements on exch rates

Andrew Clare and Roger Courtenay from the Bank of England have written an interesting paper titled "Assessing the impact of macroeconomic news announcements on securities prices under different monetary policy regimes". The study investigates whether the reaction to new announcements has changed since the Bank of England was granted operational independence in May 1997.

Abstract

This paper investigates the impact of UK macroeconomic news announcements on selected futures contracts and exchange

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

Most read articles loading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.