The high-frequency response of exchange rates and interest rates to macroeconomic announcements

A-Tier
Journal: Journal of Monetary Economics
Year: 2007
Volume: 54
Issue: 4
Pages: 1051-1068

Authors (4)

Faust, Jon (not in RePEc) Rogers, John H. (Fudan University) Wang, Shing-Yi B. (University of Pennsylvania) Wright, Jonathan H. (Johns Hopkins University)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:moneco:v:54:y:2007:i:4:p:1051-1068
Journal Field
Macro
Author Count
4
Added to Database
2026-01-29