Impact of the Central Bank's Communication on FX Market Dynamics
This study explores the impact of central bank communications on FX market dynamics. Our main results suggest that the NBU’s statements and press releases on monetary policy issues do indeed matter. We find that exchange rate movements and volatility are negatively correlated with the volumes of pub...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
National Bank of Ukraine
2023-06-01
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| Series: | Visnyk of the National Bank of Ukraine |
| Subjects: | |
| Online Access: | https://journal.bank.gov.ua/en/article/2023/255/01 |
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