Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/168291
Authors: 
Beckmann, Joscha
Czudaj, Robert
Year of Publication: 
2017
Series/Report no.: 
Beiträge zur Jahrestagung des Vereins für Socialpolitik 2017: Alternative Geld- und Finanzarchitekturen - Session: Exchange Rates C14-V3
Abstract: 
We analyze and evaluate novel data on exchange rate expectations after the collapse of Lehman Brothers for more than 60 economies over different horizons. We find that monetary policy effects on expectations are time-varying and identify substantial international spillovers over the recent period. Our results also show that markets have been surprised by monetary policy effects on the exchange rates and point to an unexpected safe haven status of the US dollar after 2009.
JEL: 
F31
G15
Document Type: 
Conference Paper

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