Does the information content of central bank speeches impact on the level of exchange rate? A comparative study of Canadian and Australian central bank communications

Masawi, Becksndale, Bhattacharya, Sukanto and Boulter, Terry 2018, Does the information content of central bank speeches impact on the level of exchange rate? A comparative study of Canadian and Australian central bank communications, Review of Pacific Basin financial markets and policies, vol. 21, no. 1, pp. 1850005-1-1850005-27, doi: 10.1142/S0219091518500054.

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Title Does the information content of central bank speeches impact on the level of exchange rate? A comparative study of Canadian and Australian central bank communications
Author(s) Masawi, Becksndale
Bhattacharya, SukantoORCID iD for Bhattacharya, Sukanto orcid.org/0000-0001-6587-2879
Boulter, Terry
Journal name Review of Pacific Basin financial markets and policies
Volume number 21
Issue number 1
Article ID 1850005
Start page 1850005-1
End page 1850005-27
Total pages 27
Publisher World Scientific Publishing
Place of publication Singapore
Publication date 2018-03
ISSN 0219-0915
Keyword(s) central bank speeches
event study
high frequency data
non-parametric tests
indirect intervention
Language eng
DOI 10.1142/S0219091518500054
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, World Scientific Publishing Co. and Center for Pacific Basin Business, Economics and Finance Research
Persistent URL http://hdl.handle.net/10536/DRO/DU:30106164

Document type: Journal Article
Collection: Department of Management
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