The Employment Report and the Dollar
Preprint
- 1 November 1995
- preprint
- Published by Elsevier in SSRN Electronic Journal
Abstract
Perhaps no piece of news garners more attention in exchange markets than the U.S. employment report. Yet there has been only limited research on the market's response to the monthly release. This article quantifies the impact of the report and explains why exchange market sensitivity to the employment announcements has increased over time.Keywords
This publication has 5 references indexed in Scilit:
- Measurement of the unexpected US trade deficitJournal of International Money and Finance, 1995
- Currency Fluctuations in the Post-Bretton Woods EraJournal of Economic Perspectives, 1990
- Economic news, exchange rates and interest ratesJournal of International Money and Finance, 1988
- THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWSEconomic Inquiry, 1985
- Floating Exchange Rates: Experience and ProspectsBrookings Papers on Economic Activity, 1985