Announcement effect of macroeconomic indicators on the U.S. dollar/Canadian dollar exchange rate.

This paper employs event methodology to investigate the impact of inflation, national output and money supply announcements on the U.S. dollar/Canadian dollar exchange rate from 1996 to 2000.

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Bibliographic Details
Main Authors: Cheu, Lai Peng., Neo, Sor Hoon., Teo, Yun San.
Other Authors: Alba, Joseph Dennis
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/8698
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Institution: Nanyang Technological University
Description
Summary:This paper employs event methodology to investigate the impact of inflation, national output and money supply announcements on the U.S. dollar/Canadian dollar exchange rate from 1996 to 2000.