Research Discussion Paper – RDP 2005-02 The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data

Contents

• Introduction
• The Estimation Framework
• Results
• Conclusions
• Appendix A: Data Description and Sources
• References

The authors are grateful to participants of a seminar at the Reserve Bank of Australia and the Monetary Shocks workshop at the University of Melbourne, Ellis Connolly, Tim Hampton and Christopher Kent for helpful comments. Responsibility for any errors rests with the authors. The views expressed in this paper are those of the authors and should not be attributed to the Reserve Bank.