Exchange rate behavior with negative interest rates: Some early negative observations

Research English OPEN
Hameed, Allaudeen S.; Rose, Andrew;
  • Publisher: Tokyo: Asian Development Bank Institute (ADBI)
  • Subject: F31 | G15 | Finance sector development | China, People's Republic of | India | Indonesia | Japan | Korea, Republic of | Pakistan | Taipei,China
    • ddc: ddc:330

This paper examines exchange rate behavior during the recent period with negative nominal interest rates. We use a daily panel of data on 61 currencies from January 2010 through May 2016, during which five economies - Denmark, the European Economic and Monetary Union, J... View more
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