Dmitry Borisenko

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

Monetary Policy and Currency Returns: The Foresight Saga

University of St. Gallen, School of Finance Research Paper No. 2017/08
Number of pages: 47 Posted: 09 Jun 2017 Last Revised: 27 Oct 2017
Dmitry Borisenko and Igor Pozdeev
affiliation not provided to SSRN and New York University Stern School of Business
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Abstract:

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Monetary Policy, Policy Expectations, Predictability, Overnight Index Swap, Foreign Exchange