NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes

Charles W. Calomiris, Harry Mamaysky

NBER Working Paper No. 25714
Issued in March 2019, Revised in May 2019

---- Acknowledgments ----

We thank Geert Bekaert, Pierre-Olivier Gourinchas, Bob Hodrick, Arvind Krishnamurthy, and seminar participants at George Washington University, SMU, Utah State, and Columbia University for helpful comments, and Elliot Oh, Ching-Tse Chen, Zheng Li, and Cristina Tessari for excellent research assistance. We thank Prattle for sharing their Central Bank Analytics data with us. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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