The employment report and the dollar

Harris, Ethan S.; Zabka, Natasha M.

Journal Article

The employment report and the dollar

Abstract: Perhaps no piece of news garners more attention in exchange markets than the U.S. employment report. Yet there has been only limited research on the market's response to the monthly release. This article quantifies the impact of the report and explains why exchange market sensitivity to the employment announcements has increased over time.

Keywords: Employment (Economic theory); Dollar, American; Foreign exchange;