000301975 001__ 301975 000301975 005__ 20231114000106.0 000301975 245__ $$aHow do Monetary and Macroeconomic News Shape CIP Deviations? A High-Frequency Study 000301975 336__ $$aTheses in progress 000301975 500__ $$aJuré(s) : Ugo Panizza 000301975 508__ $$aDirecteur : Cédric Tille 000301975 520__ $$aCovered interest rate parity (CIP) have collapsed since 2008 and potential drivers or explanatory factors have been identified for CIP deviations. Using VARs with functional shocks and high-frequency event-study methods, I study the impact of the Fed monetary policy surprise, which is an important shock to global dollar supply, on the CIP deviations of various currencies. This paper also examines the relationship between bond yield curves and CIP deviations in non-US economies when faced with Fe 000301975 700__ $$aYang, Xiao 000301975 909CO $$ooai:repository.graduateinstitute.ch:301975$$pGLOBAL_SET 000301975 980__ $$aMPT_IE