Measurement error and the profitability of interventions: a closer look at SNB transactions data
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 81 (2003)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Fischer, Andreas M & Zurlinden, Mathias, 1999. "Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices," Economic Journal, Royal Economic Society, vol. 109(458), pages 662-76, October.
- Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17.
- Sweeney, Richard J., 1997. "Do central banks lose on foreign-exchange intervention? A review article," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1667-1684, December.
- Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
- Leahy, Michael P, 1995. "The profitability of US intervention in the foreign exchange markets," Journal of International Money and Finance, Elsevier, vol. 14(6), pages 823-844, December.
- Andreas Fischer, 2003.
"Reuters News Reports versus Official Interventions: A Cautionary Warning,"
03.06, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas M, 2004. "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers 4359, C.E.P.R. Discussion Papers.
- Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
- Burkhard, Lukas & Fischer, Andreas M., 2009.
"Communicating policy options at the zero bound,"
Journal of International Money and Finance,
Elsevier, vol. 28(5), pages 742-754, September.
- Neely, Christopher J., 2008.
"Central bank authorities' beliefs about foreign exchange intervention,"
Journal of International Money and Finance,
Elsevier, vol. 27(1), pages 1-25, February.
- Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
- Andreas M. Fischer, 2005.
"On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions,"
2005-02, Swiss National Bank.
- Fischer, Andreas M., 2006. "On the inadequacy of newswire reports for empirical research on foreign exchange interventions," Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1226-1240, December.
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