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A transaction level study of the effects of central bank intervention on exchange rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Payne, Richard
Vitale, Paolo
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Article provided by Elsevier in its journal Journal of International Economics .
Volume (Year): 61 (2003)
Issue (Month): 2 (December)
Pages: 331-352
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Handle: RePEc:eee:inecon:v:61:y:2003:i:2:p:331-352Contact details of provider: Web page: http://www.elsevier.com/locate/inca/505552
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References listed on IDEAS 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.: Vitale, Paolo, 1999.
"Sterilised central bank intervention in the foreign exchange market ,"
Journal of International Economics ,
Elsevier, vol. 49(2), pages 245-267, December.
[Downloadable!] (restricted)
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.
[Downloadable!] (restricted)
Full
references Cited by : (explanations , 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.)
Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008.
"Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
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.
[Downloadable!]
Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market ,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
Rasmus Fatum & Michael R. King, 2005.
"Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data ,"
EPRU Working Paper Series
05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
Other versions: Beine,M. & Palm,F.C. & Laurent,S., 2003.
"Central Bank Forex Interventions Assessed Using Realized Moments ,"
Research Memoranda
057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions:
BEINE, Michel & LAURENT, SŽbastien & PALM, Franz, 2004.
"Central Bank forex interventions assessed using realized moments ,"
CORE Discussion Papers
2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 19(1), pages 112-127, February.
[Downloadable!] (restricted) Owen F. Humpage, 2003.
"Government intervention in the foreign exchange market ,"
Working Paper
0315, Federal Reserve Bank of Cleveland.
[Downloadable!]
Kathryn M. E. Dominguez, 2003.
"When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? ,"
Working Papers
506, Research Seminar in International Economics, University of Michigan.
[Downloadable!]
Other versions:
Kathryn M.E. Dominguez, 2003.
"When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? ,"
NBER Working Papers
9875, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Dominguez, Kathryn M.E., 2006.
"When do central bank interventions influence intra-daily and longer-term exchange rate movements? ,"
Journal of International Money and Finance ,
Elsevier, vol. 25(7), pages 1051-1071, November.
[Downloadable!] (restricted) Christopher J. Neely, 2005.
"An analysis of recent studies of the effect of foreign exchange intervention ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 685-718.
[Downloadable!]
Other versions: Christopher J. Neely, 2006.
"Identifying the effects of U.S. intervention on the levels of exchange rates ,"
Working Papers
2005-031, Federal Reserve Bank of St. Louis.
[Downloadable!]
Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005.
"The Impact of FX Central Bank Intervention in a Noise Trading Framework ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
John Pippenger, 2008.
"Freely Floating Exchange Rates Do Not Systematically Overshoot ,"
University of California at Santa Barbara, Economics Working Paper Series
01-08, Department of Economics, UC Santa Barbara.
[Downloadable!]
Michel Beine & Charles S. Bos & Sebastian Laurent, 2005.
"The Impact of Central Bank FX Interventions on Currency Components ,"
Tinbergen Institute Discussion Papers
05-103/4, Tinbergen Institute.
[Downloadable!]
Other versions: Piti Disyatat & Gabriele Galati, 2005.
"The effectiveness of foreign exchange intervention in emerging market countries ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 97-113
Bank for International Settlements.
[Downloadable!]
Andreas Fischer, 2004.
"Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions ,"
Working Papers
04.04, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
Other versions: Andreas Fischer, 2003.
"Reuters News Reports versus Official Interventions: A Cautionary Warning ,"
Working Papers
03.06, Swiss National Bank, Study Center Gerzensee.
[Downloadable!]
Vitale, Paolo, 2006.
"A Market Microstructure Analysis of Foreign Exchange Intervention ,"
CEPR Discussion Papers
5468, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Michael R. King & Rasmus Fatum, 2005.
"The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar ,"
Working Papers
05-21, Bank of Canada.
[Downloadable!]
Antonio Scalia, 2006.
"Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic ,"
Temi di discussione (Economic working papers)
579, Bank of Italy, Economic Research Department.
[Downloadable!]
Paolo Vitale, 2007.
"An assessment of some open issues in the analysis of foreign exchange intervention ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
[Downloadable!]
Vitale, Paolo, 2006.
"A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention ,"
CEPR Discussion Papers
5729, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Christian Pierdzioch & Georg Stadtmann, 2003.
"The Effectiveness of the Interventions of the Swiss National Bank An Event-Study Analysis ,"
Kiel Working Papers
1160, Kiel Institute for the World Economy.
[Downloadable!]
Christian Pierdzioch & Georg Stadtmann, 2004.
"The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
[Downloadable!]
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