The foreign-exchange costs of central bank intervention: evidence from Sweden
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of International Money and Finance.
Volume (Year): 20 (2001)
Issue (Month): 2 (April)
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Web page: http://www.elsevier.com/locate/inca/30443
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.:
- Taylor, Dean, 1982. "Official Intervention in the Foreign Exchange Market, or, Bet against the Central Bank," Journal of Political Economy, University of Chicago Press, vol. 90(2), pages 356-68, April.
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- Sweeney, Richard J, 1986. " Beating the Foreign Exchange Market," Journal of Finance, American Finance Association, vol. 41(1), pages 163-82, March.
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9103, Michigan State - Econometrics and Economic Theory.
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- Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
- Praetz, Peter D, 1976. "Rates of Return on Filter Tests," Journal of Finance, American Finance Association, vol. 31(1), pages 71-75, March.
- Corrado, Charles J. & Taylor, Dean, 1986. "The cost of a central bank leaning against a random walk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 303-314, September.
- Michael P. Leahy, 1989. "The profitability of U.S. intervention," International Finance Discussion Papers 343, Board of Governors of the Federal Reserve System (U.S.).
- Baillie, Richard T & Bollerslev, Tim, 1989. " Common Stochastic Trends in a System of Exchange Rates," Journal of Finance, American Finance Association, vol. 44(1), pages 167-81, March.
- Loopesko, Bonnie E., 1984. "Relationships among exchange rates, intervention, and interest rates: An empirical investigation," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 257-277, December.
- Montserrat Ferré & Carolina Manzano, 2009.
"When do central banks prefer to intervene secretly?,"
International Journal of Finance & Economics,
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- Ferré Carracedo, Montserrat & Manzano, Carolina, 2007. "When do central banks prefer to intervene secretly?," Working Papers 2072/5317, Universitat Rovira i Virgili, Department of Economics.
- Christopher J. Neely & Paul A. Weller, 2007.
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John Wiley & Sons, Ltd., vol. 12(2), pages 249-260.
- 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.
- Sjoo, Boo & Sweeney, Richard J., 2000. "Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 275-286, December.
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