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The determinants of foreign exchange intervention by central banks: evidence from Australia Author info | Abstract | Publisher info | Download info | Related research | Statistics Kim, Suk-Joong
Sheen, Jeffrey
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 21 (2002)
Issue (Month): 5 (October)
Pages: 619-649
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Handle: RePEc:eee:jimfin:v:21:y:2002:i:5:p:619-649Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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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.: Dornbusch, Rudiger, 1976.
"Expectations and Exchange Rate Dynamics ,"
Journal of Political Economy ,
University of Chicago Press, vol. 84(6), pages 1161-76, December.
[Downloadable!] (restricted)
Baillie, Richard T. & Osterberg, William P., 1997.
"Why do central banks intervene? ,"
Journal of International Money and Finance ,
Elsevier, vol. 16(6), pages 909-919, December.
[Downloadable!] (restricted)
Almekinders, Geert J & Eijffinger, Sylvester C W, 1994.
"Daily Bundesbank and Federal Reserve Interventions: Are They a Reaction to Changes in the Level and Volatility of the DM/$-Rate? ,"
Empirical Economics ,
Springer, vol. 19(1), pages 111-30.
Blake LeBaron, 1994.
"Technical Trading Rule Profitability and Foreign Exchange Intervention ,"
International Finance
9411002, EconWPA.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Almekinders, Geert J. & Eijffinger, Sylvester C. W., 1996.
"A friction model of daily Bundesbank and Federal Reserve intervention ,"
Journal of Banking & Finance ,
Elsevier, vol. 20(8), pages 1365-1380, September.
[Downloadable!] (restricted)
LeBaron, Blake, 1999.
"Technical trading rule profitability and foreign exchange intervention ,"
Journal of International Economics ,
Elsevier, vol. 49(1), pages 125-143, October.
[Downloadable!] (restricted)
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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.)
Stephen Bell & John Quiggin, 2004.
"Asset Price Instability and Policy Responses: The Legacy of Liberalisation ,"
Australian Public Policy Program Working Papers
WPP04_3, Risk and Sustainable Management Group, University of Queensland.
[Downloadable!]
Adam Geršl, 2006.
"Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions ,"
Czech Journal of Economics and Finance (Finance a uver) ,
Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
[Downloadable!]
Hali Edison & Paul Cashin & Hong Liang, 2006.
"Foreign exchange intervention and the Australian dollar: has it mattered? ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 11(2), pages 155-171.
[Downloadable!]
Other versions: Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2003.
"Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 139(4), pages 709-729, December.
[Downloadable!] (restricted)
Simwaka, Kisu, 2006.
"The effectiveness of official intervention in foreign exchange market in Malawi ,"
MPRA Paper
1123, University Library of Munich, Germany.
[Downloadable!]
Owen F. Humpage, 2003.
"Government intervention in the foreign exchange market ,"
Working Paper
0315, Federal Reserve Bank of Cleveland.
[Downloadable!]
Horvath, Roman, 2006.
"Modelling Central Bank Intervention Activity under Inflation Targeting ,"
MPRA Paper
914, University Library of Munich, Germany.
[Downloadable!]
Other versions: Simwaka, Kisu & Mkandawire, Leslie, 2008.
"The efficacy of foreign exchange market intervention in Malawi ,"
MPRA Paper
15946, University Library of Munich, Germany.
[Downloadable!]
Other versions: Jonathan Kearns & Roberto Rigobon, 2002.
"Identifying the Efficacy of Central Bank Interventions: The Australian Case ,"
NBER Working Papers
9062, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005.
"Causes and Effectiveness of Foreign Exchange Interventions for the Turkish Economy ,"
Working Papers
0505, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Ana Maria Herrera & Pinar Ozbay, 2005.
"A Dynamic Model of Central Bank Intervention ,"
Working Papers
0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Christopher J. Neely, 2000.
"The practice of central bank intervention: looking under the hood ,"
Working Papers
2000-028, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Christopher J. Neely, 2002.
"The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits ,"
Working Papers
2000-018, Federal Reserve Bank of St. Louis.
[Downloadable!]
Post, Erik, 2006.
"Foreign exchange market interventions as monetary policy ,"
Working Paper Series
2006:21, Uppsala University, Department of Economics.
[Downloadable!]
Jeff M. Rogers & Pierre Siklos, 2001.
"Foreign Exchange Market Intervention in Two Small Open Economies: The Canadian and Australian Experience ,"
Research Paper Series
57, Quantitative Finance Research Centre, University of Technology, Sydney.
[Downloadable!]
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