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The impact of central bank intervention on exchange-rate forecast heterogeneity Author info | Abstract | Publisher info | Download info | Related research | Statistics Beine, Michel
Benassy-Quere, Agnes
MacDonald, Ronald
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Article provided by Elsevier in its journal Journal of the Japanese and International Economies .
Volume (Year): 21 (2007)
Issue (Month): 1 (March)
Pages: 38-63
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Handle: RePEc:eee:jjieco:v:21:y:2007:i:1:p:38-63Contact details of provider: Web page: http://www.elsevier.com/locate/inca/622903
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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.: Lucio Sarno & Mark P. Taylor, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? ,"
Journal of Economic Literature ,
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Other versions: Chionis, Dionysios & MacDonald, Ronald, 1997.
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Takatoshi Ito, 1990.
"Foreign Exchange Rate Expectations: Micro Survey Data ,"
NBER Working Papers
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Other versions: Agnes Benassy-Quere & Sophie Larribeau & Ronald MacDonald, 1999.
"Models of Exchange Rate Expectations : Heterogeneous Evidence From Panel Data ,"
Working Papers
1999-03, CEPII research center.
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A. Bénassy-Quéré & S. Larribeau & R. MacDonald, 1999.
"Models of exchange rate expectations : heterogeneous evidence from Panel data ,"
THEMA Working Papers
99-05, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
Benassy-Quere, A. & Larribeau, S. & MacDonald, R., 1999.
"Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data ,"
Papers
99-02, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Vitale, Paolo, 1999.
"Sterilised central bank intervention in the foreign exchange market ,"
Journal of International Economics ,
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MacDonald, Ronald, 1992.
"Exchange Rate Survey Data: A Disaggregated G-7 Perspective ,"
The Manchester School of Economic & Social Studies ,
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Kenneth A. Froot & Jeffrey A. Frankel, 1989.
"Interpreting Tests of Forward Discount Bias Using Survey Data on Exchange Rate Expectations ,"
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Naranjo, Andy & Nimalendran, M, 2000.
"Government Intervention and Adverse Selection Costs in Foreign Exchange Markets ,"
Review of Financial Studies ,
Oxford University Press for Society for Financial Studies, vol. 13(2), pages 453-77.
Kathryn M. Dominguez, 1999.
"The Market Microstructure of Central Bank Intervention ,"
NBER Working Papers
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Dominguez, Kathryn M., 1998.
"Central bank intervention and exchange rate volatility1 ,"
Journal of International Money and Finance ,
Elsevier, vol. 17(1), pages 161-190, February.
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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.
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Kim, S.J. & Kortian, T. & Sheen, J., 1999.
"Central Bank Intervention and Exchange Rate Volatility- Australian Evidence ,"
Papers
99-05, Sydney - Department of Economics.
Other versions:
Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000.
"Central bank intervention and exchange rate volatility -- Australian evidence ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 10(3-4), pages 381-405, December.
[Downloadable!] (restricted) Michel Beine & Agnes Benassy-Quere & Christelle Lecourt, 1999.
"The impact of foreign exchange interventions: new evidence from FIGARCH estimations ,"
Working Papers
1999-14, CEPII research center.
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Popper, Helen & Montgomery, John D., 2001.
"Information sharing and central bank intervention in the foreign exchange market ,"
Journal of International Economics ,
Elsevier, vol. 55(2), pages 295-316, December.
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Cheung, Yin-Wong & Chinn, Menzie David, 2001.
"Currency traders and exchange rate dynamics: a survey of the US market ,"
Journal of International Money and Finance ,
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Other versions: Mark D. Flood, 1991.
"Microstructure theory and the foreign exchange market ,"
Review ,
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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.)
Piruna Polsiri & Yupana Wiwattanakantang, 2006.
"Corporate Governance of Banks in Thailand ,"
CEI Working Paper Series
2005-18, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
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"Pensions and Savings in a Monetary Union: an Analysis of Capital Flows ,"
Working Papers
2002-06, CEPII research center.
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[Downloadable!] Mayer, Thierry & Pierre-Phillippe Combes & Miren Lafourcade, 2003.
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150, Royal Economic Society.
[Downloadable!] Combes, Pierre-Philippe & Lafourcade, Miren & Mayer, Thierry, 2003.
"Can Business and Social Networks Explain the Border Effect Puzzle? ,"
CEPR Discussion Papers
3750, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted) Balázs Égert & Luboš Komárek, 2000.
"Official Foreign Exchange Interventions in the Czech Republic: Did They Matter? ,"
William Davidson Institute Working Papers Series
wp760, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
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"Evolutions demographiques et marche du travail : des liens complexes parfois contradictoires ,"
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2002-16, CEPII research center.
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