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The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?

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  • Frenkel, Michael
  • Pierdzioch, Christian
  • Stadtmann, Georg

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Policy Modeling.

Volume (Year): 28 (2006)
Issue (Month): 2 (February)
Pages: 141-156

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Handle: RePEc:eee:jpolmo:v:28:y:2006:i:2:p:141-156

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Web page: http://www.elsevier.com/locate/inca/505735

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References

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  1. Eijffinger, S.C.W. & Geraats, P., 2002. "How Transparent are Central Banks?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-88701, Tilburg University.
  2. Graciela L. Kaminsky & Karen K. Lewis, 1993. "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series 93-1, Board of Governors of the Federal Reserve System (U.S.).
  3. Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P., 2000. "Intervention from an information perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 407-421, December.
  4. Black, Fischer, 1986. " Noise," Journal of Finance, American Finance Association, vol. 41(3), pages 529-43, July.
  5. Hung, Juann H, 1997. "Intervention strategies and exchange rate volatility: a noise trading perspective," Journal of International Money and Finance, Elsevier, vol. 16(5), pages 779-793, September.
  6. Willem H. Buiter, 1999. "Alice in Euroland," LSE Research Online Documents on Economics 20226, London School of Economics and Political Science, LSE Library.
  7. Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2004. "The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 25-36, February.
  8. Taylor, Mark P. & Allen, Helen, 1992. "The use of technical analysis in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 11(3), pages 304-314, June.
  9. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
  10. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
  11. Rasmus Fatum & Michael M. Hutchison, . "Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 96-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  12. Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer, vol. 18(2), pages 319-339, December.
  13. Allen, Helen & Taylor, Mark P, 1990. "Charts, Noise and Fundamentals in the London Foreign Exchange Market," Economic Journal, Royal Economic Society, vol. 100(400), pages 49-59, Supplemen.
  14. Dominick Salvatore, 2002. "The EURO: Expectations and Performance," Eastern Economic Journal, Eastern Economic Association, vol. 28(1), pages 121-136, Winter.
  15. Petra M. Geraats, 2002. "Central Bank Transparency," Economic Journal, Royal Economic Society, vol. 112(483), pages 532-565, November.
  16. Robert A. Mundell, 2002. "Currency areas, volatility and intervention," Discussion Papers 0102-09, Columbia University, Department of Economics.
  17. Stein, Jeremy C, 1989. "Cheap Talk and the Fed: A Theory of Imprecise Policy Announcements," American Economic Review, American Economic Association, vol. 79(1), pages 32-42, March.
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Cited by:
  1. Yushi Yoshida & Jan C. R├╝lke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.

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