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Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s

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Author Info
Michael Frenkel
Christian Pierdzioch
Georg Stadtmann ()
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File URL: http://hdl.handle.net/10.1007/BF02653110
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Publisher Info
Article provided by Springer in its journal Review of World Economics.

Volume (Year): 140 (2004)
Issue (Month): 3 (September)
Pages: 709-729
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Handle: RePEc:spr:weltar:v:140:y:2004:i:3:p:709-729

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Related research
Keywords: Exchange rates; central bank intervention policy; reaction function; ordered probit model;

References listed on IDEAS
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  1. 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. [Downloadable!] (restricted)
  2. 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. [Downloadable!] (restricted)
  3. 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:
  4. Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, EconWPA. [Downloadable!]
    Other versions:
  5. Neely, Christopher J., 2002. "The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits," Journal of International Economics, Elsevier, vol. 58(1), pages 211-232, October. [Downloadable!] (restricted)
  6. 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)
  7. 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)
  8. Bonser-Neal, Catherine & Tanner, Glenn, 1996. "Central bank intervention and the volatility of foreign exchange rates: evidence from the options market," Journal of International Money and Finance, Elsevier, vol. 15(6), pages 853-878, December. [Downloadable!] (restricted)
  9. Aguilar, Javiera & Nydahl, Stefan, 2000. "Central bank intervention and exchange rates: the case of Sweden," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 303-322, December. [Downloadable!] (restricted)
  10. 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)
  11. Baillie, Richard T. & P. Osterberg, William, 1997. "Central bank intervention and risk in the forward market," Journal of International Economics, Elsevier, vol. 43(3-4), pages 483-497, November. [Downloadable!] (restricted)
  12. S.Kim & T. Kortian & J. Sheen, 1999. "Central Bank Intervention and Exchange Rate Volatility," Working Papers 9905, University of Sydney, Department of Economics. [Downloadable!]
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This page was last updated on 2009-11-21.

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