Kathryn M. E. Dominguez
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Kathryn M.E. Dominguez & Matthew D. Shapiro, 2013.
"Forecasting the Recovery from the Great Recession: Is This Time Different?,"
NBER Working Papers
18751, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," American Economic Review, American Economic Association, vol. 103(3), pages 147-152, May.
Mentioned in:
- The slow recovery is even more man-made than the start of the recession
by Economic Logician in Economic Logic on 2013-02-18 22:00:00
- Dominguez, Kathryn M & Frankel, Jeffrey A, 1993.
"Does Foreign-Exchange Intervention Matter? The Portfolio Effect,"
American Economic Review, American Economic Association, vol. 83(5), pages 1356-1369, December.
Mentioned in:
- Considering QE, Mario? Buy US Bonds, Not Eurozone Bonds
by jfrankel in Jeff Frankels Weblog on 2014-03-16 19:35:37
- Considering QE, Mario? Buy US Bonds, Not Eurozone Bonds
- Sebastian Auguste & Kathryn M.E. Dominguez & Herman Kamil & Linda L. Tesar, 2005.
"Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis,"
Working Papers
533, Research Seminar in International Economics, University of Michigan.
- Auguste, Sebastian & Dominguez, Kathryn M.E. & Kamil, Herman & Tesar, Linda L., 2006. "Cross-border trading as a mechanism for implicit capital flight: ADRs and the Argentine crisis," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1259-1295, October.
Mentioned in:
- Stock as a medium of exchange
by JP Koning in Moneyness on 2014-10-04 20:55:00
- Dominguez, Kathryn M.E., 2012.
"Foreign reserve management during the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2017-2037.
Mentioned in:
- Pour quelques dollars de plus… Réserves et croissance en temps de crise
by ? in D'un champ l'autre on 2014-02-08 21:32:00
- Pour quelques dollars de plus… Réserves et croissance en temps de crise
- Kathryn Dominguez & Jeffrey A. Frankel, 1990.
"Does Foreign Exchange Intervention Work?,"
Peterson Institute Press: All Books,
Peterson Institute for International Economics, number 16, October.
Mentioned in:
- Fifty Years of Floating Currencies
by Jeffrey Frankel in Project Syndicate on 2023-03-20 13:58:41
- Fifty Years of Floating Currencies
Working papers
- Buiter, Willem & Cecchetti, Stephen & Dominguez, Kathryn & Sánchez Serrano, Antonio, 2023.
"Stabilising financial markets: lending and market making as a last resort,"
Report of the Advisory Scientific Committee
13, European Systemic Risk Board.
Cited by:
- Thiago Fauvrelle & Mathias Skrutkowski, 2023. "Collateral pledgeability and asset manager portfolio choices during redemption waves," Working Papers 58, European Stability Mechanism, revised 12 Dec 2023.
- Hoerova, Marie & Breckenfelder, Johannes, 2023.
"Do non-banks need access to the lender of last resort? Evidence from fund runs,"
CEPR Discussion Papers
18122, C.E.P.R. Discussion Papers.
- Breckenfelder, Johannes & Hoerova, Marie, 2023. "Do non-banks need access to the lender of last resort? Evidence from fund runs," Working Paper Series 2805, European Central Bank.
- Breckenfelder, Johannes & Hoerova, Marie, 2023. "Navigating liquidity crises in non-banks: An assessment of central bank policies," Research Bulletin, European Central Bank, vol. 108.
- Beck, Thorsten & Buiter, Willem & Dominguez, Kathryn & Gros, Daniel & Gross, Christian & Kalemli-Ozcan, Sebnem & Peltonen, Tuomas & Sánchez Serrano, Antonio & Portes, Richard, 2020.
"The global dimensions of macroprudential policy,"
Report of the Advisory Scientific Committee
10, European Systemic Risk Board.
Cited by:
- Beck, Roland & Berganza, Juan Carlos & Brüggemann, Axel & Cezar, Rafael & Eijking, Carlijn & Eller, Markus & Fuentes, Alberto & Alves, Joel Graça & Kreitz, Lilian & Marsilli, Clement & Moder, Isabella, 2023. "Recent advances in the literature on capital flow management," Occasional Paper Series 317, European Central Bank.
- Kaufmann, Christoph, 2021.
"Investment funds, monetary policy, and the global financial cycle,"
ESRB Working Paper Series
119, European Systemic Risk Board.
- Christoph Kaufmann, 2023. "Investment Funds, Monetary Policy, and the Global Financial Cycle," Journal of the European Economic Association, European Economic Association, vol. 21(2), pages 593-636.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," Working Paper Series 2489, European Central Bank.
- Kaufmann, Christoph, 2020. "Investment funds, monetary policy, and the global financial cycle," VfS Annual Conference 2020 (Virtual Conference): Gender Economics 224573, Verein für Socialpolitik / German Economic Association.
- Pol Antràs, 2020. "De-Globalisation? Global Value Chains in the Post-COVID-19 Age," NBER Working Papers 28115, National Bureau of Economic Research, Inc.
- Bogusława Drelich-Skulska & Sebastian Bobowski & Jan Gola, 2021. "Global Value Chains in the Era of the COVID-19 Pandemic: Symptoms of Deglobalization," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 3), pages 905-913.
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021.
"The impact of macroprudential policies on capital flows in CESEE,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Eller, Markus & Hauzenberger, Niko & Huber, Florian & Schuberth, Helene & Vashold, Lukas, 2021. "The impact of macroprudential policies on capital flows in CESEE," ESRB Working Paper Series 118, European Systemic Risk Board.
- Andreas M. Fischer & Dr. Pinar Yesin, 2019.
"Foreign currency loan conversions and currency mismatches,"
Working Papers
2019-04, Swiss National Bank.
- Fischer, Andreas M. & Yeşin, Pınar, 2022. "Foreign currency loan conversions and currency mismatches," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Fischer, Andreas & Yeşin, Pınar, 2019. "Foreign currency loan conversions and currency mismatches," CEPR Discussion Papers 13923, C.E.P.R. Discussion Papers.
- Norring, Anni, 2022. "Taming the tides of capital: Review of capital controls and macroprudential policy in emerging economies," BoF Economics Review 1/2022, Bank of Finland.
- Kathryn M. E. Dominguez, 2014.
"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
Working Papers
647, Research Seminar in International Economics, University of Michigan.
- Kathryn Dominguez, 2014. "Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 229-252, June.
Cited by:
- Jean-Pierre Allegret & Audrey Allegret, 2018.
"The role of international reserves holding in buffering external shocks,"
Applied Economics, Taylor & Francis Journals, vol. 50(29), pages 3128-3147, June.
- Jean-Pierre Allegret & Audrey Sallenave, 2015. "The Role of International Reserves Holding in Buffering External Shocks," EconomiX Working Papers 2015-41, University of Paris Nanterre, EconomiX.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2018. "The Role of International Reserves Holding in Buffering External Shocks," Post-Print halshs-01665908, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2015. "The role of international reserves holding in buffering external shocks," Working Papers hal-01660235, HAL.
- Jean-Pierre Allegret & Audrey Allegret-Sallenave, 2016. "The role of international reserves holding in buffering external shocks," Post-Print hal-01660238, HAL.
- Yothin Jinjarak & Ilan Noy & Quy Ta, 2020.
"How Shocks Affect International Reserves? A Quasi-Experiment of Earthquakes,"
CESifo Working Paper Series
8632, CESifo.
- Quy Ta & Yothin Jinjarak & Ilan Noy, 2022. "“How Do Shocks Affect International Reserves? A Quasi-Experiment of Earthquakes”," Open Economies Review, Springer, vol. 33(5), pages 945-971, November.
- Kathryn M. E. Dominguez, 2020. "Revisiting Exchange Rate Rules," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
- Jean-Pierre Allegret & Audrey Allegret, 2015. "The Role of International Reserves Holding in Buffering External Shocks," Working Papers hal-04141376, HAL.
- J. Lawrence Broz & Maya J. Duru & Jeffry A. Frieden, 2016. "Policy Responses to Balance-of-Payments Crises: The Role of Elections," Open Economies Review, Springer, vol. 27(2), pages 207-227, April.
- Kathryn M.E. Dominguez & Matthew D. Shapiro, 2013.
"Forecasting the Recovery from the Great Recession: Is This Time Different?,"
NBER Working Papers
18751, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," American Economic Review, American Economic Association, vol. 103(3), pages 147-152, May.
Cited by:
- John Carter Braxton & Willem Van Zandweghe, 2013. "Has durable goods spending become less sensitive to interest rates?," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-27.
- Stan Veuger & Daniel Shoag, 2013.
"Uncertainty and the geography of the Great Recession,"
AEI Economics Working Papers
694, American Enterprise Institute.
- Shoag, Daniel & Veuger, Stan, 2016. "Uncertainty and the geography of the great recession," Journal of Monetary Economics, Elsevier, vol. 84(C), pages 84-93.
- Shoag, Daniel & Veuger, Stan, 2015. "Uncertainty and the Geography of the Great Recession," Working Paper Series rwp15-014, Harvard University, John F. Kennedy School of Government.
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2017. "Are More Severe Recessions Followed by Stronger Early Expansions of Employment in the Mexican States?," The Review of Regional Studies, Southern Regional Science Association, vol. 47(3), pages 243-269, Fall.
- Shafik Hebous & Tom Zimmermann, 2014.
"Revisiting the Narrative Approach of Estimating Tax Multipliers,"
CESifo Working Paper Series
5040, CESifo.
- Shafik Hebous & Tom Zimmermann, 2018. "Revisiting the Narrative Approach of Estimating Tax Multipliers," Scandinavian Journal of Economics, Wiley Blackwell, vol. 120(2), pages 428-439, April.
- Hebous, Shafik & Zimmermann, Tom, 2015. "Revisiting the narrative approach of estimating tax multipliers," SAFE Working Paper Series 93, Leibniz Institute for Financial Research SAFE.
- Ali Kabiri & Harold James & John Landon-Lane & David Tuckett & Rickard Nyman, 2020.
"The Role of Sentiment in the Economy: 1920 to 1934,"
CESifo Working Paper Series
8336, CESifo.
- John Landon-Lane, 2022. "The Role of Sentiment in the U.S. Economy: 1920 to 1934," Departmental Working Papers 202201, Rutgers University, Department of Economics.
- Kabiri, Ali & James, Harold & Landon-Lane, John & Tuckett, David & Nyman, Rickard, 2021. "The role of sentiment in the economy: 1920 to 1934," LSE Research Online Documents on Economics 118889, London School of Economics and Political Science, LSE Library.
- Paul Ormerod & Rickard Nyman & David Tuckett, 2015. "Measuring Financial Sentiment to Predict Financial Instability: A New Approach based on Text Analysis," Papers 1508.05357, arXiv.org.
- Mario Crucini & Nam Vu, 2021.
"Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 42, pages 264-282, October.
- Mario J Crucini & Nam T Vu, 2019. "Did the American recovery and reinvestment act help counties most affected by the great recession?," CAMA Working Papers 2019-57, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mario Crucini & Nam Vu, 2020. "Online Appendix to "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?"," Online Appendices 19-343, Review of Economic Dynamics.
- Mario Crucini & Nam Vu, 2020. "Code and data files for "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?"," Computer Codes 19-343, Review of Economic Dynamics.
- Mario J. Crucini & Nam T. Vu, 2017. "Did the American Recovery and Reinvestment Act Help Counties Most Affected by the Great Recession?," NBER Working Papers 24093, National Bureau of Economic Research, Inc.
- Hebous, Shafik & Zimmermann, Tom, 2014. "Revisiting the Narrative Approach of Estimating Fiscal Multipliers," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100408, Verein für Socialpolitik / German Economic Association.
- Mr. Michael Kumhof & Mr. Romain Ranciere & Pablo Winant, 2013. "Inequality, Leverage and Crises: The Case of Endogenous Default," IMF Working Papers 2013/249, International Monetary Fund.
- Hogan, Thomas L. & White, Lawrence H., 2021. "Hayek, Cassel, and the origins of the great depression," Journal of Economic Behavior & Organization, Elsevier, vol. 181(C), pages 241-251.
- Paccagnini, Alessia, 2019. "Did financial factors matter during the Great Recession?," Economics Letters, Elsevier, vol. 174(C), pages 26-30.
- Ali Kabiri & Harold James & John Landon‐Lane & David Tuckett & Rickard Nyman, 2023. "The role of sentiment in the US economy: 1920 to 1934," Economic History Review, Economic History Society, vol. 76(1), pages 3-30, February.
- Viv B. Hall & C. John McDermott, 2016.
"Recessions and recoveries in New Zealand's post-Second World War business cycles,"
New Zealand Economic Papers, Taylor & Francis Journals, vol. 50(3), pages 261-280, September.
- Viv B. Hall & John McDermott, 2014. "Recessions and Recoveries in New Zealand's Post-Second World War Business Cycles," Reserve Bank of New Zealand Discussion Paper Series DP2014/02, Reserve Bank of New Zealand.
- Hall, Viv B. & McDermott, C. John, 2015. "Recessions and Recoveries in New Zealand’s Post-Second World War Business Cycles," Working Paper Series 19334, Victoria University of Wellington, School of Economics and Finance.
- Andreas A. Papandreou, 2015. "The Great Recession and the transition to a low-carbon economy," Working papers wpaper88, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Weng, Weizhe & Boyle, Kevin J. & Farrell, Kaitlin J. & Carey, Cayelan C. & Cobourn, Kelly M. & Dugan, Hilary A. & Hanson, Paul C. & Ward, Nicole K. & Weathers, Kathleen C., 2020. "Coupling Natural and Human Models in the Context of a Lake Ecosystem: Lake Mendota, Wisconsin, USA," Ecological Economics, Elsevier, vol. 169(C).
- Bree J. Lang & Pratish Patel, 2023. "Funding infrastructure under uncertainty: evidence from tax credit prices," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 30(3), pages 635-677, June.
- Larsen, Vegard H. & Thorsrud, Leif A., 2019. "The value of news for economic developments," Journal of Econometrics, Elsevier, vol. 210(1), pages 203-218.
- Pablo MejÃa-Reyes & Reyna Vergara-González, 2015. "Are more severe recessions followed by stronger recoveries? Evidence from the Mexican states employment," ERSA conference papers ersa15p1223, European Regional Science Association.
- Vegard H. Larsen & Leif Anders Thorsrud, 2015. "The Value of News," Working Papers No 6/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Working Papers
17362, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
Cited by:
- Takatoshi Ito, 2016.
"A New Financial Order in Asia: Will a RMB bloc emerge?,"
NBER Working Papers
22755, National Bureau of Economic Research, Inc.
- Ito, Takatoshi, 2017. "A new financial order in Asia: Will a RMB bloc emerge?," Journal of International Money and Finance, Elsevier, vol. 74(C), pages 232-257.
- D. Essers & E. Vincent, 2017. "The global financial safety net :In need of repair ?," Economic Review, National Bank of Belgium, issue ii, pages 87-112, september.
- Khademalomoom, Siroos & Narayan, Paresh Kumar, 2020. "Intraday-of-the-week effects: What do the exchange rate data tell us?," Emerging Markets Review, Elsevier, vol. 43(C).
- César Sosa-Padilla & Federico Sturzenegger, 2021.
"Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads,"
Working Papers
79, Red Nacional de Investigadores en Economía (RedNIE).
- César Sosa-Padilla & Federico Sturzenegger, 2021. "Does It Matter How Central Banks Accumulate Reserves? Evidence from Sovereign Spreads," NBER Working Papers 28973, National Bureau of Economic Research, Inc.
- Sosa-Padilla, César & Sturzenegger, Federico, 2023. "Does it matter how central banks accumulate reserves? Evidence from sovereign spreads," Journal of International Economics, Elsevier, vol. 140(C).
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2013.
"International reserves and rollover risk,"
Working Paper
13-01, Federal Reserve Bank of Richmond.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2016. "International Reserves and Rollover Risk," Working Papers 735, Federal Reserve Bank of Minneapolis.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2018. "International Reserves and Rollover Risk," American Economic Review, American Economic Association, vol. 108(9), pages 2629-2670, September.
- Javier Bianchi & Juan Carlos Hatchondo, 2013. "International reserves and rollover risk," Globalization Institute Working Papers 151, Federal Reserve Bank of Dallas.
- Javier Bianchi & Juan Carlos Hatchondo & Leonardo Martinez, 2012. "International Reserves and Rollover Risk," NBER Working Papers 18628, National Bureau of Economic Research, Inc.
- Javier Bianchi & Juan Carlos Hatchondo & Mr. Leonardo Martinez, 2013. "International Reserves and Rollover Risk," IMF Working Papers 2013/033, International Monetary Fund.
- Pierre L. Siklos, 2012.
"Sources of Disagreement in Inflation Forecasts: An International Empirical Investigation,"
CAMA Working Papers
2012-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Siklos, Pierre L., 2013. "Sources of disagreement in inflation forecasts: An international empirical investigation," Journal of International Economics, Elsevier, vol. 90(1), pages 218-231.
- Pang, Ke & Siklos, Pierre L., 2015.
"Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S,"
BOFIT Discussion Papers
2/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Pang, Ke & Siklos, Pierre L., 2016. "Macroeconomic consequences of the real-financial nexus: Imbalances and spillovers between China and the U.S," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 195-212.
- Aizenman, Joshua & Pinto, Brian, 2011.
"Managing Financial Integration and Capital Mobility— Policy lessons from the past two decades,"
Santa Cruz Department of Economics, Working Paper Series
qt9j53m1tp, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua & Pinto, Brian, 2011. "Managing financial integration and capital mobility -- policy lessons from the past two decades," Policy Research Working Paper Series 5786, The World Bank.
- Joshua Aizenman & Brian Pinto, 2013. "Managing Financial Integration and Capital Mobility—Policy Lessons from the Past Two Decades," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 636-653, September.
- Frankel, Jeffrey A. & Saravelos, George, 2012.
"Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis,"
Scholarly Articles
9642637, Harvard Kennedy School of Government.
- Frankel, Jeffrey & Saravelos, George, 2012. "Can leading indicators assess country vulnerability? Evidence from the 2008–09 global financial crisis," Journal of International Economics, Elsevier, vol. 87(2), pages 216-231.
- Frankel, Jeffrey & Saravelos, George, 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Working Paper Series rwp11-024, Harvard University, John F. Kennedy School of Government.
- Saravelo, George & Frankel, Jeffrey A., 2011. "Can Leading Indicators Assess Country Vulnerability? Evidence from the 2008-09 Global Financial Crisis," Scholarly Articles 5027952, Harvard Kennedy School of Government.
- Matthieu Bussière & Gong Cheng & Menzie D. Chinn & Noëmie Lisack, 2014.
"For a Few Dollars More: Reserves and Growth in Times of Crises,"
NBER Working Papers
19791, National Bureau of Economic Research, Inc.
- Bussière, Matthieu & Cheng, Gong & Chinn, Menzie D. & Lisack, Noëmie, 2015. "For a few dollars more: Reserves and growth in times of crises," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 127-145.
- M. Bussière & G. Cheng & M. Chinn & N. Lisack, 2015. "For a Few Dollars More: Reserves and Growth in Times of Crises," Working papers 550, Banque de France.
- Aleksandr V. Gevorkyan, 2019. "Exchange market pressure and primary commodity – exporting emerging markets," Applied Economics, Taylor & Francis Journals, vol. 51(22), pages 2390-2412, May.
- Andrew J Filardo & Pierre L Siklos, 2015.
"Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia,"
BIS Working Papers
500, Bank for International Settlements.
- Andrew J. Filardo & Pierre L. Siklos, 2016. "Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(2), pages 364-381, February.
- Andrew J. Filardo, Pierre L. Siklos, 2015. "Prolonged Reserves Accumulation, Credit Booms, Asset Prices and Monetary Policy in Asia," LCERPA Working Papers 0086, Laurier Centre for Economic Research and Policy Analysis, revised 01 Feb 2015.
- Filardo, Andrew J. & Siklos, Pierre L., 2013. "Prolonged reserves accumulation, credit booms, asset prices and monetary policy in Asia," BOFIT Discussion Papers 5/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020.
"The Dynamic Impact of FX Interventions on Financial Markets,"
Discussion Papers of DIW Berlin
1854, DIW Berlin, German Institute for Economic Research.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019. "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series 205, CRC TRR 190 Rationality and Competition.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020. "The dynamic impact of FX interventions on financial markets," Kiel Working Papers 2151, Kiel Institute for the World Economy (IfW Kiel).
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 103(5), pages 939-953.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
- Lukas Menkhoff & Malte Rieth & Tobias Stohr, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 939-953, December.
- Rashad Ahmed & Joshua Aizenman & Jamel Saadaoui & Gazi Salah Uddin, 2023.
"On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle,"
NBER Working Papers
30935, National Bureau of Economic Research, Inc.
- Rashad Ahmed & Joshua Aizenman & Jamel Saadaoui & Gazi Salah Uddin, 2023. "On the Effectiveness of Foreign Exchange Reserves during the 2021-22 U.S. Monetary Tightening Cycle," Working Papers of BETA 2023-13, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Ahmed, Rashad & Aizenman, Joshua & Saadaoui, Jamel & Uddin, Gazi Salah, 2023. "On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle," Economics Letters, Elsevier, vol. 233(C).
- Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2013.
"Exchange market pressures during the financial crisis: A Bayesian model averaging evidence,"
BOFIT Discussion Papers
11/2013, Bank of Finland Institute for Emerging Economies (BOFIT).
- Martin Feldkircher & Roman Horvath & Marek Rusnak, 2013. "Exchange Market Pressures during the Financial Crisis: A Bayesian Model Averaging Evidence," Working Papers 332, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Feldkircher, Martin & Horvath, Roman & Rusnak, Marek, 2014. "Exchange market pressures during the financial crisis: A Bayesian model averaging evidence," Journal of International Money and Finance, Elsevier, vol. 40(C), pages 21-41.
- Abdoul’ Ganiou Mijiyawa & Djoulassi K. Oloufade, 2023. "Effect of Remittance Inflows on External Debt in Developing Countries," Open Economies Review, Springer, vol. 34(2), pages 437-470, April.
- Joshua Aizenman, 2011.
"Trilemma and Financial Stability Configurations in Asia,"
Finance Working Papers
23219, East Asian Bureau of Economic Research.
- Aizenman, Joshua, 2011. "Trilemma and Financial Stability Configurations in Asia," ADBI Working Papers 317, Asian Development Bank Institute.
- Joshua Aizenman, 2011. "Trilemma and Financial Stability Configurations in Asia," Governance Working Papers 23219, East Asian Bureau of Economic Research.
- Joshua Aizenman, 2011. "Trilemma and Financial Stability Configurations in Asia," Macroeconomics Working Papers 23219, East Asian Bureau of Economic Research.
- Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika, 2013.
"Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies,"
MPRA Paper
56337, University Library of Munich, Germany.
- Dąbrowski, Marek A. & Śmiech, Sławomir & Papież, Monika, 2015. "Monetary policy options for mitigating the impact of the global financial crisis on emerging market economies," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 409-431.
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020.
"Reserves and Risk: Evidence from China,"
GRU Working Paper Series
GRU_2020_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2020. "Reserves and Risk : Evidence from China," Discussion paper series HIAS-E-98, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," Globalization Institute Working Papers 387, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023. "Reserves and risk: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 134(C).
- Benigno, Gianluca & Fornaro, Luca, 2012.
"Reserve Accumulation, Growth and Financial Crises,"
CEPR Discussion Papers
9224, C.E.P.R. Discussion Papers.
- Gianluca Benigno & Luca Fornaro & Michael Wolf, 2021. "Reserve Accumulation, Growth and Financial Crises," Working Papers 1279, Barcelona School of Economics.
- Gianluca Benigno & Luca Fornaro, 2012. "Reserve Accumulation, Growth and Financial Crises," CEP Discussion Papers dp1161, Centre for Economic Performance, LSE.
- Benigno, Gianluca & Fornaro, Luca, 2012. "Reserve accumulation, growth and financial crises," LSE Research Online Documents on Economics 51506, London School of Economics and Political Science, LSE Library.
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Cited by:
- Dominguez, Kathryn M.E., 2012. "Foreign reserve management during the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2017-2037.
- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Working Papers
17362, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Md. Zahangir Alam & Muhammad Abdur Rahim, 2013. "Foreign Exchange Reserves: Bangladesh Perspective," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 2(4), pages 01-12, October.
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"Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States,"
Working Papers
590, Research Seminar in International Economics, University of Michigan.
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Cited by:
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"Capital Flow Management Measures: What Are They Good For?,"
NBER Working Papers
20860, National Bureau of Economic Research, Inc.
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"The Power to Tax in Sub-Saharan Africa: LTUs, VATs, and SARAs,"
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P154, FERDI.
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"Deep Financial Integration And Volatility,"
Journal of the European Economic Association, European Economic Association, vol. 12(6), pages 1558-1585, December.
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Journal of International Economics, Elsevier, vol. 81(1), pages 99-108, May.
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"International Reserves and Underdeveloped Capital Markets,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 193-221.
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- Kathryn M.E. Dominguez, 2009. "International Reserves and Underdeveloped Capital Markets," Working Papers 600, Research Seminar in International Economics, University of Michigan.
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"Is the effect really so large? Firm‐level evidence on the role of FDI in a transition economy-super-1,"
The Economics of Transition, The European Bank for Reconstruction and Development, vol. 20(2), pages 195-233, April.
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"International Investment and Firm Performance: Empirical Evidence from Small Open Economies,"
ETLA Reports
6, The Research Institute of the Finnish Economy.
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"Pick Your Poison: The Choices and Consequences of Policy Responses to Crises,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 63(1), pages 197-237, May.
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"Redirecting International Trade: Contracts, Conflicts, and Institutions,"
Ratio Working Papers
226, The Ratio Institute.
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"Do foreign mergers and acquisitions boost firm productivity?,"
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"Foreign Ownership and Corporate Restructuring: Direct Investment by Emerging-Market Firms in the United States,"
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601, Research Seminar in International Economics, University of Michigan.
Cited by:
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- Chen, Wenjie, 2011. "The effect of investor origin on firm performance: Domestic and foreign direct investment in the United States," Journal of International Economics, Elsevier, vol. 83(2), pages 219-228, March.
- Kathryn M.E. Dominguez, 2009.
"International Reserves and Underdeveloped Capital Markets,"
Working Papers
600, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez, 2010. "International Reserves and Underdeveloped Capital Markets," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 193-221, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez, 2010. "International Reserves and Underdeveloped Capital Markets," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 193-221.
Cited by:
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"Preferred-habitat investors and the US term structure of real rates,"
Bank of England working papers
435, Bank of England.
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- Iryna Kaminska & Dimitri Vayanos & Gabriele Zinna, 2011. "Preferred-Habitat Investors and the US Term Structure of Real Rates," FMG Discussion Papers dp674, Financial Markets Group.
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"A Growth Perspective on Foreign Reserve Accumulation,"
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443, Banque de France.
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- Cheng, Gong, 2011. "A Growth Perspective on Foreign Reserve Accumulation," MPRA Paper 46668, University Library of Munich, Germany, revised 01 Mar 2013.
- Kathryn M. E. Dominguez, 2014.
"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
Working Papers
647, Research Seminar in International Economics, University of Michigan.
- Kathryn Dominguez, 2014. "Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 229-252, June.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010.
"Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?,"
EPRU Working Paper Series
2010-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," NBER Working Papers 16044, National Bureau of Economic Research, Inc.
- Kathryn Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does foreign exchange reserve decumulation lead to currency appreciation?," Globalization Institute Working Papers 48, Federal Reserve Bank of Dallas.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," Working Papers 602, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013.
"Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
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"Financial Stability, the Trilemma, and International Reserves,"
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"International reserves: Facing model uncertainty,"
Economic Systems, Elsevier, vol. 42(3), pages 523-531.
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"Currency Intervention: A Case Study of an Emerging Market,"
CAMA Working Papers
2012-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Dominguez, Kathryn M.E., 2012. "Foreign reserve management during the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2017-2037.
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- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Working Papers
17362, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
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"Monetary Policy in Emerging Markets: A Survey,"
CID Working Papers
215, Center for International Development at Harvard University.
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- Jeffrey A. Frankel, 2010. "Monetary Policy in Emerging Markets: A Survey," NBER Working Papers 16125, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A., 2011. "Monetary Policy in Emerging Markets: A Survey," Scholarly Articles 4669671, Harvard Kennedy School of Government.
- Frankel, Jeffrey, 2010. "Monetary Policy in Emerging Markets," Handbook of Monetary Economics, in: Benjamin M. Friedman & Michael Woodford (ed.), Handbook of Monetary Economics, edition 1, volume 3, chapter 25, pages 1439-1520, Elsevier.
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"International Reserves for Emerging Economies: A Liquidity Approach,"
MPRA Paper
64235, University Library of Munich, Germany.
- Jung, Kuk Mo & Pyun, Ju Hyun, 2016. "International reserves for emerging economies: A liquidity approach," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 230-257.
- Ä°mre ERSOY, 2011. "On Reserve Hoarding In Emes: The Case Of Turkey," Journal of Applied Economic Sciences, Spiru Haret University, Faculty of Financial Management and Accounting Craiova, vol. 6(3(17)/ Fa), pages 230-243.
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"Balance sheet effects, foreign reserves and public policies,"
Journal of International Money and Finance, Elsevier, vol. 59(C), pages 146-165.
- Cheng, Gong, 2014. "Balance sheet effects, foreign reserves and public policies," MPRA Paper 59905, University Library of Munich, Germany, revised 14 Nov 2014.
- Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
- Bipasha Barua & Suborna Barua, 2021. "COVID-19 implications for banks: evidence from an emerging economy," SN Business & Economics, Springer, vol. 1(1), pages 1-28, January.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
Cited by:
- Balázs Égert & Evžen Kočenda, 2014.
"The impact of macro news and central bank communication on emerging European forex markets,"
Post-Print
hal-01385932, HAL.
- Balázs Égert & Evžen Kočenda, 2012. "The impact of macro news and central bank communication on emerging European forex markets," EconomiX Working Papers 2012-20, University of Paris Nanterre, EconomiX.
- Balázs Egert & Evžen Kočenda, 2012. "The impact of macro news and central bank communication on emerging European forex markets," Working Papers hal-04141076, HAL.
- Balazs Egert & Evžen Kocenda, 2013. "The Impact of Macro News and Central Bank Communication on Emerging European Forex Markets," CESifo Working Paper Series 4288, CESifo.
- Égert, Balázs & Kočenda, Evžen, 2014. "The impact of macro news and central bank communication on emerging European forex markets," Economic Systems, Elsevier, vol. 38(1), pages 73-88.
- Marcel Fratzscher & Arnaud Mehl, 2009.
"Do China and oil exporters influence major currency configurations?,"
Globalization Institute Working Papers
25, Federal Reserve Bank of Dallas.
- Fratzscher, Marcel & Mehl, Arnaud, 2009. "Do China and oil exporters influence major currency configurations?," Journal of Comparative Economics, Elsevier, vol. 37(3), pages 335-358, September.
- Fratzscher, Marcel & Mehl, Arnaud, 2008. "Do China and oil exporters influence major currency configurations?," Working Paper Series 973, European Central Bank.
- Jorge Carvalho & Gualter Couto & Pedro Pimentel, 2022. "EUR/USD Exchange Rate Characterization: Study of Events," Economies, MDPI, vol. 10(12), pages 1-14, November.
- Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010.
"Analysis of the intraday effects of economic releases on the currency market,"
Working Paper Series in Economics
3, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 692-707, June.
- Reitz, Stefan & Taylor, Mark P., 2008.
"The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis,"
European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
- Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank.
- Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 776-803, September.
- Lukas Menkhoff, 2008.
"High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?,"
CESifo Working Paper Series
2473, CESifo.
- Lukas Menkhoff, 2010. "High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 85-112, February.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010.
"Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?,"
EPRU Working Paper Series
2010-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," NBER Working Papers 16044, National Bureau of Economic Research, Inc.
- Kathryn Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does foreign exchange reserve decumulation lead to currency appreciation?," Globalization Institute Working Papers 48, Federal Reserve Bank of Dallas.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," Working Papers 602, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013.
"Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
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"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence,"
Working Papers
2008-2, Princeton University. Economics Department..
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"Communicating Policy Options at the Zero Bound,"
CEPR Discussion Papers
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"Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?,"
EPRU Working Paper Series
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"The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate,"
SIRE Discussion Papers
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- Chen, Yu-Fu & Funke, Michael & Glanemann, Nicole, 2012. "The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate," SIRE Discussion Papers 2012-36, Scottish Institute for Research in Economics (SIRE).
- Michael Funke & Yu-Fu Chen & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen / US Dollar Exchange Rate," Quantitative Macroeconomics Working Papers 21110, Hamburg University, Department of Economics.
- Yu-Fu Chen & Michael Funke & Nicole Glanemann, 2011. "The Signalling Channel of Central Bank Interventions: Modelling the Yen / US Dollar Exchange Rate," CESifo Working Paper Series 3610, CESifo.
- Kentaro Iwatsubo & Satoshi Kawanishi, 2011. "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers 1116, Graduate School of Economics, Kobe University.
- Gnabo, Jean-Yves & Laurent, Sébastien & Lecourt, Christelle, 2009.
"Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 94-111, February.
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"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
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- Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2020.
"Foreign Exchange Intervention: A New Database,"
Discussion Papers of DIW Berlin
1915, DIW Berlin, German Institute for Economic Research.
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- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Oscar Bernal Diaz & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers 07-03.RS, ULB -- Universite Libre de Bruxelles.
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"Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis,"
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533, Research Seminar in International Economics, University of Michigan.
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"Crises, Capital Controls and Financial Integration,"
Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 6,
Edward Elgar Publishing.
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- Yeyati, Eduardo Levy & Schmukler, Sergio L. & Van Horen, Neeltje, 2008. "Crises, capital controls, and financial integration," Policy Research Working Paper Series 4770, The World Bank.
- Benjamin Hébert & Jesse Schreger, 2014.
"The Costs of Sovereign Default: Evidence from Argentina,"
Working Paper
223701, Harvard University OpenScholar.
- Hebert, Benjamin & Schreger, Jesse, 2016. "The Costs of Sovereign Default: Evidence from Argentina," Research Papers 3456, Stanford University, Graduate School of Business.
- Jesse Schreger, 2015. "The Costs of Sovereign Default: Evidence from Argentina," 2015 Meeting Papers 240, Society for Economic Dynamics.
- Benjamin Hébert & Jesse Schreger, 2017. "The Costs of Sovereign Default: Evidence from Argentina," American Economic Review, American Economic Association, vol. 107(10), pages 3119-3145, October.
- Benjamin Hébert & Jesse Schreger, 2016. "The Costs of Sovereign Default: Evidence from Argentina," NBER Working Papers 22270, National Bureau of Economic Research, Inc.
- Benjamin Hebert & Jesse Schreger, 2014. "The Costs of Sovereign Default: Evidence from Argentina," Working Paper 223706, Harvard University OpenScholar.
- Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
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"A market-based indicator of currency risk: Evidence from American Depositary Receipts,"
Hannover Economic Papers (HEP)
dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Eichler, Stefan & Roevekamp, Ingmar, 2016. "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers 4/2016, Halle Institute for Economic Research (IWH).
- Rövekamp, Ingmar & Eichler, Stefan, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145791, Verein für Socialpolitik / German Economic Association.
- Alexander D. Rothenberg & Francis E. Warnock, 2006.
"Sudden Flight and True Sudden Stops,"
NBER Working Papers
12726, National Bureau of Economic Research, Inc.
- Alexander D. Rothenberg & Francis E. Warnock, 2007. "Sudden Flight and True Sudden Stops," The Institute for International Integration Studies Discussion Paper Series iiisdp187, IIIS.
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- Levy Yeyati, Eduardo & Schmukler, Sergio L. & Van Horen, Neeltje, 2006.
"International financial integration through the law of one price,"
Policy Research Working Paper Series
3897, The World Bank.
- Eduardo Levy Yeyati & Sergio Luis Schmukler & Neeltje Van Horen, 2006. "International Financial Integration through the Law of One Price," Business School Working Papers 2006-01, Universidad Torcuato Di Tella.
- Hali J. Edison & Francis E. Warnock, 2006.
"Cross-border Listings, Capital Controls, and Equity Flows To Emerging Markets,"
NBER Working Papers
12589, National Bureau of Economic Research, Inc.
- Ms. Hali J Edison & Mr. Francis E. Warnock, 2003. "Cross-Border Listings, Capital Controls, and U.S. Equity Flows to Emerging Markets," IMF Working Papers 2003/236, International Monetary Fund.
- Edison, Hali J. & Warnock, Francis E., 2008. "Cross-border listings, capital controls, and equity flows to emerging markets," Journal of International Money and Finance, Elsevier, vol. 27(6), pages 1013-1027, October.
- Sebastián Auguste & Ricardo Bebczuk & Ramiro Moya, 2012.
"The Demand for Mortgages under Macro Volatility: The Argentine Case,"
IIE, Working Papers
091, IIE, Universidad Nacional de La Plata.
- Sebastián Auguste & Ricardo N. Bebczuk & Ramiro Moya, 2011. "The Demand for Mortgages under Macro Volatility: The Argentine Case," Research Department Publications 4751, Inter-American Development Bank, Research Department.
- Sebastián Auguste & Ricardo Bebczuk & Ramiro Moya, 2012. "The Demand for Mortgages under Macro Volatility: The Argentine Case," Department of Economics, Working Papers 091, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Carlos Arteta & Galina Hale, 2006.
"Sovereign debt crises and credit to the private sector,"
Working Paper Series
2006-21, Federal Reserve Bank of San Francisco.
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- Eichler, Stefan & Rövekamp, Ingmar, 2017. "Eurozone exit risk," CEPIE Working Papers 07/17, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
- Chandar, Nandini & Patro, Dilip K. & Yezegel, Ari, 2009. "Crises, contagion and cross-listings," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1709-1729, September.
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- Eichler, Stefan, 2011. "Exchange rate expectations and the pricing of Chinese cross-listed stocks," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 443-455, February.
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"Capital Controls, Liberalizations, and Foreign Direct Investement,"
NBER Working Papers
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"Multi-market Trading and Arbitrage,"
Working Paper Series
2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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"Quantitative Implication of A Debt-Deflation Theory of Sudden Stops and Asset Prices,"
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- Sigríður Benediktsdóttir & Gauti Bergþóruson Eggertsson & Eggert Þórarinsson, 2017. "The Rise, Fall, and Resurrection of Iceland: A Postmortem Analysis of the 2008 Financial Crisis," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 48(2 (Fall)), pages 191-308.
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- Kathryn Dominguez & Freyan Panthaki, 2005.
"What Defines 'News' in Foreign Exchange Markets,"
Working Papers
547, Research Seminar in International Economics, University of Michigan.
- Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006. "What defines `news' in foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 168-198, February.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc.
Cited by:
- Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010.
"Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates,"
Globalization Institute Working Papers
49, Federal Reserve Bank of Dallas.
- Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
- Josh R. Stillwagon, 2014.
"Non-Linear Exchange Rate Relationships: An Automated Model Selection Approach with Indicator Saturation,"
Working Papers
1405, Trinity College, Department of Economics.
- Stillwagon, Josh R., 2016. "Non-linear exchange rate relationships: An automated model selection approach with indicator saturation," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 84-109.
- ABBUY, Kwami Edem, 2018. "An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks," MPRA Paper 89647, University Library of Munich, Germany.
- Imane El Ouadghiri & Remzi Uctum, 2016.
"Jumps in equilibrium prices and asymmetric news in foreign exchange markets,"
Post-Print
hal-01386027, HAL.
- El Ouadghiri, Imane & Uctum, Remzi, 2016. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Economic Modelling, Elsevier, vol. 54(C), pages 218-234.
- Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01411808, HAL.
- Remzi Uctum & Imane El Ouadghiri, 2015. "Jumps in equilibrium prices and asymmetric news in foreign exchange markets," Post-Print hal-01638221, HAL.
- Imane El Ouadghiri & Remzi Uctum, 2015. "Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets," EconomiX Working Papers 2015-14, University of Paris Nanterre, EconomiX.
- Martin Evans, 2008.
"Order Flows and The Exchange Rate Disconnect Puzzle,"
Working Papers
gueconwpa~08-08-05, Georgetown University, Department of Economics.
- Evans, Martin D.D., 2010. "Order flows and the exchange rate disconnect puzzle," Journal of International Economics, Elsevier, vol. 80(1), pages 58-71, January.
- Martin D. D. Evans, 2017. "Order Flows and the Exchange Rate Disconnect Puzzle," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 15, pages 599-643, World Scientific Publishing Co. Pte. Ltd..
- P. Siklos, M. Bohl, 2006.
"Policy Words and Policy Deeds: The ECB and the Euro,"
Working Papers
eg0050, Wilfrid Laurier University, Department of Economics, revised 2006.
- Pierre L. Siklos & Martin T. Bohl, 2008. "Policy words and policy deeds: the ECB and the euro," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(3), pages 247-265.
- Pierre L. Siklos & Martin T. Bohl, 2007. "Policy Words and Policy Deeds: The ECB and the Euro," Working Paper series 35_07, Rimini Centre for Economic Analysis.
- Siklos, Pierre & Bohl, Martin, 2006. "Policy words and policy deeds: the ECB and the euro," Bank of Finland Research Discussion Papers 2/2006, Bank of Finland.
- Linkon Mondal, 2014. "Volatility spillover between the RBI’s intervention and exchange rate," International Economics and Economic Policy, Springer, vol. 11(4), pages 549-560, December.
- Reitz, Stefan & Taylor, Mark P., 2008.
"The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis,"
European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
- Reitz, Stefan & Taylor, Mark P., 2006. "The coordination channel of foreign exchange intervention: a nonlinear microstructural analysis," Discussion Paper Series 1: Economic Studies 2006,08, Deutsche Bundesbank.
- Rime, Dagfinn & Sarno, Lucio & Sojli, Elvira, 2010.
"Exchange rate forecasting, order flow and macroeconomic information,"
Journal of International Economics, Elsevier, vol. 80(1), pages 72-88, January.
- Dagfinn Rime & Lucio Sarno & Elvira Sojli, 2007. "Exchange rate forecasting, order flow and macroeconomic information," Working Paper 2007/02, Norges Bank.
- Sarno, Lucio & Rime, Dagfinn & Sojli, Elvira, 2009. "Exchange Rate Forecasting, Order Flow and Macroeconomic Information," CEPR Discussion Papers 7225, C.E.P.R. Discussion Papers.
- Christian Dreger & Jarko Fidrmuc & Konstantin Kholodilin & Dirk Ulbricht, 2015.
"The Ruble between the Hammer and the Anvil: Oil Prices and Economic Sanctions,"
Discussion Papers of DIW Berlin
1488, DIW Berlin, German Institute for Economic Research.
- Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk, 2015. "The Ruble between the hammer and the anvil: Oil prices and economic sanctions," BOFIT Discussion Papers 25/2015, Bank of Finland Institute for Emerging Economies (BOFIT).
- Corsetti, Giancarlo & Lafarguette, Romain & Mehl, Arnaud, 2019.
"Fast trading and the virtue of entropy: evidence from the foreign exchange market,"
Working Paper Series
2300, European Central Bank.
- Giancarlo Corsetti & Romain Lafarguette & Arnaud Mehl, 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Discussion Papers 1914, Centre for Macroeconomics (CFM).
- Corsetti, G. & Lafarguette, R. & Mehl, A., 2019. "Fast Trading and the Virtue of Entropy: Evidence from the Foreign Exchange Market," Cambridge Working Papers in Economics 1970, Faculty of Economics, University of Cambridge.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016.
"Exchange Rates and Macro News in Emerging Markets,"
CESifo Working Paper Series
5816, CESifo.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2016. "Exchange Rates and Macro News in Emerging Markets," Discussion Papers of DIW Berlin 1558, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018. "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 516-527.
- Fratzscher, Marcel & Rime, Dagfinn & Sarno, Lucio & Zinna, Gabriele, 2015.
"The scapegoat theory of exchange rates: the first tests,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 1-21.
- Sarno, Lucio & Fratzscher, Marcel & Zinna, Gabriele, 2012. "The Scapegoat Theory of Exchange Rates: The First Tests," CEPR Discussion Papers 8812, C.E.P.R. Discussion Papers.
- Marcel Fratzscher & Lucio Sarno & Gabriele Zinna, 2013. "The Scapegoat Theory of Exchange Rates: The First Tests," Discussion Papers of DIW Berlin 1290, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Dagfinn Rime & Lucio Sarno & Gabriele Zinna, 2014. "The scapegoat theory of exchange rates: the first tests," Temi di discussione (Economic working papers) 991, Bank of Italy, Economic Research and International Relations Area.
- Fratzscher, Marcel & Sarno, Lucio & Zinna, Gabriele, 2012. "The scapegoat theory of exchange rates: the first tests," Working Paper Series 1418, European Central Bank.
- Stephan Schulmeister, 2005.
"The Interaction between Technical Currency Trading and Exchange Rate Fluctuations,"
Finance
0512033, University Library of Munich, Germany.
- Schulmeister, Stephan, 2006. "The interaction between technical currency trading and exchange rate fluctuations," Finance Research Letters, Elsevier, vol. 3(3), pages 212-233, September.
- Stephan Schulmeister, 2005. "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers 264, WIFO.
- Laakkonen, Helinä & Lanne, Markku, 2008.
"Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times,"
MPRA Paper
8296, University Library of Munich, Germany.
- Laakkonen Helinä & Lanne Markku, 2009. "Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 14(1), pages 1-38, December.
- Liu, Yang & Han, Liyan & Yin, Libo, 2019. "News implied volatility and long-term foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 126-142.
- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2009.
"Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market,"
MNB Working Papers
2009/3, Magyar Nemzeti Bank (Central Bank of Hungary).
- M. Frömmel & N. Kiss M & K. Pintér & -, 2009. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/626, Ghent University, Faculty of Economics and Business Administration.
- Michael Frömmel & Norbert Kiss M. & Klára Pintér, 2011. "Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(2), pages 172-188, April.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
- Wagner, Christian, 2009.
"Risk-Premia, Carry-Trade Dynamics, and Economic Value of Currency Speculation,"
MPRA Paper
21125, University Library of Munich, Germany.
- Wagner, Christian, 2012. "Risk-premia, carry-trade dynamics, and economic value of currency speculation," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1195-1219.
- Marshall, Andrew & Musayev, Taleh & Pinto, Helena & Tang, Leilei, 2012. "Impact of news announcements on the foreign exchange implied volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 719-737.
- Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah, 2020. "News sentiment in the cryptocurrency market: An empirical comparison with Forex," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Christoph S. Weber, 2017.
"The Effect of Central Bank Transparency on Exchange Rate Volatility,"
Working Papers
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"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run,"
Ruhr Economic Papers
428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
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"Cross-Border Trading as a Mechanism for Capital Flight: ADRs and the Argentine Crisis,"
NBER Working Papers
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"Crises, Capital Controls and Financial Integration,"
Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 6,
Edward Elgar Publishing.
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Journal of International Money and Finance, Elsevier, vol. 61(C), pages 163-187.
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"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
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Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1259-1295, October.
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- Kathryn M.E. Dominguez & Linda L. Tesar, 2004. "International Borrowing and Macroeconomic Performance in Argentina," Working Papers 532, Research Seminar in International Economics, University of Michigan.
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Cited by:
- Entrop, Oliver & Merkel, Matthias F., 2018. ""Exchange rate risk" within the European Monetary Union? Analyzing the exchange rate exposure of German firm," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-31-18, University of Passau, Faculty of Business and Economics.
- Mojisola Olugbode & Ahmed El-Masry & John Pointon, 2014. "Exchange Rate and Interest Rate Exposure of UK Industries Using First-order Autoregressive Exponential GARCH-in-mean (EGARCH-M) Approach," Manchester School, University of Manchester, vol. 82(4), pages 409-464, July.
- Krapl, Alain A., 2017. "Asymmetric foreign exchange cash flow exposure: A firm-level analysis," Journal of Corporate Finance, Elsevier, vol. 44(C), pages 48-72.
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"Capital Flows, Maturity Mismatches and Profitability in Emerging Markets: Evidence from Bank Level Data,"
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2006-29, University of Connecticut, Department of Economics, revised Oct 2007.
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"Trade Liberalization and the Wage Skill Premium: Evidence from Indonesia,"
Journal of International Economics, Elsevier, vol. 87(2), pages 277-287.
- Amiti, Mary & Cameron, Lisa, 2011. "Trade Liberalization and the Wage Skill Premium: Evidence from Indonesia," CEPR Discussion Papers 8382, C.E.P.R. Discussion Papers.
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- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014.
"The Global Crisis and Equity Market Contagion,"
Journal of Finance, American Finance Association, vol. 69(6), pages 2597-2649, December.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud Mehl, 2014. "The Global Crisis and Equity Market Contagion," Discussion Papers of DIW Berlin 1352, DIW Berlin, German Institute for Economic Research.
- Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud & Bekaert, Geert, 2011. "Global crises and equity market contagion," Working Paper Series 1381, European Central Bank.
- Geert Bekaert & Michael Ehrmann & Marcel Fratzscher & Arnaud J. Mehl, 2011. "Global Crises and Equity Market Contagion," NBER Working Papers 17121, National Bureau of Economic Research, Inc.
- Bekaert, Geert & Ehrmann, Michael & Fratzscher, Marcel & Mehl, Arnaud, 2011. "Global crises and equity market contagion," CEPR Discussion Papers 8438, C.E.P.R. Discussion Papers.
- Thorbecke, Willem & Kato, Atsuyuki, 2018.
"Exchange rates and the Swiss economy,"
Journal of Policy Modeling, Elsevier, vol. 40(6), pages 1182-1199.
- Willem THORBECKE & KATO Atsuyuki, 2017. "Exchange Rates and the Swiss Economy," Discussion papers 17064, Research Institute of Economy, Trade and Industry (RIETI).
- Mr. Barry J. Eichengreen & Mr. Hui Tong, 2011.
"The External Impact of China'S Exchange Rate Policy: Evidence From Firm Level Data,"
IMF Working Papers
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- Barry Eichengreen & Hui Tong, 2011. "The External Impact of China's Exchange Rate Policy: Evidence from Firm Level Data," NBER Working Papers 17593, National Bureau of Economic Research, Inc.
- Sung C. Bae & Taek Ho Kwon, 2021. "Hedging operating and financing risk with financial derivatives during the global financial crisis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 384-405, March.
- Azher, Sara & Iqbal, Javed, 2016. "Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market," Journal of Asian Economics, Elsevier, vol. 43(C), pages 37-48.
- Ila Patnaik, 2009.
"Does the Currency Regime Shape Unhedged Currency Exposure?,"
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id:2049, eSocialSciences.
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- Patnaik, Ila & Shah, Ajay, 2010. "Does the currency regime shape unhedged currency exposure?," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 760-769, September.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"Trade and Exposure,"
American Economic Review, American Economic Association, vol. 91(2), pages 367-370, May.
- Kathryn M.E Dominguez & Linda L. Tesar, 2000. "Trade and Exposure," Working Papers 466, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "Trade and Exposure," NBER Working Papers 8129, National Bureau of Economic Research, Inc.
- Fuchs, Fabian U., 2022. "Macroeconomic determinants of foreign exchange rate exposure," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 77-102.
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"Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms,"
The World Bank Economic Review, World Bank Group, vol. 29(3), pages 550-578.
- Jérôme Héricourt & Sandra Poncet, 2013. "Exchange rate volatility, financial constraints and trade: empirical evidence from Chinese firms," FIW Working Paper series 112, FIW.
- Jérôme Héricourt & Sandra Poncet, 2012. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Working Papers 2012-35, CEPII research center.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," PSE-Ecole d'économie de Paris (Postprint) hal-01044989, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Working Papers halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," Post-Print hal-01044989, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," PSE - G-MOND WORKING PAPERS halshs-00960664, HAL.
- Heericourt, Jerome & Poncet, Sandra, 2013. "Exchange rate volatility, financial constraints, and trade : empirical evidence from Chinese firms," Policy Research Working Paper Series 6638, The World Bank.
- Jérôme Héricourt & Sandra Poncet, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," CESifo Working Paper Series 4303, CESifo.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01044989, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01044989, HAL.
- Willem Thorbecke, 2012.
"The Contribution of the Yen Appreciation since 2007 to the Japanese Economic Debacle,"
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- Thorbecke, Willem, 2014. "The contribution of the yen appreciation since 2007 to the Japanese economic debacle," Journal of the Japanese and International Economies, Elsevier, vol. 31(C), pages 1-15.
- Jana Šimáková, 2018. "The Study of the Effects of Exchange Rates on the Stock Companies in the Eurozone's Petrochemical Industry," Working Papers 0053, Silesian University, School of Business Administration.
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- David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, University Library of Munich, Germany.
- Jayasinghe, Prabhath & Tsui, Albert K., 2008. "Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors," Japan and the World Economy, Elsevier, vol. 20(4), pages 639-660, December.
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Working Papers
466, Research Seminar in International Economics, University of Michigan.
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Cited by:
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"The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures,"
Finance
0207005, University Library of Munich, Germany, revised 29 Oct 2003.
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- Bartram, Sohnke M. & Karolyi, G. Andrew, 2004. "The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures," Working Paper Series 2005-3, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
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"Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms,"
The World Bank Economic Review, World Bank Group, vol. 29(3), pages 550-578.
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- Jérôme Héricourt & Sandra Poncet, 2012. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Working Papers 2012-35, CEPII research center.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," PSE - Labex "OSE-Ouvrir la Science Economique" halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," PSE-Ecole d'économie de Paris (Postprint) hal-01044989, HAL.
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- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," Post-Print hal-01044989, HAL.
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- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," PSE - Labex "OSE-Ouvrir la Science Economique" hal-01044989, HAL.
- Sandra Poncet & Jérôme Héricourt, 2013. "Exchange Rate Volatility, Financial Constraints and Trade: Empirical Evidence from Chinese Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00960664, HAL.
- Jérôme Héricourt & Sandra Poncet, 2015. "Exchange Rate Volatility, Financial Constraints, and Trade: Empirical Evidence from Chinese Firms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01044989, HAL.
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Darmstadt Discussion Papers in Economics
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International Finance
0508005, University Library of Munich, Germany.
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Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
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- David Parsley Helen Popper, 2002. "Exchange Rate Pegs and Foreign Exchange Exposure in East Asia," International Finance 0211001, University Library of Munich, Germany.
- Jayasinghe, Prabhath & Tsui, Albert K., 2008. "Exchange rate exposure of sectoral returns and volatilities: Evidence from Japanese industrial sectors," Japan and the World Economy, Elsevier, vol. 20(4), pages 639-660, December.
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Cited by:
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"Dance with the Dollar: Exchange Rate Exposure on the German Stock Market,"
Darmstadt Discussion Papers in Economics
117, Darmstadt University of Technology, Department of Law and Economics.
- Entorf, Horst & Jamin, Gösta, 2002. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18198, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Entorf, Horst & Jamin, Gösta, 2008. "Dance with the Dollar: Exchange Rate Exposure on the German Stock Market," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77563, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
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"German stock returns: the dance with the dollar,"
Publications of Darmstadt Technical University, Institute for Business Studies (BWL)
14308, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Entorf, Horst & Jamin, Gösta, 2000. "German stock returns: The dance with the dollar," W.E.P. - Würzburg Economic Papers 19, University of Würzburg, Department of Economics.
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- Rambeli@Ramli, Norimah & Hashim, Emilda & Hashim, Asmawi & Affizzah Awang Marikan, Dayang & Podivinsky, Jan, 2017. "Empirical Analysis on Exchange Rate Fluctuation and Sectoral Stock Returns in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 51(1), pages 31-38.
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Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
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"The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate,"
Borradores de Economia
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- Juan José Echavarría & Luis Fernando Melo Velandia & Santiago Téllez & Mauricio Villamizar, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 10767, Banco de la Republica.
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LIDAM Reprints CORE
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- Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
- Shirota, Toyoichiro, 2023. "State-dependent effects of the unconventional monetary policy in stock markets," Japan and the World Economy, Elsevier, vol. 67(C).
- Yushi Yoshida & Jan C. Rülke, 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.
- Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások [Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
- Frenkel Michael & Stadtmann Georg, 2004. "Trading Rule Profitability and Central Bank Interventions in the Dollar-Deutsch mark Market / Der Zusammenhang zwischen der Profitabilität einer technischen Handelsstrategie und Zentralbankinterventio," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 224(6), pages 653-672, December.
- Áron Gereben & György Gyomai & Norbert Kiss M., 2005. "The microstructure approach to exchange rates: a survey from a central bank’s viewpoint," MNB Occasional Papers 2005/42, Magyar Nemzeti Bank (Central Bank of Hungary).
- Michel Beine & Sébastien Laurent & Franz Palm, 2007. "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
- Martin D. D. Evans & Richard K. Lyons, 2001. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working Papers 8356, National Bureau of Economic Research, Inc.
- Dominguez, K.M.E., 1997.
"Monetary Interdependence and Coordination,"
Working Papers
408, Research Seminar in International Economics, University of Michigan.
Cited by:
- S. Brock Blomberg, 2001. ""Dumb And Dumber" Explanations For Exchange Rate Dynamics," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 187-216, November.
- Hassapis, Christis & Pittis, Nikitas & Prodromidis, Kyprianos, 1999. "Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited," Journal of International Money and Finance, Elsevier, vol. 18(1), pages 47-73, January.
- Menzie D. Chinn & Michael P. Dooley, 1997. "Monetary Policy in Japan, Germany and the United States: Does One Size Fit All?," NBER Working Papers 6092, National Bureau of Economic Research, Inc.
- Kathryn M. Dominguez, 1993.
"Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?,"
NBER Working Papers
4532, National Bureau of Economic Research, Inc.
Cited by:
- Gabriele Galati & William Melick, 2002. "Central bank intervention and market expectations," BIS Papers, Bank for International Settlements, number 10.
- 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.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2018.
"The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 159-199, January.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 893, Banco de la Republica de Colombia.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 13203, Banco de la Republica.
- LeBaron, Blake, 1999.
"Technical trading rule profitability and foreign exchange intervention,"
Journal of International Economics, Elsevier, vol. 49(1), pages 125-143, October.
- Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, University Library of Munich, Germany.
- Blake LeBaron, 1996. "Technical Trading Rule Profitability and Foreign Exchange Intervention," NBER Working Papers 5505, National Bureau of Economic Research, Inc.
- LeBaron, B., 1996. "Technical Trading Rule Profitability and Foreing Exchange Intervention," Working papers 9445r, Wisconsin Madison - Social Systems.
- Blake LeBaron, "undated". "Technical Trading Rule Profitability and Foreign Exchange Intervention," Working papers _002, University of Wisconsin - Madison.
- Linkon Mondal, 2014. "Volatility spillover between the RBI’s intervention and exchange rate," International Economics and Economic Policy, Springer, vol. 11(4), pages 549-560, December.
- Leontyeva, Elena (Леонтьева, Елена) & Narkevich, Sergey (Наркевич, Сергей), 2015. "Optimal Practice of Creation and Management of Gold Reserves [Оптимальная Практика Создания И Управления Золотовалютными Резервами]," Published Papers mak12, Russian Presidential Academy of National Economy and Public Administration.
- Gabriele Galati & Patrick C. Higgins & Owen F. Humpage & William R. Melick, 2006.
"Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide,"
Working Papers (Old Series)
0618, Federal Reserve Bank of Cleveland.
- Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick, 2007. "Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 225-247.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994.
"The ineffectiveness of central bank intervention,"
Other publications TiSEM
9f9b4890-d5b8-4e2d-9b9a-0, Tilburg University, School of Economics and Management.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "The ineffectiveness of central bank intervention," Discussion Paper 1994-101, Tilburg University, Center for Economic Research.
- Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019. "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, vol. 2(1), pages 24-47.
- Francisco Ledesma-Rodríguez & Manuel Navarro-Ibáñez & Jorge Pérez-Rodríguez & Simón Sosvilla-Rivero, 2006.
"Implicit Bands in the Yen/Dollar Exchange Rate,"
Working Papers
2006-19, FEDEA.
- Francisco Ledesma-Rodriguez & Manuel Navarro-Ibanez & Jorge Perez-Rodriguez & Simon Sosvilla-Rivero, 2011. "Implicit bands in the yen/dollar exchange rate," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1241-1255.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009.
"Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia,"
Borradores de Economia
5509, Banco de la Republica.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
- Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
- Garcia-Cicco Javier & Bucacos Elizabeth & Mello Miguel, 2023. "Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay," Asociación Argentina de Economía Política: Working Papers 4657, Asociación Argentina de Economía Política.
- Seok Gil Park, 2007. "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," CAEPR Working Papers 2007-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Kang, In-Bong, 1999. "International foreign exchange agreements and nominal exchange rate volatility: a GARCH application," The North American Journal of Economics and Finance, Elsevier, vol. 10(2), pages 453-472.
- Chris D'Souza, 2002. "A Market Microstructure Analysis of Foreign Exchange Intervention in Canada," Staff Working Papers 02-16, Bank of Canada.
- Brissimis, Sophocles N. & Chionis, Dionysios P., 2004. "Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 661-673, September.
- Almekinders, G.J. & Eijffinger, S.C.W., 1996.
"A friction model of daily Bundesbank and Federal Reserve intervention,"
Other publications TiSEM
9ca974cc-1549-4752-8dbe-0, Tilburg University, School of Economics and Management.
- 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.
- Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
- Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
- Linkon Mondal, 2012. "Foreign Exchange Market Intervention and Exchange Rate Volatility: A Bivariate GARCH Model for India," The IUP Journal of Bank Management, IUP Publications, vol. 0(4), pages 29-40, November.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Pavlidis Efthymios G. & Paya Ivan & Peel David A., 2013. "Nonlinear causality tests and multivariate conditional heteroskedasticity: a simulation study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 297-312, May.
- Sergio Da Silva, 2004. "The Dornbusch Model with Chaos and Foreign Exchange Intervention," International Finance 0405017, University Library of Munich, Germany.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2017.
"A Theoretical Approach To Sterilized Foreign Exchange Intervention,"
Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 343-365, February.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," Borradores de Economia 12424, Banco de la Republica.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," Borradores de Economia 862, Banco de la Republica de Colombia.
- Jean-Yves Gnabo & Christelle Lecourt, 2008. "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
- Jonathan Mpundu Chipili, 2014. "Foreign Exchange Intervention and Exchange Rate Volatility in Zambia," Journal of African Business, Taylor & Francis Journals, vol. 15(2), pages 114-121, August.
- Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
- Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
- Galati, Gabriele & Melick, William & Micu, Marian, 2005. "Foreign exchange market intervention and expectations: The yen/dollar exchange rate," Journal of International Money and Finance, Elsevier, vol. 24(6), pages 982-1011, October.
- Bahram Adrangi & Mary Allender & Kambiz Raffiee, 2011. "An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 19-34, August.
- Zhang, Zhiwen & Makin, Anthony J. & Bai, Qinxian, 2016. "Yen internationalization and Japan's international reserves," Economic Modelling, Elsevier, vol. 52(PB), pages 452-466.
- Priscilla Chiu, 2003. "Transparency versus constructive ambiguity in foreign exchange intervention," BIS Working Papers 144, Bank for International Settlements.
- Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999. "Intervention as information: a survey," Working Papers (Old Series) 9918, Federal Reserve Bank of Cleveland.
- Oliveira, Fernando Nascimento & Plaga, Alessandra Ribeiro, 2011. "Eficácia das intervenções do Banco Central do Brasil sobre a volatilidade da taxa de câmbio nominal," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 65(1), March.
- William Melick & Gabriele Galati, 1999. "Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96," BIS Working Papers 77, Bank for International Settlements.
- Neil Beattie & Jean-François Fillion, 1999. "An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention," Staff Working Papers 99-4, Bank of Canada.
- Richard T. Baillie & William P. Osterberg, 1998. "Central bank intervention and overnight uncovered interest rate parity," Working Papers (Old Series) 9823, Federal Reserve Bank of Cleveland.
- 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.
- 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.
- Rebecca Wetmore Humes & William P. Osterberg, 1993. "The inaccuracy of newspaper reports of U.S. foreign exchange intervention," Economic Review, Federal Reserve Bank of Cleveland, vol. 29(Q IV), pages 25-33.
- Leachman, Lori L. & Francis, Bill, 1995. "Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords," Journal of Macroeconomics, Elsevier, vol. 17(4), pages 551-577.
- Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020.
"The Effectiveness of FX Interventions: A Meta-Analysis,"
Borradores de Economia
1132, Banco de la Republica de Colombia.
- Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020. "The Effectiveness of FX Interventions: A Meta-Analysis," Discussion Papers of DIW Berlin 1895, DIW Berlin, German Institute for Economic Research.
- Castillo-Maldonado, Carlos Eduardo, 2008. "Intervención cambiaria en Guatemala: ¿Ha sido efectiva? [Foreign Exchange Market Intervention in Guatemala: Has it been Effective?]," MPRA Paper 79038, University Library of Munich, Germany.
- Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások [Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
- Catherine Bonser-Neal, 1996. "Does central bank intervention stabilize foreign exchange rates?," Economic Review, Federal Reserve Bank of Kansas City, vol. 81(Q I), pages 43-57.
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"Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects,"
Center for International and Development Economics Research (CIDER) Working Papers
233167, University of California-Berkeley, Department of Economics.
- Kathryn M. Dominguez and Jeffrey A. Frankel., 1992. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects," Center for International and Development Economics Research (CIDER) Working Papers C92-001, University of California at Berkeley.
Cited by:
- Michael Bordo & Anna Schwartz, 1991. "What has foreign exchange market intervention since the Plaza Agreement accomplished?," Open Economies Review, Springer, vol. 2(1), pages 39-64, February.
- Jeffrey A. Frankel and Andrew K. Rose., 1995.
"A Survey of Empirical Research on Nominal Exchange Rates,"
Center for International and Development Economics Research (CIDER) Working Papers
C95-051, University of California at Berkeley.
- Frankel, Jeffrey A. & Rose, Andrew K., 1995. "A Survey of Empirical Research on Nominal Exchange Rates," Center for International and Development Economics Research (CIDER) Working Papers 233409, University of California-Berkeley, Department of Economics.
- Jeffrey A. Frankel & Andrew K. Rose, 1994. "A Survey of Empirical Research on Nominal Exchange Rates," NBER Working Papers 4865, National Bureau of Economic Research, Inc.
- Richard T. Baillie & Owen F. Humpage, 1992. "Post-Louvre intervention: did target zones stabilize the dollar?," Working Papers (Old Series) 9203, Federal Reserve Bank of Cleveland.
- Eichengreen, Barry, 1993.
"The Crisis in the EMS and the Transition to EMU: An Interim Assessment,"
Center for International and Development Economics Research (CIDER) Working Papers
233203, University of California-Berkeley, Department of Economics.
- Barry Eichengreen., 1993. "The Crisis in the EMS and the Transition to EMU: An Interim Assessment," Center for International and Development Economics Research (CIDER) Working Papers C93-022, University of California at Berkeley.
- Valentina Cepeda & Bibiana Taboada-Arango & Mauricio Villamizar-Villegas, 2023. "Can Central Bank Credibility Improve Monetary Policy? A Meta-Analysis," Borradores de Economia 1239, Banco de la Republica de Colombia.
- Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(2), pages 319-339, December.
- Richard N. Cooper & Jane Sneddon Little, 2001. "U.S. monetary policy in an integrating world: 1960 to 2000," New England Economic Review, Federal Reserve Bank of Boston, pages 33-56.
- Kim Kyung Soo, 2000. "Foreign Exchange Intervention For Internal Balance," International Economic Journal, Taylor & Francis Journals, vol. 14(4), pages 59-75.
- Kathryn M. Dominguez, 1992.
"The Role of International Organizations in the Bretton Woods System,"
NBER Working Papers
3951, National Bureau of Economic Research, Inc.
- Kathryn M.E. Dominguez, 1993. "The Role of International Organizations in the Bretton Woods System," NBER Chapters, in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 357-404, National Bureau of Economic Research, Inc.
Cited by:
- Eichengreen, Barry, 1993.
"Prerequisites for International Monetary Stability,"
Center for International and Development Economics Research (CIDER) Working Papers
233199, University of California-Berkeley, Department of Economics.
- Barry Eichengreen., 1993. "Prerequisites for International Monetary Stability," Center for International and Development Economics Research (CIDER) Working Papers C93-018, University of California at Berkeley.
- Barry Eichengreen., 1994.
"History and Reform of the International Monetary System,"
Center for International and Development Economics Research (CIDER) Working Papers
C94-041, University of California at Berkeley.
- Eichengreen, Barry, 1994. "History and Reform of the International Monetary System," Center for International and Development Economics Research (CIDER) Working Papers 233391, University of California-Berkeley, Department of Economics.
- Barry Eichengreen., 1993.
"International Monetary Arrangements for the 21st Century,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-021, University of California at Berkeley.
- Eichengreen, Barry, 1993. "International Monetary Arrangements for the 21st Century," Center for International and Development Economics Research (CIDER) Working Papers 233202, University of California-Berkeley, Department of Economics.
- Bordo, Michael D & Eichengreen, Barry, 1997.
"Implications of the Great Depression for the Development of the International Monetary System,"
CEPR Discussion Papers
1680, C.E.P.R. Discussion Papers.
- Michael D. Bordo & Barry Eichengreen, 1997. "Implications of the Great Depression for the Development of the International Monetary System," NBER Working Papers 5883, National Bureau of Economic Research, Inc.
- Michael D. Bordo & Barry Eichengreen, 1998. "Implications of the Great Depression for the Development of the International Monetary System," NBER Chapters, in: The Defining Moment: The Great Depression and the American Economy in the Twentieth Century, pages 403-454, National Bureau of Economic Research, Inc.
- Eugene N. White & Michael D. Bordo & Dominique Simard, 1996. "An Overplayed Hand: France and the Bretton Woods International Monetary System," Departmental Working Papers 199420, Rutgers University, Department of Economics.
- Anne O. Krueger, 1997.
"Whither the World Bank and the IMF?,"
NBER Working Papers
6327, National Bureau of Economic Research, Inc.
- Anne O. Krueger, 1998. "Whither the World Bank and the IMF?," Journal of Economic Literature, American Economic Association, vol. 36(4), pages 1983-2020, December.
- Kathryn M. Dominguez, 1991.
"Do Exchange Auctions Work? An Examination of the Bolivian Experience,"
NBER Working Papers
3683, National Bureau of Economic Research, Inc.
Cited by:
- Aaron Tornell & Andres Velasco, 1995.
"Money-Based versus Exchange Rate-Based Stabilization with Endogenous Fiscal Policy,"
NBER Working Papers
5300, National Bureau of Economic Research, Inc.
- Tornell, Aaron & Velasco, Andres, 1995. "Money-Based Versus Exchange Rate-Based Stabilization with Endogenous Fiscal Policy," Working Papers 95-21, C.V. Starr Center for Applied Economics, New York University.
- Aaron Tornell & Andres Velasco, 1995.
"Money-Based versus Exchange Rate-Based Stabilization with Endogenous Fiscal Policy,"
NBER Working Papers
5300, National Bureau of Economic Research, Inc.
- Kathryn M. Dominguez & Peter B. Kenen, 1991.
"Intramarginal Intervention in the EMS and the Target-Zone Model of Exchange-Rate Behavior,"
NBER Working Papers
3670, National Bureau of Economic Research, Inc.
- Dominquez, Kathryn M. & Kenen, Peter B., 1992. "Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior," European Economic Review, Elsevier, vol. 36(8), pages 1523-1532, December.
Cited by:
- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015.
"Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?,"
NBER Working Papers
21427, National Bureau of Economic Research, Inc.
- Mr. Olivier J Blanchard & Gustavo Adler & Mr. Irineu E de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," IMF Working Papers 2015/159, International Monetary Fund.
- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," Working Paper Series WP15-18, Peterson Institute for International Economics.
- Lera, Sandro Claudio & Sornette, Didier, 2016. "Quantitative modelling of the EUR/CHF exchange rate during the target zone regime of September 2011 to January 2015," Journal of International Money and Finance, Elsevier, vol. 63(C), pages 28-47.
- Peter P. Carr & Zura Kakushadze, 2017.
"FX options in target zones,"
Quantitative Finance, Taylor & Francis Journals, vol. 17(10), pages 1477-1486, October.
- Peter Carr & Zura Kakushadze, 2015. "FX Options in Target Zone," Papers 1512.01527, arXiv.org, revised Jul 2016.
- Peter Brandner & Harald Grech, 2002. "Why did Central Banks Intervene in the EMS? The Post 1993 Experience," Working Papers 77, Oesterreichische Nationalbank (Austrian Central Bank).
- Gabauer, David, 2021. "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Peter Brandner & Harald Grech, 2002. "Why Did Central Banks Intervene in the EMS? The Post-1993 Experience," WIFO Working Papers 192, WIFO.
- Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1994.
"Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System,"
NBER Working Papers
4898, National Bureau of Economic Research, Inc.
- Barry Eichengreen, Andrew K. Rose, and Charles Wyplosz., 1995. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," Center for International and Development Economics Research (CIDER) Working Papers C95-046, University of California at Berkeley.
- Eichengreen, Barry & Rose, Andrew K & Wyplosz, Charles, 1994. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," CEPR Discussion Papers 1060, C.E.P.R. Discussion Papers.
- Barry Eichengreen & Andrew K. Rose & Charles Wyplosz, 1995. "Speculative attacks on pegged exchange rates: an empirical exploration with special reference to the European Monetary System," Working Papers in Applied Economic Theory 95-04, Federal Reserve Bank of San Francisco.
- Eichengreen, Barry & Rose, Andrew K. & Wyplosz, Charles, 1995. "Speculative Attacks on Pegged Exchange Rates: An Empirical Exploration with Special Reference to the European Monetary System," Center for International and Development Economics Research (CIDER) Working Papers 233397, University of California-Berkeley, Department of Economics.
- van de Gucht, Linda M. & Dekimpe, Marnik G. & Kwok, Chuck C. Y., 1996. "Persistence in foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 15(2), pages 191-220, April.
- Flandreau, Marc, 1998.
"The burden of intervention: externalities in multilateral exchange rates arrangements,"
Journal of International Economics, Elsevier, vol. 45(1), pages 137-171, June.
- Flandreau, Marc, 1996. "The Burden of Intervention: Externalities in Multilateral Exchange Rates Arrangements," CEPR Discussion Papers 1504, C.E.P.R. Discussion Papers.
- Hallett, Andrew Hughes & Anthony, Myrvin L., 1997. "Exchange rate behaviour under the EMS regime: was there any systematic change?," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 537-560, August.
- Su Zhou & Mohsen Bahmani-Oskooee & Ali M. Kutan, 2008.
"Purchasing Power Parity before and after the Adoption of the Euro,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 144(1), pages 134-150, April.
- Su Zhou & Mohsen Bahmani-Oskooee & Aali M. Kutan, 2008. "Purchasing Power Parity Before And After The Adoption Of The Euro," Working Papers 0031, College of Business, University of Texas at San Antonio.
- Pill, Huw, 1996. "Evaluating target zone models in EMS data," Economics Letters, Elsevier, vol. 52(2), pages 199-204, August.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2010.
"Exchange Rate Target Zones: A Survey of the Literature,"
GEMF Working Papers
2010-14, GEMF, Faculty of Economics, University of Coimbra.
- António Portugal Duarte & João Sousa Andrade & Adelaide Duarte, 2013. "Exchange Rate Target Zones: A Survey Of The Literature," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 247-268, April.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019.
"Unveiling the effects of foreign exchange intervention: A panel approach,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015. "Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach," IMF Working Papers 2015/130, International Monetary Fund.
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21427, National Bureau of Economic Research, Inc.
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- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," Working Paper Series WP15-18, Peterson Institute for International Economics.
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- Higgins, Matthew, 1998.
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- Mitch Kunce, 2023. "Age Cohort Affects on U.S. State-Level Alcohol Consumption Shares: Insights Using Attraction CODA," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 12(3), pages 1-1.
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Articles
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"Revisiting Exchange Rate Rules,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
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Journal of International Money and Finance, Elsevier, vol. 131(C).
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- Sandri, Damiano, 2020. "FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability," CEPR Discussion Papers 14897, C.E.P.R. Discussion Papers.
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Discussion Papers of DIW Berlin
1915, DIW Berlin, German Institute for Economic Research.
- Marcel Fratzscher & Tobias Heidland & Lukas Menkhoff & Lucio Sarno & Maik Schmeling, 2023. "Foreign Exchange Intervention: A New Database," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(4), pages 852-884, December.
- Sarno, Lucio & Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Schmeling, Maik, 2022. "Foreign exchange intervention: A new database," CEPR Discussion Papers 17558, C.E.P.R. Discussion Papers.
- Fratzscher, Marcel & Heidland, Tobias & Menkhoff, Lukas & Sarno, Lucio & Schmeling, Maik, 2020. "Foreign exchange intervention: A new database," Kiel Working Papers 2171, Kiel Institute for the World Economy (IfW Kiel).
- Kathryn Dominguez, 2014.
"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 229-252, June.
See citations under working paper version above.
- Kathryn M. E. Dominguez, 2014. "Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession," Working Papers 647, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013.
"Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
Cited by:
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"The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate,"
Borradores de Economia
767, Banco de la Republica de Colombia.
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- Juan José Echavarría & Luis Fernando Melo Velandia & Santiago Téllez & Mauricio Villamizar, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 10767, Banco de la Republica.
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Working Paper Series
rwp17-025, Harvard University, John F. Kennedy School of Government.
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Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 73(C).
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CEPR Discussion Papers
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- Marcel Fratzscher & Oliver Goede & Lukas Menkhoff & Lucio Sarno & Tobias Stöhr, 2015. "When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries," Discussion Papers of DIW Berlin 1518, DIW Berlin, German Institute for Economic Research.
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"The Relative Effectiveness of Spot and Derivatives‐Based Intervention,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1455-1490, September.
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- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," Working Paper Series WP15-18, Peterson Institute for International Economics.
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"FX intervention and domestic credit in a partially dollarized economy: Evidence using microdata from Peru,"
IHEID Working Papers
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- Sandri, Damiano, 2023.
"FX intervention to stabilize or manipulate the exchange rate? Inference from profitability,"
Journal of International Money and Finance, Elsevier, vol. 131(C).
- Damiano Sandri, 2022. "FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability," BIS Working Papers 1059, Bank for International Settlements.
- Sandri, Damiano, 2020. "FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability," CEPR Discussion Papers 14897, C.E.P.R. Discussion Papers.
- Garcia-Cicco Javier & Bucacos Elizabeth & Mello Miguel, 2023. "Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay," Asociación Argentina de Economía Política: Working Papers 4657, Asociación Argentina de Economía Política.
- Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
- Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
- Zineddine Alla, 2017. "Optimal policies in international macroeconomics [Politiques optimales en macroéconomie internationale]," SciencePo Working papers Main tel-03436551, HAL.
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(7), pages 1755-1791, October.
- Zineddine Alla & Mr. Raphael A Espinoza & Mr. Atish R. Ghosh, 2017. "FX Intervention in the New Keynesian Model," IMF Working Papers 2017/207, International Monetary Fund.
- Kohlscheen, Emanuel & Andrade, Sandro C., 2014. "Official FX interventions through derivatives," Journal of International Money and Finance, Elsevier, vol. 47(C), pages 202-216.
- Kathryn M. E. Dominguez, 2020. "Revisiting Exchange Rate Rules," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
- Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
- Hoshikawa, Takeshi, 2017. "Exchange rate rebounds after foreign exchange market interventions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 102-110.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019.
"Unveiling the effects of foreign exchange intervention: A panel approach,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015. "Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach," IMF Working Papers 2015/130, International Monetary Fund.
- Rodnyansky, A. & Timmer, Y. & Yago, N., 2023. "Intervening against the Fed," Cambridge Working Papers in Economics 2357, Faculty of Economics, University of Cambridge.
- Alain Naef & Jacob P. Weber, 2021. "Regional How Powerful is Unannounced, Sterilized Foreign Exchange Intervention?," Working papers 834, Banque de France.
- Naef, Alain & Weber, Jacob, 2021.
"How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?,"
SocArXiv
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- Alain Naef & Jacob P. Weber, 2023. "How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(5), pages 1307-1319, August.
- Biswal, P.C. & Jain, Anshul, 2019. "Should central banks use the currency futures market to manage spot volatility? Evidence from India," Journal of Multinational Financial Management, Elsevier, vol. 52.
- Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
- Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021. "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Kathryn M. E. Dominguez & Matthew D. Shapiro, 2013.
"Forecasting the Recovery from the Great Recession: Is This Time Different?,"
American Economic Review, American Economic Association, vol. 103(3), pages 147-152, May.
See citations under working paper version above.
- Kathryn M.E. Dominguez & Matthew D. Shapiro, 2013. "Forecasting the Recovery from the Great Recession: Is This Time Different?," NBER Working Papers 18751, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012.
"International reserves and the global financial crisis,"
Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Chapters, in: Global Financial Crisis, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Anusha Chari & Wenjie Chen & Kathryn M E Dominguez, 2012.
"Foreign Ownership and Firm Performance: Emerging Market Acquisitions in the United States,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(1), pages 1-42, April.
See citations under working paper version above.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," Working Papers 590, Research Seminar in International Economics, University of Michigan.
- Anusha Chari & Wenjie Chen & Kathryn M.E. Dominguez, 2009. "Foreign Ownership and Firm Performance: Emerging-Market Acquisitions in the United States," NBER Working Papers 14786, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E., 2012.
"Foreign reserve management during the global financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2017-2037.
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"For a Few Dollars More: Reserves and Growth in Times of Crises,"
NBER Working Papers
19791, National Bureau of Economic Research, Inc.
- Bussière, Matthieu & Cheng, Gong & Chinn, Menzie D. & Lisack, Noëmie, 2015. "For a few dollars more: Reserves and growth in times of crises," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 127-145.
- M. Bussière & G. Cheng & M. Chinn & N. Lisack, 2015. "For a Few Dollars More: Reserves and Growth in Times of Crises," Working papers 550, Banque de France.
- Eichler, Stefan & Roevekamp, Ingmar, 2016.
"A market-based indicator of currency risk: Evidence from American Depositary Receipts,"
Hannover Economic Papers (HEP)
dp-572, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Eichler, Stefan & Roevekamp, Ingmar, 2016. "A Market-based Indicator of Currency Risk: Evidence from American Depositary Receipts," IWH Discussion Papers 4/2016, Halle Institute for Economic Research (IWH).
- Rövekamp, Ingmar & Eichler, Stefan, 2016. "A market-based indicator of currency risk: Evidence from American Depositary Receipts," VfS Annual Conference 2016 (Augsburg): Demographic Change 145791, Verein für Socialpolitik / German Economic Association.
- Kathryn M. E. Dominguez, 2014.
"Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession,"
Working Papers
647, Research Seminar in International Economics, University of Michigan.
- Kathryn Dominguez, 2014. "Exchange Rate Implications of Reserve Changes: How Non-EZ European Countries Fared during the Great Recession," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 56(2), pages 229-252, June.
- Luis Cabezas & José Gregorio, 2019. "Accumulation of reserves in emerging and developing countries: mercantilism versus insurance," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 819-857, November.
- Dąbrowski, Marek A., 2019. "A new approach to estimation of actively managed component of foreign exchange reserves," MPRA Paper 95280, University Library of Munich, Germany.
- Adler, Gustavo & Mano, Rui C., 2021.
"The Cost of Foreign Exchange Intervention: Concepts and Measurement,"
Journal of Macroeconomics, Elsevier, vol. 67(C).
- Gustavo Adler & Rui Mano, 2016. "The Cost of Foreign Exchange Intervention: Concepts and Measurement," IMF Working Papers 2016/089, International Monetary Fund.
- Piotr Misztal, 2021. "The Size and the Main Determinants of China’s Official Currency Reserves in the Period 1990-2019," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 568-582.
- Mateane, Lebogang, 2020. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," EconStor Preprints 227484, ZBW - Leibniz Information Centre for Economics.
- Kubo, Akihiro, 2017. "The macroeconomic impact of foreign exchange intervention: An empirical study of Thailand," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 243-254.
- Mateane, Lebogang, 2023. "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," Research in Economics, Elsevier, vol. 77(3), pages 402-418.
- Mr. Gaston Gelos & Lucyna Gornicka & Mr. Robin Koepke & Ms. Ratna Sahay & Ms. Silvia Sgherri, 2019.
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- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
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Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 8(3), pages 281-298, August.
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Chemnitz Economic Papers
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"Foreign Exchange Inflows in Emerging Markets: How Much are they Sterilised?,"
Manchester School, University of Manchester, vol. 85(3), pages 261-281, June.
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"Unveiling the effects of foreign exchange intervention: A panel approach,"
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"International Reserves and Underdeveloped Capital Markets,"
NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 193-221.
- Kathryn M. E. Dominguez, 2010. "International Reserves and Underdeveloped Capital Markets," NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 193-221, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Kathryn M.E. Dominguez, 2009. "International Reserves and Underdeveloped Capital Markets," Working Papers 600, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The influence of actual and unrequited interventions,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
See citations under working paper version above.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers 561, Research Seminar in International Economics, University of Michigan.
- Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006.
"What defines `news' in foreign exchange markets?,"
Journal of International Money and Finance, Elsevier, vol. 25(1), pages 168-198, February.
See citations under working paper version above.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines 'News' in Foreign Exchange Markets," Working Papers 547, Research Seminar in International Economics, University of Michigan.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines "News" in Foreign Exchange Markets?," NBER Working Papers 11769, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Tesar, Linda L., 2006.
"Exchange rate exposure,"
Journal of International Economics, Elsevier, vol. 68(1), pages 188-218, January.
See citations under working paper version above.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "Exchange Rate Exposure," NBER Working Papers 8453, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez, 2006.
"The European Central Bank, the Euro, and Global Financial Markets,"
Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 67-88, Fall.
Cited by:
- Ahmed Samour, Aliya Zhakanova Isiksal, Turgut Türsoy, 2023. "Effects of the domestic and ECB interest rates on Türkiye's stock market: Empirical evidence from a newly developed combined co-integration and causality analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 20(2), pages 223-238, December.
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"Conflicting national policies: The creation of the euro and the rebalancing of telecommunications prices,"
Telecommunications Policy, Elsevier, vol. 47(1).
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- Yucel, Eray, 2011. "A Review and Bibliography of Early Warning Models," MPRA Paper 32893, University Library of Munich, Germany.
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- Gabriel A. Giménez-Roche, 2011. "Institutional Illusion and Financial Entrepreneurship in the European Debt Scheme," Chapters, in: David Howden (ed.), Institutions in Crisis, chapter 1, Edward Elgar Publishing.
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"When do central bank interventions influence intra-daily and longer-term exchange rate movements?,"
Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1051-1071, November.
See citations under working paper version above.
- Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers 506, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
- Auguste, Sebastian & Dominguez, Kathryn M.E. & Kamil, Herman & Tesar, Linda L., 2006.
"Cross-border trading as a mechanism for implicit capital flight: ADRs and the Argentine crisis,"
Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1259-1295, October.
See citations under working paper version above.
- Sebastian Auguste & Kathryn M.E. Dominguez & Herman Kamil & Linda L. Tesar, 2005. "Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis," Working Papers 533, Research Seminar in International Economics, University of Michigan.
- Dominguez, Kathryn M. E., 2003.
"The market microstructure of central bank intervention,"
Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
See citations under working paper version above.
- Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
- Dominguez & K., 1997. "The Market Microstructure of Central Bank Intervention," Working Papers 412, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"Trade and Exposure,"
American Economic Review, American Economic Association, vol. 91(2), pages 367-370, May.
See citations under working paper version above.
- Kathryn M.E Dominguez & Linda L. Tesar, 2000. "Trade and Exposure," Working Papers 466, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "Trade and Exposure," NBER Working Papers 8129, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2001.
"A Reexamination of Exchange-Rate Exposure,"
American Economic Review, American Economic Association, vol. 91(2), pages 396-399, May.
See citations under working paper version above.
- Kathryn M.E Dominguez & Linda L. Tesar, 2001. "A Re-Examination of Exchange Rate Exposure," Working Papers 465, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2001. "A Re-Examination of Exchange Rate Exposure," NBER Working Papers 8128, National Bureau of Economic Research, Inc.
- 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.
Cited by:
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
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- Hüfner, Felix P., 2000. "The British foreign exchange reserves puzzle," ZEW Discussion Papers 00-55, ZEW - Leibniz Centre for European Economic Research.
- Oscar Bernal Diaz, 2006. "Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan," DULBEA Working Papers 06-03.RS, ULB -- Universite Libre de Bruxelles.
- Holger Fink & Andreas Fuest & Henry Port, 2018. "The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates," Risks, MDPI, vol. 6(3), pages 1-19, August.
- Michel Beine & Christelle Lecourt, 2004.
"Reported and secret interventions in the foreign exchange market,"
ULB Institutional Repository
2013/10427, ULB -- Universite Libre de Bruxelles.
- Beine, Michel & Lecourt, Christelle, 2004. "Reported and secret interventions in the foreign exchange markets," Finance Research Letters, Elsevier, vol. 1(4), pages 215-225, December.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach,"
LSF Research Working Paper Series
07-19, Luxembourg School of Finance, University of Luxembourg.
- Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009. "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 904-913, May.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series 1894, CESifo.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB 07-013.RS, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006. "Intervention policy of the BoJ: a unified approach," DULBEA Working Papers 06-15.RS, ULB -- Universite Libre de Bruxelles.
- Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January.
- Kathryn Dominguez & Freyan Panthaki, 2005.
"What Defines "News" in Foreign Exchange Markets?,"
NBER Working Papers
11769, National Bureau of Economic Research, Inc.
- Kathryn Dominguez & Freyan Panthaki, 2005. "What Defines 'News' in Foreign Exchange Markets," Working Papers 547, Research Seminar in International Economics, University of Michigan.
- Dominguez, Kathryn M.E. & Panthaki, Freyan, 2006. "What defines `news' in foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 168-198, February.
- Rogers, J. M. & Siklos, P. L., 2003.
"Foreign exchange market intervention in two small open economies: the Canadian and Australian experience,"
Journal of International Money and Finance, Elsevier, vol. 22(3), pages 393-416, June.
- 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.
- Gregory Gagnon, 2019. "Vanishing central bank intervention in stochastic impulse control," Annals of Finance, Springer, vol. 15(1), pages 125-153, March.
- Peter Andersen & Suk-Joong Kim, 2018.
"Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71,
World Scientific Publishing Co. Pte. Ltd..
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- Takeshi Hoshikawa, 2008. "The causal relationships between foreign exchange intervention and exchange rate," Applied Economics Letters, Taylor & Francis Journals, vol. 15(7), pages 519-522.
- Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023. "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, vol. 235(2), pages 1934-1954.
- Linkon Mondal, 2014. "Volatility spillover between the RBI’s intervention and exchange rate," International Economics and Economic Policy, Springer, vol. 11(4), pages 549-560, December.
- Michel Beine & Agnès Bénassy-Quéré & Christelle Lecourt, 1999. "The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations," Working Papers 1999-14, CEPII research center.
- Michel Beine & Ariane Szafarz, 2006. "Size matters: Central bank interventions on the Yen/Dollar exchange rate," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(1), pages 5-20.
- Grossmann, Axel & Love, Inessa & Orlov, Alexei G., 2014. "The dynamics of exchange rate volatility: A panel VAR approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 1-27.
- Milan Nedeljkovic & Christian Saborowski, 2019.
"The Relative Effectiveness of Spot and Derivatives‐Based Intervention,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(6), pages 1455-1490, September.
- Milan Nedeljkovic & Christian Saborowski, 2018. "The Relative Effectiveness of Spot and Derivatives Based Intervention," CESifo Working Paper Series 7127, CESifo.
- Gabriele Galati & Patrick C. Higgins & Owen F. Humpage & William R. Melick, 2006.
"Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide,"
Working Papers (Old Series)
0618, Federal Reserve Bank of Cleveland.
- Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick, 2007. "Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 225-247.
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"An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns,"
Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 16-32.
- Francq, Christian & Sucarrat, Genaro, 2015. "Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns," MPRA Paper 67140, University Library of Munich, Germany.
- Michel Beine & Charles Bos & Sébastien Laurent, 2007.
"The impact of Central Bank FX interventions on currency components,"
ULB Institutional Repository
2013/10419, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Charles S. Bos & Sebastian Laurent, 2005. "The Impact of Central Bank FX Interventions on Currency Components," Tinbergen Institute Discussion Papers 05-103/4, Tinbergen Institute.
- BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006. "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE 1980, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Michel Beine & Charles S. Bos & Sébastien Laurent, 2007. "The Impact of Central Bank FX Interventions on Currency Components," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(1), pages 154-183.
- Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2004.
"On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s,"
Review of Financial Economics, John Wiley & Sons, vol. 13(3), pages 231-243.
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- Beine, Michel, 2004.
"Conditional covariances and direct central bank interventions in the foreign exchange markets,"
Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1385-1411, June.
- Michel Beine, 2004. "Conditional covariance and direct Central Bank intervention in the foreign exchange markets," ULB Institutional Repository 2013/10431, ULB -- Universite Libre de Bruxelles.
- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015.
"Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?,"
NBER Working Papers
21427, National Bureau of Economic Research, Inc.
- Mr. Olivier J Blanchard & Gustavo Adler & Mr. Irineu E de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," IMF Working Papers 2015/159, International Monetary Fund.
- Olivier Blanchard & Gustavo Adler & Irineu de Carvalho Filho, 2015. "Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?," Working Paper Series WP15-18, Peterson Institute for International Economics.
- Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 776-803, September.
- Jaqueline Terra Moura Marins & Gustavo Silva Araujo & José Valentim Machado Vicente, 2015. "As Atuações Cambiais do Banco Central Afetam as Expectativas de Mercado?," Working Papers Series 393, Central Bank of Brazil, Research Department.
- Carlos E. da Costa & Jaime de Jesus Filho & Paulo Matos, 2016. "Forward-premium puzzle: is it time to abandon the usual regression?," Applied Economics, Taylor & Francis Journals, vol. 48(30), pages 2852-2867, June.
- Wang, Jianxin & Yang, Minxian, 2009. "Asymmetric volatility in the foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 597-615, October.
- Fischer, Andreas M. & Isakova, Gulzina & Termechikov, Ulanbek, 2009.
"Do FX traders in Bishkek have similar perceptions to their London colleagues?: Survey evidence of market practitioners' views,"
Journal of Asian Economics, Elsevier, vol. 20(2), pages 98-109, March.
- Andreas M. Fischer & Ulan Termechikov, 2007. "Do FX traders in Bishkek have similar perceptions to their London colleagues? Survey evidence of market practitioners' views," Working Papers 2007-01, Swiss National Bank.
- Matos, Paulo & Beviláqua, Giovanni & Filho, Jaime, 2012. "Previsão do câmbio real-dólar sob um arcabouço de apreçamento de ativos," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 66(3), October.
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- Andreas Fischer, 2004.
"Price Clustering in the FX Market: A Disaggregate Analysis using Central Bank Interventions,"
Working Papers
04.04, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas, 2004. "Price Clustering in the FX Market: A Disaggregate Analysis Using Central Bank Intervention," CEPR Discussion Papers 4529, C.E.P.R. Discussion Papers.
- Pami Dua & Ritu Suri, 2019. "Interlinkages Between USD–INR, EUR–INR, GBP–INR and JPY–INR Exchange Rate Markets and the Impact of RBI Intervention," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 18(1_suppl), pages 102-136, April.
- Balázs Égert & Maroje Lang, 2006. "Foreign exchange interventions in a small emerging market: the case of Croatia," Economic Change and Restructuring, Springer, vol. 39(1), pages 35-62, June.
- Michel Beine & Agnes Bénassy-Quéré & Ronald MacDonald, 2007.
"The impact of Central Bank intervention on exchange rate forecasts heterogeneity,"
ULB Institutional Repository
2013/10423, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Agnès Bénassy-Quéré & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center.
- M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," THEMA Working Papers 2002-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beine, Michel & Benassy-Quere, Agnes & MacDonald, Ronald, 2007. "The impact of central bank intervention on exchange-rate forecast heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 38-63, March.
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"Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates,"
Working Papers
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- Amélie Charles & Olivier Darné & Jae H. Kim, 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print hal-00958288, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
- O. P. C. Muhammed Rafi & M. Ramachandran, 2018. "Capital flows and exchange rate volatility: experience of emerging economies," Indian Economic Review, Springer, vol. 53(1), pages 183-205, December.
- Liu, Li-Gang & Pauwels, Laurent L., 2012.
"Do external political pressures affect the Renminbi exchange rate?,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1800-1818.
- Liu, Li-Gang & Pauwels, Laurent, 2011. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 10/2011, University of Sydney Business School, Discipline of Business Analytics.
- Li-gang Liu & Laurent Pauwels & Jun-yu Chan, 2008. "Do External Political Pressures Affect the Renminbi Exchange Rate?," Working Papers 0805, Hong Kong Monetary Authority.
- Wilfling, Bernd, 2001.
"Interest Rate Volatility Prior to Monetary Union Under Alternative Pre-Switch Regimes,"
Discussion Paper Series
26277, Hamburg Institute of International Economics.
- Bernd Wilfling, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre‐Switch Regimes," German Economic Review, Verein für Socialpolitik, vol. 4(4), pages 433-457, November.
- Wilfling Bernd, 2003. "Interest Rate Volatility Prior to Monetary Union under Alternative Pre-Switch Regimes," German Economic Review, De Gruyter, vol. 4(4), pages 433-457, December.
- Wilfling, Bernd, 2001. "Interest rate volatility prior to monetary union under alternative pre-switch regimes," HWWA Discussion Papers 143, Hamburg Institute of International Economics (HWWA).
- Giuseppe Cavaliere, 2000. "A Rescaled Range Statistics Approach to Unit Root Tests," Econometric Society World Congress 2000 Contributed Papers 0318, Econometric Society.
- Marwa A. Elsherif, 2016. "Exchange Rate Volatility and Central Bank Actions in Egypt: Generalized Autoregressive Conditional Heteroscedasticity Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 6(3), pages 1209-1216.
- Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October.
- Kim, Suk-Joong & Sheen, Jeffrey, 2002.
"The determinants of foreign exchange intervention by central banks: evidence from Australia,"
Journal of International Money and Finance, Elsevier, vol. 21(5), pages 619-649, October.
- Suk-Joong Kim & Jeffrey Sheen, 2018. "The Determinants of Foreign Exchange Intervention by Central Banks: Evidence from Australia," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 1, pages 3-41, World Scientific Publishing Co. Pte. Ltd..
- 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.
- Ms. Hong Liang & Mr. Paul Cashin & Ms. Hali J Edison, 2003. "Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?," IMF Working Papers 2003/099, International Monetary Fund.
- Schnabl, Gunther & Hillebrand, Eric, 2006.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
Working Paper Series
650, European Central Bank.
- Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
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"The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 383-402, April.
- Gabriele Galati & Piti Disyatat, 2005. "The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna," BIS Working Papers 172, Bank for International Settlements.
- Peter Brandner & Harald Grech, 2002. "Why did Central Banks Intervene in the EMS? The Post 1993 Experience," Working Papers 77, Oesterreichische Nationalbank (Austrian Central Bank).
- Beine, Michel & Laurent, Sebastien & Lecourt, Christelle, 2003.
"Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis,"
European Economic Review, Elsevier, vol. 47(5), pages 891-911, October.
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- Michel Beine & Sébastien Laurent & Christelle Lecourt, 2003. "Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis," ULB Institutional Repository 2013/10437, ULB -- Universite Libre de Bruxelles.
- Peter Brandner & Harald Grech, 2002. "Why Did Central Banks Intervene in the EMS? The Post-1993 Experience," WIFO Working Papers 192, WIFO.
- Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005.
"Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach,"
Borradores de Economia
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- Biswajit Banerjee & Juraj Zeman & Ľudovít Ódor & William O. Riiska, 2018.
"On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007,"
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"A portfolio balance approach to the Canadian-U.S. exchange rate,"
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- Arshian Sharif, Sahar Afshan, 2016. "Tourism Development and Real Effective Exchange Rate Revisited by Wavelet based Analysis: Evidence from France," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 1(2), pages 101-118, October.
- Alain P. Chaboud & Owen F. Humpage, 2003. "An analysis of Japanese foreign exchange interventions, 1991-2002," Working Papers (Old Series) 0309, Federal Reserve Bank of Cleveland.
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- Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005. "The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis," Working Papers 0506, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
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- Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.
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- FATUM, Rasmus & YAMAMOTO, Yohei & CHEN, Binwei, 2023. "The Trend Effect of Foreign Exchange Intervention," Discussion paper series HIAS-E-132, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Sebastian Dullien, 2005. "Does Asian foreign exchange intervention really hurt Europe? Lessons from a three-asset portfolio model," International Finance 0502010, University Library of Munich, Germany.
- Fratzscher, Marcel, 2006. "On the long-term effectiveness of exchange rate communication and interventions," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 146-167, February.
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- Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
- Sebastian Edwards, 2006. "External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand," NBER Working Papers 12620, National Bureau of Economic Research, Inc.
- Saglam, Ismail, 2017. "Non-Sterilized Interventions May Yield Perverse Effects on Spot Foreign Exchange Rates," MPRA Paper 78284, University Library of Munich, Germany.
- Santiago García-Verdú & Manuel Ramos-Francia, 2013. "Interventions and expected exchange rates in emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 223-242, Bank for International Settlements.
- Bayoumi, Tamim & Saborowski, Christian, 2014.
"Accounting for reserves,"
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- Srđan Marinković, 2014. "Non-Parametric Sign Test And Paired Samples Test Of Effectiveness Of Official Fx Intervention," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 59(202), pages 107-130, July – Se.
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- Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
- Prasad, Nalini, 2018. "Sterilized interventions and capital controls," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 101-121.
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- Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020.
"The Effectiveness of FX Interventions: A Meta-Analysis,"
Borradores de Economia
1132, Banco de la Republica de Colombia.
- Lucía Arango-Lozano & Lukas Menkhoff & Daniela Rodríguez-Novoa & Mauricio Villamizar-Villegas, 2020. "The Effectiveness of FX Interventions: A Meta-Analysis," Discussion Papers of DIW Berlin 1895, DIW Berlin, German Institute for Economic Research.
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- Yushi Yoshida & Jan C. Rülke, 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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- Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoğlu, 2006. "The effectiveness of foreign exchange interventions under a floating exchange rate regime for the Turkish economy: a post-crisis period analysis," Applied Economics, Taylor & Francis Journals, vol. 38(12), pages 1371-1388.
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- Darmoul Mokhtar, 2006. "The impact of monetary policy signals on the intradaily Euro-dollar volatility," Cahiers de la Maison des Sciences Economiques bla06049, Université Panthéon-Sorbonne (Paris 1).
- Pontines, Victor & Luvsannyam, Davaajargal & Atarbaatar, Enkhjin & Munkhtsetseg, Ulziikhutag, 2021. "The effectiveness of currency intervention: Evidence from Mongolia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012.
"Bubble thy neighbor: portfolio effects and externalities from capital controls,"
Working Paper Series
1456, European Central Bank.
- Dominquez, Kathryn M. & Kenen, Peter B., 1992.
"Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior,"
European Economic Review, Elsevier, vol. 36(8), pages 1523-1532, December.
See citations under working paper version above.
- Kathryn M. Dominguez & Peter B. Kenen, 1991. "Intramarginal Intervention in the EMS and the Target-Zone Model of Exchange-Rate Behavior," NBER Working Papers 3670, National Bureau of Economic Research, Inc.
- Fair, Ray C & Dominguez, Kathryn M, 1991.
"Effects of the Changing U.S. Age Distribution on Macroeconomic Equations,"
American Economic Review, American Economic Association, vol. 81(5), pages 1276-1294, December.
See citations under working paper version above.
- Ray C. Fair & Kathryn M. Dominguez, 1987. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," NBER Working Papers 2280, National Bureau of Economic Research, Inc.
- Ray C. Fair & Kathryn M. Dominguez, 1987. "Effects of the Changing U.S. Age Distribution on Macroeconomic Equations," Cowles Foundation Discussion Papers 839, Cowles Foundation for Research in Economics, Yale University.
- Kathryn Dominguez & Jeffrey A. Frankel, 1991.
"Does foreign exchange intervention matter? disentangling the portfolio and expectations effects for the mark,"
Proceedings, Federal Reserve Bank of San Francisco, issue Nov.
See citations under working paper version above.
- Kathryn M. Dominguez & Jeffrey Frankel, 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," NBER Working Papers 3299, National Bureau of Economic Research, Inc.
- Kathryn Dominguez and Jeffrey A. Frankel., 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," Economics Working Papers 90-133, University of California at Berkeley.
- Dominguez, Kathryn & Frankel, Jeffrey A., 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio an Expectations Effects for the Mark," Department of Economics, Working Paper Series qt84c522k9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Dominguez, Kathryn Mary, 1990.
"Market responses to coordinated central bank intervention,"
Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 32(1), pages 121-163, January.
See citations under working paper version above.
- Dominguez, K.M., 1989. "Market Responses To Coordinated Central Bank Intervention," Papers 179d, Harvard - J.F. Kennedy School of Government.
- Kathryn M. Dominguez, 1989. "Market Responses To Coordinated Central Bank Intervention," NBER Working Papers 3192, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M & Fair, Ray C & Shapiro, Matthew D, 1988.
"Forecasting the Depression: Harvard versus Yale,"
American Economic Review, American Economic Association, vol. 78(4), pages 595-612, September.
See citations under working paper version above.
- Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez, 1986. "Forecasting the Depression: Harvard Versus Yale," Cowles Foundation Discussion Papers 808, Cowles Foundation for Research in Economics, Yale University.
- Ray C. Fair & Matthew D. Shapiro & Kathryn M. Dominguez, 1986. "Forecasting the Depression: Harvard Versus Yale," NBER Working Papers 2095, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M., 1986.
"Are foreign exchange forecasts rational? : New evidence from survey data,"
Economics Letters, Elsevier, vol. 21(3), pages 277-281.
See citations under working paper version above.
- Kathryn Dominguez, 1986. "Are foreign exchange forecasts rational? New evidence from survey data," International Finance Discussion Papers 281, Board of Governors of the Federal Reserve System (U.S.).
Chapters
- Kathryn M. E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011.
"International Reserves and the Global Financial Crisis,"
NBER Chapters, in: Global Financial Crisis,
National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M.E. & Hashimoto, Yuko & Ito, Takatoshi, 2012. "International reserves and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 388-406.
See citations under working paper version above.- Kathryn M.E. Dominguez & Yuko Hashimoto & Takatoshi Ito, 2011. "International Reserves and the Global Financial Crisis," NBER Working Papers 17362, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez, 2010.
"International Reserves and Underdeveloped Capital Markets,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2009, pages 193-221,
National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez, 2010. "International Reserves and Underdeveloped Capital Markets," NBER International Seminar on Macroeconomics, University of Chicago Press, vol. 6(1), pages 193-221.
See citations under working paper version above.- Kathryn M.E. Dominguez, 2009. "International Reserves and Underdeveloped Capital Markets," Working Papers 600, Research Seminar in International Economics, University of Michigan.
- Kathryn M. E. Dominguez & Linda L. Tesar, 2007.
"International Borrowing and Macroeconomic Performance in Argentina,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 297-348,
National Bureau of Economic Research, Inc.
See citations under working paper version above.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2004. "International Borrowing and Macroeconomic Performance in Argentina," Working Papers 532, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Linda L. Tesar, 2005. "International Borrowing and Macroeconomic Performance in Argentina," NBER Working Papers 11353, National Bureau of Economic Research, Inc.
- Takatoshi Ito & Kathryn M. Dominguez & Moeen Qureshi & Zhang Shengman & Masaru Yoshitomi, 1999.
"Capital Flows to East Asia,"
NBER Chapters, in: International Capital Flows, pages 111-190,
National Bureau of Economic Research, Inc.
Cited by:
- de Boyrie Maria E, 2010. "Structural Changes, Causality, and Foreign Direct Investments: Evidence from the Asian Crises of 1997," Global Economy Journal, De Gruyter, vol. 9(4), pages 1-40, January.
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- Rod Tyers & Yongxiang Bu & Ian Bain, 2006.
"China’s Equilibrium Real Exchange Rate: A Counterfactual Analysis,"
ANU Working Papers in Economics and Econometrics
2006-466, Australian National University, College of Business and Economics, School of Economics.
- Rod Tyers & Iain Bain & Yongxiang Bu, 2008. "China'S Equilibrium Real Exchange Rate: A Counterfactual Analysis," Pacific Economic Review, Wiley Blackwell, vol. 13(1), pages 17-39, February.
- MIYAO Ryuzo, 2002. "Another Look at Origins of the Asian Crisis: Tests of External Borrowing Constraints," ESRI Discussion paper series 011, Economic and Social Research Institute (ESRI).
- Bofinger, Peter & Wollmershäuser, Timo, 2000. "Monetary policy and exchange rate targeting in open economies," W.E.P. - Würzburg Economic Papers 14, University of Würzburg, Department of Economics.
- Ms. Renu Kohli, 2001. "Capital Flows and Their Macroeconomic Effects in India," IMF Working Papers 2001/192, International Monetary Fund.
- Muge Adalet, 2009. "Were Universal Banks More Vulnerable to Banking Failures? Evidence From the 1931 German Banking Crisis," Koç University-TUSIAD Economic Research Forum Working Papers 0911, Koc University-TUSIAD Economic Research Forum.
- B. Andreosso‐O’Callaghan & Denis Kan, 2007. "Analysis Of The Current Account Position Of Four Asian Countries Before The 1997 Crisis," Pacific Economic Review, Wiley Blackwell, vol. 12(1), pages 47-61, February.
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- Carlos Parodi Trece, 2011.
"Las crisis financieras: un marco conceptual,"
Chapters of Books, in: Carlos Parodi Trece (ed.), La primera crisis financiera internacional del siglo XXI, edition 1, volume 1, chapter 1, pages 15-76,
Fondo Editorial, Universidad del Pacífico.
- Carlos Parodi Trece, 2009. "Las Crisis Financieras: Un Marco Conceptual," Working Papers 09-16, Centro de Investigación, Universidad del Pacífico.
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- Durham, J.B.J. Benson, 2004. "Absorptive capacity and the effects of foreign direct investment and equity foreign portfolio investment on economic growth," European Economic Review, Elsevier, vol. 48(2), pages 285-306, April.
- Hashimoto, Yuko, 2003. "An empirical test of likelihood and timing of speculative attacks: the case of Malaysia and Singapore," Japan and the World Economy, Elsevier, vol. 15(2), pages 245-259, April.
- Kathryn M.E. Dominguez, 1993.
"The Role of International Organizations in the Bretton Woods System,"
NBER Chapters, in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 357-404,
National Bureau of Economic Research, Inc.
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Books
- Kathryn Dominguez & Jeffrey A. Frankel, 1990.
"Does Foreign Exchange Intervention Work?,"
Peterson Institute Press: All Books,
Peterson Institute for International Economics, number 16, October.
Cited by:
- Alex Izurieta, 2001. "Can Countries under A Common Currency Conduct Their Own Fiscal Policies?," Macroeconomics 0108008, University Library of Munich, Germany.
- Scalia, Antonio, 2008.
"Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic,"
Journal of International Money and Finance, Elsevier, vol. 27(4), pages 529-546, June.
- Antonio Scalia, 2006. "Is foreign exchange intervention effective? Some micro-analytical evidence from the Czech Republic," Temi di discussione (Economic working papers) 579, Bank of Italy, Economic Research and International Relations Area.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach,"
LSF Research Working Paper Series
07-19, Luxembourg School of Finance, University of Luxembourg.
- Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009. "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 904-913, May.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series 1894, CESifo.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB 07-013.RS, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006. "Intervention policy of the BoJ: a unified approach," DULBEA Working Papers 06-15.RS, ULB -- Universite Libre de Bruxelles.
- Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January.
- Francisco Eduardo Pires de Souza & Cecília Rutkoski Hoff, 2003. "O Regime Cambial Brasileiro: Flutuação Genuína ou Medo de Flutuação?," Anais do XXXI Encontro Nacional de Economia [Proceedings of the 31st Brazilian Economics Meeting] c60, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009. "A New Method for Identifying the Effects of Foreign Exchange Interventions," IMES Discussion Paper Series 09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- M S Mohanty & Michela Scatigna, 2005. "Has globalisation reduced monetary policy independence?," BIS Papers chapters, in: Bank for International Settlements (ed.), Globalisation and monetary policy in emerging markets, volume 23, pages 17-58, Bank for International Settlements.
- LeBaron, Blake, 1999.
"Technical trading rule profitability and foreign exchange intervention,"
Journal of International Economics, Elsevier, vol. 49(1), pages 125-143, October.
- Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, University Library of Munich, Germany.
- Blake LeBaron, 1996. "Technical Trading Rule Profitability and Foreign Exchange Intervention," NBER Working Papers 5505, National Bureau of Economic Research, Inc.
- LeBaron, B., 1996. "Technical Trading Rule Profitability and Foreing Exchange Intervention," Working papers 9445r, Wisconsin Madison - Social Systems.
- Blake LeBaron, "undated". "Technical Trading Rule Profitability and Foreign Exchange Intervention," Working papers _002, University of Wisconsin - Madison.
- David Archer, 2005. "Foreign exchange market intervention: methods and tactics," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 40-55, Bank for International Settlements.
- Montoro, Carlos & Ortiz, Marco, 2023. "The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Fatum, Rasmus & Hutchison, Michael, 2006.
"Effectiveness of official daily foreign exchange market intervention operations in Japan,"
Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
- Rasmus Fatum & Michael M. Hutchison, 2002. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Pacific Basin Working Paper Series 2003-01, Federal Reserve Bank of San Francisco.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Center for International Economics, Working Paper Series qt2883n7z5, Center for International Economics, UC Santa Cruz.
- Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt2883n7z5, Department of Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt3rg5p5j2, Department of Economics, UC Santa Cruz.
- Vitale, Paolo, 2006.
"A Market Microstructure Analysis of Foreign Exchange Intervention,"
CEPR Discussion Papers
5468, C.E.P.R. Discussion Papers.
- Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 629, European Central Bank.
- Fratzscher, Marcel, 2008.
"Communication and exchange rate policy,"
Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1651-1672, December.
- Fratzscher, Marcel, 2004. "Communication and exchange rate policy," Working Paper Series 363, European Central Bank.
- Fabrizio Saccomanni, 2000. "Introduction: A New Architecture or New System? A Survey of International Monetary Reform in the 1990s," Open Economies Review, Springer, vol. 11(1), pages 15-41, August.
- Schnabl, Gunther & Hillebrand, Eric, 2006.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
Working Paper Series
650, European Central Bank.
- Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
- Takatoshi Ito, 2007. "Myths and reality of foreign exchange interventions: an application to Japan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 133-154.
- Peter Brandner & Harald Grech, 2002. "Why did Central Banks Intervene in the EMS? The Post 1993 Experience," Working Papers 77, Oesterreichische Nationalbank (Austrian Central Bank).
- Rasmus Fatum, 2010.
"Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?,"
Globalization Institute Working Papers
57, Federal Reserve Bank of Dallas.
- Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
- Rasmus Fatum, 2010. "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series 2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Peter Brandner & Harald Grech, 2002. "Why Did Central Banks Intervene in the EMS? The Post-1993 Experience," WIFO Working Papers 192, WIFO.
- Eric Hillebrand, 2003.
"The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection,"
Departmental Working Papers
2003-10, Department of Economics, Louisiana State University.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004 7, Money Macro and Finance Research Group.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, University Library of Munich, Germany.
- Eric Hillebrand & Gunther Schnabl, 2003. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," Departmental Working Papers 2003-09, Department of Economics, Louisiana State University.
- Rasmus Fatum & Michael Hutchison, 2002.
"ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention,"
Open Economies Review, Springer, vol. 13(4), pages 413-425, October.
- Rasmus Fatum & Michael M. Hutchison, "undated". "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
- Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The influence of actual and unrequited interventions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
- Michel Beine & Oscar Bernal Diaz, 2007.
"Why do Central Banks intervene secretly ?preliminary evidence of the BoJ,"
ULB Institutional Repository
2013/10421, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal Diaz, 2005. "Why do Central Banks intervene secretly? preliminary evidence of the BoJ," DULBEA Working Papers in, ULB -- Universite Libre de Bruxelles.
- Ronald McKinnon & Kenichi Ohno, 2000.
"The Foreign Exchange Orgins of Japan's Economic Slump and Low Interest Liquidity Trap,"
Working Papers
00010, Stanford University, Department of Economics.
- Ronald McKinnon & Kenichi Ohno, 2001. "The Foreign Exchange Origins of Japan's Economic Slump and Low Interest Liquidity Trap," The World Economy, Wiley Blackwell, vol. 24(3), pages 279-315, March.
- Ronald McKinnon & Kenichi Ohno, 2000. "The Foreign Exchange Origins of Japan's Economic Slump and Low Interest Liquidity Trap," Working Papers 052000, Hong Kong Institute for Monetary Research.
- Adam S. Posen, 2001. "Finance and Changing US-Japan Relations: Convergence Without Leverage--Until Now," Working Paper Series WP01-8, Peterson Institute for International Economics.
- Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
- Garcia-Cicco Javier & Bucacos Elizabeth & Mello Miguel, 2023. "Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay," Asociación Argentina de Economía Política: Working Papers 4657, Asociación Argentina de Economía Política.
- Barry Eichengreen, 1998.
"Exchange Rate Stability and Financial Stability,"
Open Economies Review, Springer, vol. 9(1), pages 569-608, January.
- Barry Eichengreen., 1997. "Exchange Rate Stability and Financial Stability," Center for International and Development Economics Research (CIDER) Working Papers C97-092, University of California at Berkeley.
- Eichengreen, Barry, 1997. "Exchange Rate Stability and Financial Stability," Center for International and Development Economics Research (CIDER) Working Papers 233612, University of California-Berkeley, Department of Economics.
- Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Papers (Old Series) 0315, Federal Reserve Bank of Cleveland.
- Jose A. Lopez, 1996. "Exchange rate cointegration across central bank regime shifts," Research Paper 9602, Federal Reserve Bank of New York.
- Dimitrios A. Sideris, 2007.
"Foreign Exchange Intervention and Equilibrium Real Exchange Rates,"
Working Papers
56, Bank of Greece.
- Sideris, Dimitrios A., 2008. "Foreign exchange intervention and equilibrium real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 344-357, October.
- 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.
- Takatoshi Ito, 2005.
"Interventions and Japanese economic recovery,"
International Economics and Economic Policy, Springer, vol. 2(2), pages 219-239, November.
- Takatoshi Ito, 2005. "Interventions and Japanese Economic Recovery," Hi-Stat Discussion Paper Series d05-100, Institute of Economic Research, Hitotsubashi University.
- Owen F. Humpage, 1997. "Recent U.S. intervention: is less more?," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-10.
- Chmelarova, Viera & Schnabl, Gunther, 2006. "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series 636, European Central Bank.
- Takatoshi Ito, 2003.
"Is foreign exchange intervention effective? The Japanese experiences in the 1990s,"
Chapters, in: Paul Mizen (ed.), Monetary History, Exchange Rates and Financial Markets, chapter 5,
Edward Elgar Publishing.
- Takatoshi Ito, 2002. "Is Foreign Exchange Intervention Effective?: The Japanese experiences in the 1990s," Discussion Paper Series a428, Institute of Economic Research, Hitotsubashi University.
- Takatoshi Ito, 2002. "Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s," NBER Working Papers 8914, National Bureau of Economic Research, Inc.
- Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(2), pages 319-339, December.
- Kathryn M. E. Dominguez, 2003.
"When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?,"
Working Papers
506, Research Seminar in International Economics, University of Michigan.
- Dominguez, Kathryn M.E., 2006. "When do central bank interventions influence intra-daily and longer-term exchange rate movements?," Journal of International Money and Finance, Elsevier, vol. 25(7), pages 1051-1071, November.
- Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
- C. Randall Henning, 2007. "Congress, Treasury, and the Accountability of Exchange Rate Policy: How the 1988 Trade Act Should Be Reformed," Working Paper Series WP07-8, Peterson Institute for International Economics.
- Sergio Clavijo, 2000. "Reflexiones Sobre Política Monetaria E "Inflación Objetivo" En Colombia," Borradores de Economia 3423, Banco de la Republica.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- John Williamson, 2009.
"Exchange Rate Economics,"
Open Economies Review, Springer, vol. 20(1), pages 123-146, February.
- John Williamson, 2008. "Exchange Rate Economics," Working Paper Series WP08-3, Peterson Institute for International Economics.
- John Williamson, 2008. "Exchange Rate Economics," World Bank Publications - Books, The World Bank Group, number 28039, December.
- Bernd Kempa & Michael Nelles, 1999. "Sticky Prices and Alternative Monetary Feedback Rules: How Robust is the Overshooting Phenomenon?," International Economic Journal, Taylor & Francis Journals, vol. 13(3), pages 1-18.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2009.
"The Effects of Japanese Interventions on FX-Forecast Heterogeneity,"
MPRA Paper
15603, University Library of Munich, Germany.
- Reitz, Stefan & Stadtmann, Georg & Taylor, Mark P., 2010. "The effects of Japanese interventions on FX-forecast heterogeneity," Economics Letters, Elsevier, vol. 108(1), pages 62-64, July.
- Ashima Goyal, 2006. "Exchange Rate Regimes: Middling Through," Global Economic Review, Taylor & Francis Journals, vol. 35(2), pages 153-175.
- Ilker Domac & Alfonso Mendoza, 2002. "Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey," Discussion Papers 0206, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Kim Kyung Soo, 2000. "Foreign Exchange Intervention For Internal Balance," International Economic Journal, Taylor & Francis Journals, vol. 14(4), pages 59-75.
- Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
- Dominguez & K., 1997.
"The Market Microstructure of Central Bank Intervention,"
Working Papers
412, Research Seminar in International Economics, University of Michigan.
- Kathryn M. Dominguez, 1999. "The Market Microstructure of Central Bank Intervention," NBER Working Papers 7337, National Bureau of Economic Research, Inc.
- Dominguez, Kathryn M. E., 2003. "The market microstructure of central bank intervention," Journal of International Economics, Elsevier, vol. 59(1), pages 25-45, January.
- Martin D. D. Evans & Richard K. Lyons, 2003.
"Are Different-Currency Assets Imperfect Substitutes?,"
CESifo Working Paper Series
978, CESifo.
- Martin D. D. Evans & Richard K. Lyons, 2017. "Are Different-Currency Assets Imperfect Substitutes?," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 10, pages 415-456, World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2000. "Are Different-Currency Assets Imperfect Substitutes?," Working Papers gueconwpa~00-00-05, Georgetown University, Department of Economics.
- Thomas Willett, 1999. "Developments in the Political Economy of Policy Coordination," Open Economies Review, Springer, vol. 10(2), pages 221-253, May.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019.
"Unveiling the effects of foreign exchange intervention: A panel approach,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015. "Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach," IMF Working Papers 2015/130, International Monetary Fund.
- Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999. "Intervention as information: a survey," Working Papers (Old Series) 9918, Federal Reserve Bank of Cleveland.
- Owen F. Humpage, 1998. "The Federal Reserve as an informed foreign-exchange trader," Working Papers (Old Series) 9815, Federal Reserve Bank of Cleveland.
- Richard H. Clarida, 1999. "G3 Exchange Rate Relationships: A Recap of the Record and a Review of Proposals for Change," NBER Working Papers 7434, National Bureau of Economic Research, Inc.
- Oscar Bernal Diaz & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers 07-03.RS, ULB -- Universite Libre de Bruxelles.
- Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
- Taylor, Mark, 2003. "Is Official Exchange Rate Intervention Effective?," CEPR Discussion Papers 3758, C.E.P.R. Discussion Papers.