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Rasmus Fatum

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Personal Details

First Name: Rasmus
Middle Name:
Last Name: Fatum
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RePEc Short-ID: pfa285

Email: [This author has chosen not to make the email address public]
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Affiliation

School of Business
University of Alberta
Location: Edmonton, Canada
Homepage: http://www.business.ualberta.ca/
Email:
Phone: 780.492.5693
Fax: 780.492.3325
Postal: 3-23 Business Building, Edmonton, Alberta T6G 2R6
Handle: RePEc:edi:sbualca (more details at EDIRC)

Works

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Working papers

  1. Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 115, Federal Reserve Bank of Dallas.
  2. Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers 10-20, University of Copenhagen. Department of Economics.
  3. Rasmus Fatum & Michael Hutchison & Thomas Wu, 2010. "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization and Monetary Policy Institute Working Paper, Federal Reserve Bank of Dallas 49, Federal Reserve Bank of Dallas.
  4. Rasmus Fatum, 2010. "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  5. 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.
  6. Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  7. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  8. Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  9. Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  10. Rasmus Fatum & Michael M. Hutchison, 2005. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-93, Institute of Economic Research, Hitotsubashi University.
  11. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  12. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Working Papers, Bank of Canada 05-21, Bank of Canada.
  13. Rasmus Fatum & Michael M. Hutchison, 2004. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2005.
  14. 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.
  15. Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
  16. Rasmus Fatum, 2003. "One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 03-19, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  17. Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series, European Central Bank 0010, European Central Bank.
  18. Rasmus Fatum & Michael M. Hutchison, . "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 99-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  19. Rasmus Fatum & Barry Scholnick, . "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
  20. Rasmus Fatum & Michael M. Hutchison, . "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  21. Rasmus Fatum, . "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  22. Rasmus Fatum & Michael M. Hutchison, . "Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 96-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  23. Rasmus Fatum & Michael M. Hutchison, . "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

Articles

  1. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, Elsevier, vol. 43(C), pages 114-123.
  2. Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013. "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, Elsevier, vol. 33(C), pages 103-117.
  3. 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, Blackwell Publishing, vol. 45(5), pages 867-890, 08.
  4. 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.
  5. Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(3), pages 570-584, April.
  6. Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
  7. Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 11-20, June.
  8. Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(3), pages 438-454, April.
  9. Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 32(6), pages 1076-1086, June.
  10. Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(2), pages 199-219, March.
  11. Fatum, Rasmus, 2006. "One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation," Journal of Monetary Economics, Elsevier, Elsevier, vol. 53(4), pages 659-669, May.
  12. Fatum, Rasmus & Scholnick, Barry, 2006. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(6), pages 1641-1657, September.
  13. Rasmus Fatum & Michael Hutchison, 2005. "Foreign exchange intervention and monetary policy in Japan, 2003–04," International Economics and Economic Policy, Springer, Springer, vol. 2(2), pages 241-260, November.
  14. Rasmus Fatum & Michael M. Hutchison, 2003. "Is sterilised foreign exchange intervention effective after all? an event study approach," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(487), pages 390-411, 04.
  15. Rasmus Fatum & Michael Hutchison, 2002. "ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention," Open Economies Review, Springer, Springer, vol. 13(4), pages 413-425, October.
  16. Rasmus Fatum, 2002. "Post-Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics, Canadian Economics Association, Canadian Economics Association, vol. 35(3), pages 556-567, August.
  17. Fatum, Rasmus & Hutchison, Michael, 1999. "Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 31(1), pages 54-69, February.

NEP Fields

27 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (17) 2003-12-07 2003-12-07 2005-06-27 2005-09-11 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-08-14 2010-09-11 2010-09-25. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2003-12-07
  3. NEP-EEC: European Economics (3) 2003-05-08 2003-12-07 2007-04-09
  4. NEP-FIN: Finance (5) 2003-05-08 2005-08-13 2005-09-17 2005-12-20 2006-06-10. Author is listed
  5. NEP-FMK: Financial Markets (6) 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10. Author is listed
  6. NEP-IFN: International Finance (24) 2003-05-08 2003-05-08 2003-05-08 2003-05-08 2003-12-07 2003-12-07 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13. Author is listed
  7. NEP-MAC: Macroeconomics (13) 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-08-14. Author is listed
  8. NEP-MON: Monetary Economics (21) 2003-12-07 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13. Author is listed
  9. NEP-MST: Market Microstructure (6) 2007-04-09 2009-03-14 2010-05-29 2010-06-04 2010-09-11 2010-09-25. Author is listed
  10. NEP-OPM: Open Economy Macroeconomics (1) 2010-06-04
  11. NEP-RMG: Risk Management (4) 2003-05-08 2003-05-08 2003-05-08 2003-05-08
  12. NEP-SEA: South East Asia (3) 2005-06-27 2005-09-11 2006-06-10

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