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Citations for "Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?" by Lucio Sarno & Mark P. Taylor
For a complete description of this item, click here .
Cited by (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.): Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008.
"Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Paul De Grauwe & Marianna Grimaldi, 2003.
"Intervention in the Foreign Exchange Market in a Model with Noise Traders ,"
Working Papers
162003, Hong Kong Institute for Monetary Research.
[Downloadable!]
Oscar Bernal, 2006.
"Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan ,"
Working Papers DULBEA
06-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!]
Jose De Gregorio & Andrea Tokman R., 2004.
"Overcoming Fear of Floating: Exchange Rate Policies in Chile ,"
Working Papers Central Bank of Chile
302, Central Bank of Chile.
[Downloadable!]
Marcel Fratzscher & Arnaud Mehl, 2009.
"Do China and oil exporters influence major currency configurations? ,"
Globalization and Monetary Policy Institute Working Paper
25, Federal Reserve Bank of Dallas.
[Downloadable!]
Other versions: Rasmus Fatum & Jesper Pedersen, 2007.
"Real-Time Effects of Central Bank Interventions in the Euro Market ,"
EPRU Working Paper Series
07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
Iwatsubo, Kentaro & Shimizu, Junko, 2006.
"Signaling Effects of Foreign Exchange Interventions and Expectation Heterogeneity among Traders ,"
CEI Working Paper Series
2005-18, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach ,"
Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance)
07-19, CREFI-LSF, University of Luxembourg.
[Downloadable!]
Other versions:
Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: a Unified Approach ,"
Working Papers CEB
07-013.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!] Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007.
"Intervention Policy of the BoJ: A Unified Approach ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2006.
"Intervention Policy of the BoJ: A unified approach ,"
Working Papers DULBEA
06-15.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!] Beine,M. & Palm,F.C. & Laurent,S., 2003.
"Central Bank Forex Interventions Assessed Using Realized Moments ,"
Research Memoranda
057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions:
BEINE, Michel & LAURENT, SŽbastien & PALM, Franz, 2004.
"Central Bank forex interventions assessed using realized moments ,"
CORE Discussion Papers
2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 19(1), pages 112-127, February.
[Downloadable!] (restricted) Owen F. Humpage & Javiera Ragnartz, 2005.
"Swedish intervention and the Krona float, 1993–2002 ,"
Working Paper
0514, Federal Reserve Bank of Cleveland.
[Downloadable!]
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.
[Downloadable!] (restricted)
Rasmus Fatum & Michael M. Hutchison, .
"Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan ,"
EPRU Working Paper Series
02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
Sebastian Edwards, 2006.
"The Relationship Between Exchange Rates and Inflation Targeting Revisited ,"
Working Papers Central Bank of Chile
409, Central Bank of Chile.
[Downloadable!]
Other versions: 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.
[Downloadable!]
José De Gregorio & Andrea Tokman R, 2005.
"Flexible exchange rate regime and forex intervention ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 127-38
Bank for International Settlements.
[Downloadable!]
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.
[Downloadable!]
Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob de Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence ,"
DNB Working Papers
170, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions:
Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank communication and monetary policy - a survey of theory and evidence ,"
Working Paper Series
898, European Central Bank.
[Downloadable!] Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence ,"
NBER Working Papers
13932, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence ,"
Working Papers
1038, Princeton University, Department of Economics, Center for Economic Policy Studies..
[Downloadable!] Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008.
"Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence ,"
Journal of Economic Literature ,
American Economic Association, vol. 46(4), pages 910-45, December.
Gabriele Galati & Patrick Higgins & Owen F. Humpage & William Melick, 2006.
"Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide ,"
Working Paper
0618, Federal Reserve Bank of Cleveland.
[Downloadable!]
Other versions: Nils Bjorksten & Anne-Marie Brook, 2002.
"Exchange rate strategies for small open developed economies such as New Zealand ,"
Reserve Bank of New Zealand Bulletin ,
Reserve Bank of New Zealand, vol. 65, March.
[Downloadable!]
Edwin M. Truman & Anna Wong, 2006.
"The Case for an International Reserve Diversification Standard ,"
Peterson Institute Working Paper Series
WP06-2, Peterson Institute for International Economics.
[Downloadable!]
Frank Westerhoff & Cristian Wieland, .
"Spill-over dynamics of central bank interventions ,"
Modeling, Computing, and Mastering Complexity 2003
21, Society for Computational Economics.
[Downloadable!]
Other versions: Pierre L. Siklos & Diana N. Weymark, 2006.
"Measuring the Impact of Intervention on Exchange Market Pressure ,"
Working Papers
0604, Department of Economics, Vanderbilt University.
[Downloadable!]
Other versions: Adam Geršl, 2006.
"Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions ,"
Czech Journal of Economics and Finance (Finance a uver) ,
Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
[Downloadable!]
Kuswanto, Heri & Sibbertsen, Philipp, 2009.
"Testing for Long Memory Against ESTAR Nonlinearities ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-427, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Luisa Corrado & Marcus H. Miller & Lei Zhang, 2003.
"Exchange Monitoring Bands: Theory and Policy ,"
CEIS Research Paper
8, Tor Vergata University, CEIS.
[Downloadable!]
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.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Michael Kumhof & Stijn van Nieuwerburgh, 2007.
"Monetary Policy in an Equilibrium Portfolio Balance Model ,"
IMF Working Papers
07/72, International Monetary Fund.
[Downloadable!]
Other versions: Humpage, Owen F. & Ragnartz, Javiera, 2006.
"Swedish Intervention and the Krona Float, 1993-2002 ,"
Working Paper Series
192, Sveriges Riksbank (Central Bank of Sweden).
[Downloadable!]
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).
[Downloadable!]
Peter Brandner & Harald Grech, 2002.
"Why Did Central Banks Intervene in the EMS? The Post-1993 Experience ,"
WIFO Working Papers
192, WIFO.
[Downloadable!]
Rainer Schweickert & Choorikkad Veeramani & Frank Oskamp & Lukas Menkhoff, 2003.
"Book reviews ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 139(3), pages 570-581, September.
[Downloadable!] (restricted)
Other versions: Sarantis Kalyvitis & Ifigeneia Skotida, 2008.
"Some Empirical Evidence on the Effects of U.S. Monetary Policy Shocks on Cross Exchange Rates ,"
Working Papers
65, Bank of Greece.
[Downloadable!]
Roland Craigwell & Travis Mitchell & DeLisle Worrell, 2006.
"A Small Foreign Exchange Market with a Long-Term Peg: Barbados ,"
IMF Working Papers
06/245, International Monetary Fund.
[Downloadable!]
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.
[Downloadable!] (restricted)
Rasmus Fatum & Michael M. Hutchison, 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects ,"
EPRU Working Paper Series
06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[Downloadable!]
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.
[Downloadable!]
Other versions:
Kathryn M.E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions ,"
NBER Working Papers
12953, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) 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.
[Downloadable!] Viera Chmelarova & Gunter Schnabl, 2006.
"Exchange rate stabilization in developed and underdeveloped capital markets ,"
Working Paper Series
636, European Central Bank.
[Downloadable!]
Pierre L. Siklos & Diana N. Weymark, 2007.
"Is Sterilized Intervention Effective? New International Evidence ,"
Working Papers
142007, Hong Kong Institute for Monetary Research.
[Downloadable!]
Sophocles N. Brissimis & Dimitris A. Sideris & Fragiska K. Voumvaki, 2004.
"Testing Long-Run Purchasing Power Parity under Exchange Rate Targeting ,"
Working Papers
15, Bank of Greece.
[Downloadable!]
Other versions: Hernández Monsalve, Mauricio Alberto & Mesa Callejas, Ramón Javier, 2006.
"El efecto de las intervenciones cambiarias: la experiencia colombiana 2004-2006 ,"
MPRA Paper
942, University Library of Munich, Germany, revised Oct 2006.
[Downloadable!]
Other versions: Christian Pierdzioch & Georg Stadtmann, 2003.
"The Effectiveness of the Interventions of the Swiss National Bank An Event-Study Analysis ,"
Kiel Working Papers
1160, Kiel Institute for the World Economy.
[Downloadable!]
Christian Pierdzioch & Georg Stadtmann, 2004.
"The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis ,"
Swiss Journal of Economics and Statistics (SJES) ,
Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
[Downloadable!]
Bryan W. Brown; Douglas J. Hodgson, 2004.
"Models of foreign exchange intervention: Estimation and testing ,"
Econometric Society 2004 Australasian Meetings
96, Econometric Society.
[Downloadable!]
Owen F. Humpage, 2003.
"Government intervention in the foreign exchange market ,"
Working Paper
0315, Federal Reserve Bank of Cleveland.
[Downloadable!]
Nunes, Mauricio & Da Silva, Sergio, 2007.
"Foreign exchange intervention and central bank independence: The Latin American experience ,"
MPRA Paper
5073, University Library of Munich, Germany.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Other versions:
Michel Beine & Agnes Benassy-Quere & Estelle Dauchy & Ronald MacDonald, 2002.
"The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity ,"
Working Papers
2002-04, CEPII research center.
[Downloadable!] 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.
[Downloadable!] (restricted) Peter Brandner & Harald Grech & Helmut Stix, 2001.
"The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience ,"
WIFO Working Papers
168, WIFO.
[Downloadable!]
Other versions:
Peter Brandner & Harald Grech & Helmut Stix, 2001.
"The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience ,"
Working Papers
55, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!] Brandner, Peter & Grech, Harald & Stix, Helmut, 2006.
"The effectiveness of central bank intervention in the EMS: The post 1993 experience ,"
Journal of International Money and Finance ,
Elsevier, vol. 25(4), pages 580-597, June.
[Downloadable!] (restricted) Horvath, Roman, 2006.
"Modelling Central Bank Intervention Activity under Inflation Targeting ,"
MPRA Paper
914, University Library of Munich, Germany.
[Downloadable!]
Other versions: Marcel Fratzscher, 2005.
"How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches ,"
Working Paper Series
528, European Central Bank.
[Downloadable!]
Christopher J. Neely, 2005.
"An analysis of recent studies of the effect of foreign exchange intervention ,"
Review ,
Federal Reserve Bank of St. Louis, issue Nov, pages 685-718.
[Downloadable!]
Other versions: Balazs Egert, 2006.
"Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies ,"
IEHAS Discussion Papers
0615, Institute of Economics, Hungarian Academy of Sciences.
[Downloadable!]
Other versions:
Balázs Égert, 2006.
"Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies ,"
Working Papers
134, Oesterreichische Nationalbank (Austrian Central Bank).
[Downloadable!] Balázs Égert, 2006.
"Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Egert, Balazs, 2007.
"Central bank interventions, communication and interest rate policy in emerging European economies ,"
Journal of Comparative Economics ,
Elsevier, vol. 35(2), pages 387-413, June.
[Downloadable!] (restricted) 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.
[Downloadable!] (restricted)
Other versions:
Rasmus Fatum & Michael Hutchison, 2003.
"Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan ,"
Santa Cruz Department of Economics, Working Paper Series
1025, Department of Economics, UC Santa Cruz.
[Downloadable!] Rasmus Fatum & Michael Hutchison, 2002.
"Effectiveness of official daily foreign exchange market intervention operations in Japan ,"
Pacific Basin Working Paper Series
03-01, Federal Reserve Bank of San Francisco.
[Downloadable!] Rasmus Fatum & Michael Hutchison, 2003.
"Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan ,"
Santa Cruz Center for International Economics, Working Paper Series
1034, Center for International Economics, UC Santa Cruz.
[Downloadable!] 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.
[Downloadable!] (restricted) Dimitrios A. Sideris, 2007.
"Foreign Exchange Intervention and Equilibrium Real Exchange Rates ,"
Working Papers
56, Bank of Greece.
[Downloadable!]
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.
[Downloadable!] (restricted)
Menkhoff, Lukas & Rebitzky, Rafael, 2007.
"Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP ,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover
dp-376, Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
[Downloadable!]
Other versions: José Sánchez-fung, 2005.
"Estimating a monetary policy reaction function for the dominican republic ,"
International Economic Journal ,
Korean International Economic Association, vol. 19(4), pages 563-577, December.
[Downloadable!] (restricted)
Other versions: Hyginus Leon & Serineh Najarian, 2005.
"Asymmetric adjustment and nonlinear dynamics in real exchange rates ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 10(1), pages 15-39.
[Downloadable!]
Jansen, David-Jan & de Haan, Jakob, 2003.
"Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Other versions: 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.
[Downloadable!]
Other versions:
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.
[Downloadable!] (restricted) 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.
[Downloadable!] (restricted) Chris Becker & Michael Sinclair, 2004.
"Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After The Float ,"
RBA Research Discussion Papers
rdp2004-06, Reserve Bank of Australia.
[Downloadable!]
Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005.
"The Impact of FX Central Bank Intervention in a Noise Trading Framework ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Jonathan Kearns & Roberto Rigobon, 2003.
"Identifying the Efficacy of Central Bank Interventions: Evidence from Australia ,"
RBA Research Discussion Papers
rdp2003-04, Reserve Bank of Australia.
[Downloadable!]
Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005.
"Causes and Effectiveness of Foreign Exchange Interventions for the Turkish Economy ,"
Working Papers
0505, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Sebastian Dullien, 2005.
"The Revived Bretton Woods System seen from the Benches - Lessons for Europe from a Three-Asset-Portfolio Model ,"
International Finance
0505003, EconWPA.
[Downloadable!]
Herman kamil, 2008.
"Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia ,"
IMF Working Papers
08/88, International Monetary Fund.
[Downloadable!]
Balázs Égert, 2006.
"Central Bank Interventions, Communication & Interest Rate Policy in Emerging European Economies ,"
William Davidson Institute Working Papers Series
wp846, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Christopher J. Neely, 2007.
"Central bank authorities’ beliefs about foreign exchange intervention ,"
Working Papers
2006-045, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: Beine, Michel & Szafarz, Ariane, 2003.
"The design of effective Central Bank interventions: the yen/dollar case ,"
Economic Literature ULB
2013-767, Université libre de Bruxelles, Libraries.
[Downloadable!]
Other versions:
BEINE, Michel & SZAFARZ, Ariane, 2003.
"The design of effective Central Bank interventions: the yen/dollar case ,"
ULB Institutional Repository
03-008.RS, ULB -- Universite Libre de Bruxelles.
[Downloadable!] BEINE, Michel & SZAFARZ, Ariane, 2003.
"The design of effective Central Bank interventions: the yen/dollar case ,"
ULB Institutional Repository
03/008, ULB -- Universite Libre de Bruxelles.
[Downloadable!] BEINE, Michel & SZAFARZ, Ariane, 2003.
"The design of effective Central Bank interventions: the yen/dollar case ,"
ULB Institutional Repository
2013-767, ULB -- Universite Libre de Bruxelles.
Michel Beine & Ariane Szafarz, 2003.
"The Design of Effective Central Bank Interventions: The yen/dollar case ,"
Working Papers CEB
03-008.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!] Cynthia A. Lengnick-Hall & Robert J. Griffith, .
"Knowledge Resources, Exploration, and Exploitation: A New Perspective on the Interplay Between Innovation and Application ,"
Working Papers
0027, College of Business, University of Texas at San Antonio.
[Downloadable!]
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.
[Downloadable!]
Balazs Egert & Lubos Komarek, 2005.
"Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove? ,"
Working Papers
2005/07, Czech National Bank, Research Department.
[Downloadable!]
Other versions: José De Gregorio & Andrea Tokman R., 2004.
"Flexible Exchange Rate Regime and Forex Interventions: The Chilean Case ,"
Economic Policy Papers Central Bank of Chile
11, Central Bank of Chile.
[Downloadable!]
Paresh Kumar Narayan & Russell Smyth, 2006.
"The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves: empirical evidence from China ,"
Applied Financial Economics ,
Taylor and Francis Journals, vol. 16(9), pages 639-651, June.
[Downloadable!] (restricted)
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, Research Centre.
[Downloadable!]
Other versions: Domac, Ilker & Mendoza, Alfonso, 2004.
"Is there room for foreign exchange interventions under an inflation targeting framework ? Evidence from Mexico and Turkey ,"
Policy Research Working Paper Series
3288, The World Bank.
[Downloadable!]
Rasmus Fatum & Michael M. Hutchison, .
"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.
[Downloadable!]
Eduardo José Araújo Lima & Benjamin Miranda Tabak, 2008.
"Exchange Rate Dynamics and the Relationship between the Random Walk Hypothesis and Official Interventions ,"
Working Papers Series
173, Central Bank of Brazil, Research Department.
[Downloadable!]
Roberto Guimaraes, 2004.
"Foreign Exchange Intervention And Monetary Policy In Japan: Evidence From Identified Vars ,"
Money Macro and Finance (MMF) Research Group Conference 2004
8, Money Macro and Finance Research Group.
[Downloadable!]
Tomas Holub, 2004.
"Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience ,"
Research and Policy Notes
2004/01, Czech National Bank, Research Department.
[Downloadable!]
Other versions: Ana Maria Herrera & Pinar Ozbay, 2005.
"A Dynamic Model of Central Bank Intervention ,"
Working Papers
0501, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
[Downloadable!]
Corrado, L. & Marcus Miller & Lei Zhang, 2002.
"Exchange Rate Monitoring Bands: Theory and Policy ,"
Cambridge Working Papers in Economics
0209, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Mauricio Alberto Hernández Monsalve & Ramón Javier Mesa, 2006.
"La experiencia colombiana bajo un régimen de fluctuación controlada del tipo de cambio: el papel de las intervenciones bancarias ,"
Lecturas de Economía ,
Universidad de Antioquia, Departamento de Economía, issue 65, pages 37-72, Julio-Dic.
[Downloadable!]
Corrado, L. & Miller, M. & Zhang, L., 2007.
"Bulls, Bears and Excess Volatility: can currency intervention help? ,"
Cambridge Working Papers in Economics
0708, Faculty of Economics, University of Cambridge.
[Downloadable!]
Other versions: Matías Tapia & Andrea Tokman, 2004.
"Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case ,"
Working Papers Central Bank of Chile
255, Central Bank of Chile.
[Downloadable!]
Adebiyi, Michael Adebayo, 2007.
"An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) ,"
MPRA Paper
3817, University Library of Munich, Germany.
[Downloadable!]
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.
[Downloadable!]
Other versions: Piti Disyatat & Gabriele Galati, 2005.
"The effectiveness of foreign exchange intervention in emerging market countries ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 97-113
Bank for International Settlements.
[Downloadable!]
Alain P. Chaboud & Owen Humpage, 2005.
"An assessment of the impact of Japanese foreign exchange intervention: 1991-2004 ,"
International Finance Discussion Papers
824, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Lothian, James R. & Taylor, Mark P., 2006.
"Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect? ,"
The Warwick Economics Research Paper Series (TWERPS)
768, University of Warwick, Department of Economics.
[Downloadable!]
Other versions: Lars E.O. Svensson, 2003.
"Escaping from a Liquidity Trap and Deflation: The Foolproof Way and Others ,"
NBER Working Papers
10195, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: 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.
[Downloadable!] (restricted)
Other versions: Frank H. Westerhoff, 2007.
"On central bank interventions and transaction taxes ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 3(1), pages 11-14, January.
[Downloadable!] (restricted)
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 Department.
[Downloadable!]
Rasmus Fatum & Michael M. Hutchison, 2008.
"Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects ,"
Working Papers
022008, Hong Kong Institute for Monetary Research.
[Downloadable!]
Takatoshi Ito, 2002.
"Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s ,"
NBER Working Papers
8914, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Post, Erik, 2006.
"Foreign exchange market interventions as monetary policy ,"
Working Paper Series
2006:21, Uppsala University, Department of Economics.
[Downloadable!]
Reitz, Stefan, 2002.
"Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate ,"
Discussion Paper Series 1: Economic Studies
2002,17, Deutsche Bundesbank, Research Centre.
[Downloadable!]
Eric Hillebrand & Gunther Schnabl, 2004.
"The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection ,"
International Finance
0410008, EconWPA.
[Downloadable!]
Other versions: Frank Westerhoff & Cristian Wieland, .
"Exchange rate dynamics, central bank interventions and chaos control methods ,"
Modeling, Computing, and Mastering Complexity 2003
22, Society for Computational Economics.
[Downloadable!]
Other versions: Chadha, Jagjit S & Sarno, Lucio & Valente, Giorgio, 2003.
"Monetary Policy Rules, Asset Prices and Exchange Rates ,"
CEPR Discussion Papers
4114, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: Takatoshi Ito & Frederic S. Mishkin, 2004.
"Two Decades of Japanese Monetary Policy and the Deflation Problem ,"
NBER Working Papers
10878, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Rasmus Fatum & Michael M. Hutchison, 2005.
"Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004 ,"
Hi-Stat Discussion Paper Series
d05-93, Institute of Economic Research, Hitotsubashi University.
[Downloadable!]
Other versions: Sfia, Mohamed Daly, 2007.
"Régimes de change: Le chemin vers la flexibilité ,"
MPRA Paper
4085, University Library of Munich, Germany.
[Downloadable!]
Eric Hillebrand & Gunther Schnabl, 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.
[Downloadable!]
Other versions: Robert W. Staiger & Alan O. Sykes, 2008.
""Currency Manipulation" and World Trade ,"
NBER Working Papers
14600, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Roberto Guimaraes & Cem Karacadag, 2005.
"The Empirics of Foreign Exchange Intervention in Emerging Market Countries The Cases of Mexico and Turkey ,"
Money Macro and Finance (MMF) Research Group Conference 2005
68, Money Macro and Finance Research Group.
[Downloadable!]
David-Jan Jansen & Jakob de Haan, 2005.
"Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements ,"
DNB Working Papers
033, Netherlands Central Bank, Research Department.
[Downloadable!]
Other versions: Sebastian Dullien, 2005.
"Does Asian foreign exchange intervention really hurt Europe? Lessons from a three-asset portfolio model ,"
International Finance
0502010, EconWPA.
[Downloadable!]
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.
[Downloadable!] (restricted)
Fernando M. Gonçalves, 2008.
"Accumulating Foreign Reserves Under Floating Exchange Rates ,"
IMF Working Papers
08/96, International Monetary Fund.
[Downloadable!]
J. Fackler & L. Filer, 2004.
"Exchange Rate Targeting and Economic Stabilization ,"
Econometric Society 2004 Far Eastern Meetings
565, Econometric Society.
[Downloadable!]
Balázs Égert & Maroje Lang, 2005.
"Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn? ,"
William Davidson Institute Working Papers Series
wp755, William Davidson Institute at the University of Michigan Stephen M. Ross Business School.
[Downloadable!]
Oscar Bernal & Jean-Yves Gnabo, 2007.
"Talks, financial operations or both? Generalizing central banks’ FX reaction functions ,"
Working Papers DULBEA
07-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!]
Stefan Reitz & M.P Taylor, 2006.
"The Coordination Channel of Foreign Exchange Intervention ,"
Computing in Economics and Finance 2006
16, Society for Computational Economics.
[Downloadable!]
Dubravko Mihaljek, 2005.
"Survey of central banks’ views on effects of intervention ,"
BIS Papers chapters ,
in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 82-96
Bank for International Settlements.
[Downloadable!]
Levent Korap, 2006.
"An Analysis of Central Bank Interventions on Forex Market For The Post-Crisis Period ,"
Working Papers
2006/4, Turkish Economic Association.
[Downloadable!]
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.
[Downloadable!]
Yuanchen Chang, 2005.
"Trading volume, volatility and bank of Japan intervention ,"
Applied Financial Economics Letters ,
Taylor and Francis Journals, vol. 1(2), pages 101-104, March.
[Downloadable!] (restricted)
Jun, Jongbyung, 2008.
"Conditional Efficacy of Sterilized Intervention ,"
Working Papers
2008-1, Suffolk University, Department of Economics.
[Downloadable!]
Yilmaz Akyuz, 2008.
"Managing Financial Instability in Emerging Markets: A Keynesian Perspective ,"
Working Papers
2008/4, Turkish Economic Association.
[Downloadable!]
Raj Aggarwal, 2004.
"Persistent Puzzles in International Finance and Economics ,"
The Economic and Social Review ,
Economic and Social Studies, vol. 35(3), pages 241-250.
[Downloadable!]
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This page was last updated on 2009-12-13.
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