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Citations for "Central bank intervention and risk in the forward market" by Baillie, Richard T. & P. Osterberg, William
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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.): 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!]
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!]
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) 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)
Takeshi Kimura & David H. Small, 2006.
"Quantitative Monetary Easing and Risk in Financial Asset Markets ,"
The B.E. Journal of Macroeconomics ,
Berkeley Electronic Press, vol. 0(1).
[Downloadable!]
Other versions: Richard T. Baillie & William P. Osterberg, 1998.
"Central bank intervention and overnight uncovered interest rate parity ,"
Working Paper
9823, Federal Reserve Bank of Cleveland.
[Downloadable!]
Sonia Pangusión Espinosa., .
"Testing Uncovered Interest Rate Parity: The Spanish case ,"
Studies on the Spanish Economy
128, FEDEA.
[Downloadable!]
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) Michel Beine & Agnes Benassy-Quere & Christelle Lecourt, 1999.
"The impact of foreign exchange interventions: new evidence from FIGARCH estimations ,"
Working Papers
1999-14, CEPII research center.
[Downloadable!]
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!]
Christian Pierdzioch, 2000.
"The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis ,"
Kiel Working Papers
971, Kiel Institute for the World Economy.
[Downloadable!]
Zhaodan Huang & Stephen Neun, 2006.
"The Effectiveness of Fed Intervention on the USD/DM Foreign Exchange Market ,"
Global Economy Journal ,
Berkeley Electronic Press, vol. 6(2).
[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)
Pinar Ozlu, 2006.
"Risk Premium and Central Bank Intervention ,"
Central Bank Review ,
Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 6(1), pages 65-79.
[Downloadable!]
Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999.
"Intervention as information: a survey ,"
Working Paper
9918, Federal Reserve Bank of Cleveland.
[Downloadable!]
Christelle Lecourt & Helene Raymond, 2006.
"Central bank interventions in industrialized countries: a characterization based on survey results ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 11(2), pages 123-138.
[Downloadable!]
Alex Maynard & Peter C. B. Phillips, 2001.
"Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly ,"
Journal of Applied Econometrics ,
John Wiley & Sons, Ltd., vol. 16(6), pages 671-708.
[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: Landon, Stuart & Smith, Constance, 1999.
"The risk premium, exchange rate expectations, and the forward exchange rate: Estimates for the Yen-Dollar rate ,"
MPRA Paper
9775, University Library of Munich, Germany.
[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!]
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!]
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.
[Downloadable!]
Peter Brandner & Harald Grech, 2002.
"Why Did Central Banks Intervene in the EMS? The Post-1993 Experience ,"
WIFO Working Papers
192, WIFO.
[Downloadable!]
Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2004.
"Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 140(3), pages 709-729, September.
[Downloadable!] (restricted)
Owen F. Humpage, 1998.
"The Federal Reserve as an informed foreign-exchange trader ,"
Working Paper
9815, Federal Reserve Bank of Cleveland.
[Downloadable!]
William P. Osterberg, 1997.
"Does intervention explain the forward discount puzzle? ,"
Economic Review ,
Federal Reserve Bank of Cleveland, issue Q IV, pages 24-31.
[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!]
Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2003.
"Modeling coordinated foreign exchange market interventions: The case of the Japanese and U.S. interventions in the 1990s ,"
Review of World Economics (Weltwirtschaftliches Archiv) ,
Springer, vol. 139(4), pages 709-729, December.
[Downloadable!] (restricted)
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!]
Marcel Fratzscher, 2004.
"Communication and exchange rate policy ,"
Working Paper Series
363, European Central Bank.
[Downloadable!]
Other versions: Nelson Mark & Young-Kyu Moh, 2003.
"Official Interventions and Occasional Violations of Uncovered Interest Party in the Dollar-DM Market ,"
NBER Working Papers
9948, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: Maria Aguirre & Reza Saidi, 2000.
"Volatility behavior of exchange rate future contracts ,"
Atlantic Economic Journal ,
International Atlantic Economic Society, vol. 28(4), pages 396-411, December.
[Downloadable!] (restricted)
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This page was last updated on 2009-12-18.
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