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Citations for "The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market"

by Bhattacharya, Utpal & Weller, Paul

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  1. 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.
  2. 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.
  3. 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.
  4. Sweeney, Richard J., 2007. "Fed intervention, dollar appreciation, and systematic risk," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 167-192, March.
  5. Michael Frenkel & Christian Pierdzioch & Georg Stadtmann, 2002. "Devisenmarktoperationen und Informationspolitik der Europäischen Zentralbank," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 3(1), pages 49-68, 02.
  6. Ashima Goyal, 2006. "Incentives from exchange rate regimes in an institutional context," Working Papers 2006-015r, Madras School of Economics,Chennai,India.
  7. 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.
  8. Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P., 2000. "Intervention from an information perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 407-421, December.
  9. Paul Weller & Christopher Neely, 1999. "Technical Analysis and Central Bank Intervention," Working Papers wp99-04, Warwick Business School, Finance Group.
  10. Ho, Wai-Ming, 2008. "The welfare implications of foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1360-1382, December.
  11. 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.
  12. Alina Carare & Mark R. Stone, 2003. "Inflation Targeting Regimes," IMF Working Papers 03/9, International Monetary Fund.
  13. Lee, Hsiu-Yun, 2011. "Nonlinear exchange rate dynamics under stochastic official intervention," Economic Modelling, Elsevier, vol. 28(4), pages 1510-1518, July.
  14. 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.
  15. Reeves, Silke Fabian, 1997. "Exchange rate management when sterilized interventions represent signals of monetary policy," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 339-360.
  16. Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005. "The Impact of FX Central Bank Intervention in a Noise Trading Framework," CESifo Working Paper Series 1520, CESifo Group Munich.
  17. Christopher J. Neely, 2002. "The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits," Working Papers 2000-018, Federal Reserve Bank of St. Louis.
  18. Hüfner, Felix P., 2000. "The British foreign exchange reserves puzzle," ZEW Discussion Papers 00-55, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  19. Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
  20. Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2011. "On the evolution of U.S. foreign-exchange-market intervention: thesis, theory, and institutions," Working Paper 1113, Federal Reserve Bank of Cleveland.
  21. 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.
  22. 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.
  23. Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
  24. BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, . "The impact of Central Bank FX interventions on currency components," CORE Discussion Papers RP -1980, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  25. 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.
  26. Fukao, Kyoji, 1994. "Coordination Failures under Incomplete Information and Global Games," Discussion Paper Series a299, Institute of Economic Research, Hitotsubashi University.
  27. William P. Osterberg, 2000. "New results on the rationality of survey measures of exchange-rate expectations," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 14-21.
  28. 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.
  29. Bhattacharya, Utpal, 2005. "Financial liberalization and the stability of currency pegs," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 351-374, March.
  30. Barnett, Richard C. & Ozerturk, Saltuk, 2007. "The advantage of showing your hand selectively in foreign exchange interventions," European Journal of Political Economy, Elsevier, vol. 23(1), pages 228-244, March.
  31. Eijffinger, S.C.W. & Geraats, P., 2006. "How transparent are central banks?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-172467, Tilburg University.
  32. Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Paper 0315, Federal Reserve Bank of Cleveland.
  33. C.L. Osler & John A. Carlson, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York.
  34. Christopher J. Neely, 2000. "Are changes in foreign exchange reserves well correlated with official intervention?," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 17-32.
  35. Anusha Chari, 2007. "Heterogeneous Market-Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(5), pages 1131-1162, 08.
  36. Paula Albuquerque, 2005. "The interdealer market and the central bank intervention," Working Papers Department of Economics 2005/09, ISEG - School of Economics and Management, Department of Economics, University of Lisbon.
  37. Montserrat Ferré & Carolina Manzano, 2009. "When do central banks prefer to intervene secretly?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 378-393.
  38. Michael D Bordo & Owen F Humpage & Anna J Schwartz, 2011. "The Federal Reserve as an informed foreign-exchange trader: 1973-1995," Working Paper 1118, Federal Reserve Bank of Cleveland.
  39. Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 49(2), pages 245-267, December.
  40. Suh, Sangwon & Zapatero, Fernando, 2008. "A class of quadratic options for exchange rate stabilization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3478-3501, November.
  41. Richard T. Baillie & Owen F. Humpage & William P. Osterberg, 1999. "Intervention as information: a survey," Working Paper 9918, Federal Reserve Bank of Cleveland.
  42. Rafael Romeu, 2004. "A Puzzle of Microstructure Market Maker Models," IMF Working Papers 04/6, International Monetary Fund.
  43. Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis.
  44. 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.
  45. Turdaliev, Nurlan, 2010. "Communication in repeated monetary policy games," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 228-243, April.
  46. Fernando M. Gonçalves, 2008. "Accumulating Foreign Reserves Under Floating Exchange Rates," IMF Working Papers 08/96, International Monetary Fund.
  47. 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.
  48. Coles, Melvyn & Philippopoulos, Apostolis, 1997. "Are exchange rate bands better than fixed exchange rates? The imported credibility approach," Journal of International Economics, Elsevier, vol. 43(1-2), pages 133-153, August.
  49. Ashima Goyal, 2005. "“Incentives from Exchange Rate Regimes in an Institutional Context"," Macroeconomics Working Papers 22370, East Asian Bureau of Economic Research.
  50. Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
  51. Richard Payne & Paolo Vitale, 2002. "A transaction level study of the effects of central bank intervention on exchange rates," LSE Research Online Documents on Economics 25040, London School of Economics and Political Science, LSE Library.
  52. 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.
  53. 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.