This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Citations for "The practice of central bank intervention: looking under the hood" by Christopher J. Neely
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.): 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) 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: 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!]
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: 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.
[Downloadable!]
Other versions: Vitale, Paolo, 2006.
"A Market Microstructure Analysis of Foreign Exchange Intervention ,"
CEPR Discussion Papers
5468, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
Other versions: 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: Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007.
"Central bank intervention and exchange rate volatility, its continuous and jump components ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
[Downloadable!]
Other versions: Pablo A. Guerron, 2006.
"Why do Central Bankers Intervene in the Foreign Exchange Market? Some New Evidence and Theory ,"
Working Paper Series
007, North Carolina State University, Department of Economics, revised Aug 2006.
[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!]
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!]
Owen F. Humpage, 2003.
"Government intervention in the foreign exchange market ,"
Working Paper
0315, Federal Reserve Bank of Cleveland.
[Downloadable!]
Jorge Iván Canales Kriljenko, 2003.
"Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey ,"
IMF Working Papers
03/95, International Monetary Fund.
[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: 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)
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.
[Downloadable!]
Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2009.
"A brief empirical history of U.S. foreign-exchange intervention: 1973-1995 ,"
Working Paper
0903, Federal Reserve Bank of Cleveland.
[Downloadable!]
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) 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!]
Roberto Pereira Guimarães & Cem Karacadag, 2004.
"The Empirics of Foreign Exchange Intervention in Emerging Markets: The Cases of Mexico and Turkey ,"
IMF Working Papers
04/123, International Monetary Fund.
[Downloadable!]
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!] 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!]
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: Christopher J. Neely, 2006.
"Identifying the effects of U.S. intervention on the levels of exchange rates ,"
Working Papers
2005-031, Federal Reserve Bank of St. Louis.
[Downloadable!]
Stefan Reitz & Frank Westerhoff, 2004.
"Target Zone Interventions and Coordination of Expectations ,"
Computing in Economics and Finance 2004
11, Society for Computational Economics.
[Downloadable!]
Christopher J. Neely, 2005.
"The case for foreign exchange intervention: the government as an active reserve manager ,"
Working Papers
2004-031, Federal Reserve Bank of St. Louis.
[Downloadable!]
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!]
Michel Beine & Oscar Bernal, 2005.
"Why do central banks intervene secretly? Preliminary evidence from the BoJ ,"
Working Papers DULBEA
05-09.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!]
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)
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.
[Downloadable!]
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
05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
[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: Christopher J. Neely, 2003.
"The Federal Reserve responds to crises: September 11th was not the first ,"
Working Papers
2003-034, Federal Reserve Bank of St. Louis.
[Downloadable!]
Other versions: 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!]
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.
[Downloadable!] (restricted)
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!]
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!]
Jun, Jongbyung, 2008.
"Conditional Efficacy of Sterilized Intervention ,"
Working Papers
2008-1, Suffolk University, Department of Economics.
[Downloadable!]
Did you know? You can create a compilation of all publications of a group of people, say alumni of a program, your students or memers of an association.
This page was last updated on 2009-12-9.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .