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Citations for "Does foreign exchange intervention signal future monetary policy?"

by Graciela L. Kaminsky & Karen K. Lewis

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  1. Fratzscher, Marcel, 2005. "Strategies of exchange rate policy in G3 economies," Economics Letters, Elsevier, Elsevier, vol. 89(1), pages 68-74, October.
  2. 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.
  3. Straub, Roland & Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas, 2013. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association 79785, Verein für Socialpolitik / German Economic Association.
  4. Neely, Christopher J., 2008. "Central bank authorities' beliefs about foreign exchange intervention," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(1), pages 1-25, February.
  5. Owen F. Humpage, 1994. "Institutional aspects of U.S. intervention," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q I, pages 2-19.
  6. Born, Benjamin & Ehrmann, Michael & Fratzscher, Marcel, 2010. "Macroprudential policy and central bank communication," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8094, C.E.P.R. Discussion Papers.
  7. Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
  8. Vitale, Paolo, 2001. "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers, C.E.P.R. Discussion Papers 2886, C.E.P.R. Discussion Papers.
  9. Robert L. Hetzel, 1997. "The case for a monetary rule in a constitutional democracy," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Spr, pages 45-66.
  10. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
  11. Michael Artis, 1993. "The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries," RBA Annual Conference Volume, Reserve Bank of Australia, in: Adrian Blundell-Wignall (ed.), The Exchange Rate, International Trade and the Balance of Payments Reserve Bank of Australia.
  12. Pippenger, John, 2003. "Modeling foreign exchange intervention: stock versus stock adjustment," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 13(2), pages 137-156, April.
  13. Graciela Kaminsky & Karen K. Lewis, 1993. "Does Foreign Exchange Intervention Signal Future Monetary Policy?," NBER Working Papers 4298, National Bureau of Economic Research, Inc.
  14. Michael Dueker, 2005. "Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 23, pages 96-104, January.
  15. Neil, Beattie & Fillion, Jean-François, 1999. "An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention," Working Papers, Bank of Canada 99-4, Bank of Canada.
  16. Caglayan, M. & Baum, C.F. & Barkoulas, J.T., 1998. "Exchange Rate Effects on the Volume and Variability of Trade Flows," Papers, Koc University 1998/05, Koc University.
  17. Kim, Soyoung, 2003. "Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework," Journal of International Economics, Elsevier, Elsevier, vol. 60(2), pages 355-386, August.
  18. Baillie, Richard T. & Osterberg, William P., 2000. "Deviations from daily uncovered interest rate parity and the role of intervention," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 10(3-4), pages 363-379, December.
  19. Fratzscher, Marcel, 2004. "Communication and exchange rate policy," Working Paper Series, European Central Bank 0363, European Central Bank.
  20. Andreas M. Fischer, 2000. "Do Interventions Smooth Interest Rates?," Working Papers, Swiss National Bank, Study Center Gerzensee 00.04, Swiss National Bank, Study Center Gerzensee.
  21. Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999. "Exchange Rate Uncertainty and Firm Profitability," Boston College Working Papers in Economics, Boston College Department of Economics 422, Boston College Department of Economics, revised 16 Feb 2000.
  22. Aguilar, Javiera & Nydahl, Stefan, 2000. "Central bank intervention and exchange rates: the case of Sweden," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 10(3-4), pages 303-322, December.
  23. Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
  24. Reinhart, Carmen & Reinhart, Vincent, 1999. "On the use of reserve requirements in dealing with capital flow problems," MPRA Paper 13703, University Library of Munich, Germany.
  25. Sweeney, Richard J., 2007. "Fed intervention, dollar appreciation, and systematic risk," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(2), pages 167-192, March.
  26. Fernando M. Gonçalves, 2008. "Accumulating Foreign Reserves Under Floating Exchange Rates," IMF Working Papers, International Monetary Fund 08/96, International Monetary Fund.
  27. Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005. "The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey 0506, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  28. Owen F. Humpage, 1998. "The Federal Reserve as an informed foreign-exchange trader," Working Paper, Federal Reserve Bank of Cleveland 9815, Federal Reserve Bank of Cleveland.
  29. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5729, C.E.P.R. Discussion Papers.
  30. Kentaro Iwatsubo & Satoshi Kawanishi, 2011. "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers, Graduate School of Economics, Kobe University 1116, Graduate School of Economics, Kobe University.
  31. Juan José Echavarría & Luis Fernando Melo velandia & Santiago Téllez & Mauricio Villamizar Villegas, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia, Banco de la Republica de Colombia 767, Banco de la Republica de Colombia.
  32. William P. Osterberg & Rebecca Wetmore Humes, 1993. "The inaccuracy of newspaper reports of U.S. foreign exchange intervention," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q IV, pages 25-33.
  33. Castrén, Olli, 2004. "Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?," Working Paper Series, European Central Bank 0410, European Central Bank.
  34. Brissimis, Sophocles N. & Chionis, Dionysios P., 2004. "Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility," Journal of Policy Modeling, Elsevier, Elsevier, vol. 26(6), pages 661-673, September.
  35. Ho, W.-M.Wai-Ming, 2004. "The liquidity effects of foreign exchange intervention," Journal of International Economics, Elsevier, Elsevier, vol. 63(1), pages 179-208, May.
  36. Luiz de Mello & Diego Moccero & Jean-Yves Gnabo, 2008. "Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," OECD Economics Department Working Papers, OECD Publishing 593, OECD Publishing.
  37. Christian Pierdzioch & Georg Stadtmann, 2003. "The Effectiveness of the Interventions of the Swiss National Bank � An Event-Study Analysis," Kiel Working Papers, Kiel Institute for the World Economy 1160, Kiel Institute for the World Economy.
  38. Reinhart, Carmen & Reinhart, Vincent, 2002. "Is a G-3 Target Zone on Target for Emerging Markets?," MPRA Paper 7581, University Library of Munich, Germany.
  39. repec:ebl:ecbull:v:6:y:2007:i:29:p:1-8 is not listed on IDEAS
  40. Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer, Springer, vol. 18(2), pages 319-339, December.
  41. Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers, WIFO 168, WIFO.
  42. Hutchison, Michael M, 2003. "Intervention and Exchange Rate Stabilization Policy in Developing Countries," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 6(1), pages 109-27, Spring.
  43. William P. Osterberg, 1997. "Does intervention explain the forward discount puzzle?," Economic Review, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Q IV, pages 24-31.
  44. Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
  45. Vitale, Paolo, 2003. "Foreign exchange intervention: how to signal policy objectives and stabilise the economy," Journal of Monetary Economics, Elsevier, Elsevier, vol. 50(4), pages 841-870, May.
  46. 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), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
  47. Lukas Menkhoff, 2010. "High-Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?," Journal of Economic Surveys, Wiley Blackwell, Wiley Blackwell, vol. 24(1), pages 85-112, 02.
  48. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
  49. Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 28(5), pages 776-803, September.
  50. Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P., 2000. "Intervention from an information perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 10(3-4), pages 407-421, December.
  51. Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series, CESifo Group Munich 251, CESifo Group Munich.
  52. 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., John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
  53. Horvath, Roman, 2006. "Modelling Central Bank Intervention Activity under Inflation Targeting," MPRA Paper 914, University Library of Munich, Germany.
  54. Popper, Helen & Montgomery, John D., 2001. "Information sharing and central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, Elsevier, vol. 55(2), pages 295-316, December.
  55. Kathryn M. Dominguez, 1993. "Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?," NBER Working Papers 4532, National Bureau of Economic Research, Inc.
  56. P. Siklos, D. Waymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Working Papers, Wilfrid Laurier University, Department of Economics eg0048, Wilfrid Laurier University, Department of Economics, revised 2006.
  57. Campbell R. Harvey & Roger D. Huang, 1994. "The Impact of the Federal Reserve Bank's Open Market Operations," NBER Working Papers 4663, National Bureau of Economic Research, Inc.
  58. 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, C.E.P.R. Discussion Papers 2690, C.E.P.R. Discussion Papers.
  59. Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2006. "The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 28(2), pages 141-156, February.
  60. Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5468, C.E.P.R. Discussion Papers.
  61. Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 10(3-4), pages 349-362, December.
  62. repec:wyi:wpaper:001961 is not listed on IDEAS
  63. Carmen M. Reinhart & Vincent R. Reinhart, 2008. "Capital Inflows and Reserve Accumulation: The Recent Evidence," NBER Working Papers 13842, National Bureau of Economic Research, Inc.
  64. 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.
  65. Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, Elsevier, vol. 18(4), pages 397-417, August.
  66. Pasquariello, Paolo, 2010. "Central bank intervention and the intraday process of price formation in the currency markets," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(6), pages 1045-1061, October.
  67. Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Paper, Federal Reserve Bank of Cleveland 0315, Federal Reserve Bank of Cleveland.
  68. Christian Pierdzioch, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers, Kiel Institute for the World Economy 971, Kiel Institute for the World Economy.
  69. Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014. "The intra-day impact of communication on euro-dollar volatility and jumps," Journal of International Money and Finance, Elsevier, Elsevier, vol. 43(C), pages 131-154.
  70. William P. Osterberg, 1995. "Can foreign exchange intervention signal monetary policy changes?," Economic Commentary, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue May.
  71. RUGE-MURCIA, Francisco J., 1997. "Credibility and Signaling in Disinflation- a Cross Country Examination," Cahiers de recherche, Universite de Montreal, Departement de sciences economiques 9712, Universite de Montreal, Departement de sciences economiques.
  72. Fratzscher, Marcel, 2006. "On the long-term effectiveness of exchange rate communication and interventions," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(1), pages 146-167, February.
  73. Reinhart, Carmen & Reinhart, Vincent, 2001. "What hurts most?: G-3 exchange rate or interest rate volatility," MPRA Paper 14098, University Library of Munich, Germany.
  74. Kearns, Jonathan & Rigobon, Roberto, 2005. "Identifying the efficacy of central bank interventions: evidence from Australia and Japan," Journal of International Economics, Elsevier, Elsevier, vol. 66(1), pages 31-48, May.
  75. Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások
    [Effectiveness of central-bank intervention on foreign-exchange markets. International ex
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
  76. Post, Erik, 2006. "Foreign exchange market interventions as monetary policy," Working Paper Series, Uppsala University, Department of Economics 2006:21, Uppsala University, Department of Economics.
  77. Mwansa, Katwamba, 2009. "The Impact of Central Bank's intervention in the foreign exchange market on the Exchange Rate: The case of Zambia (1995-2008)," MPRA Paper 22428, University Library of Munich, Germany.
  78. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Macroeconomic Implications of the Beliefs and Behavior of Foreign Exchange Traders," NBER Working Papers 7417, National Bureau of Economic Research, Inc.
  79. Richard T. Baillie & William P. Osterberg, 1998. "Central bank intervention and overnight uncovered interest rate parity," Working Paper, Federal Reserve Bank of Cleveland 9823, Federal Reserve Bank of Cleveland.
  80. Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series, European Central Bank 0010, European Central Bank.
  81. Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, Elsevier, vol. 10(2), pages 107-143, May.
  82. Robert Amano & Paul Fenton & David Tessier & Simon van Norden, 1996. "The credibility of monetary policy: a survey of the literature with some simple applications to Caanda," Meeting papers, EconWPA 9610001, EconWPA.
  83. Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, Elsevier, vol. 24(5), pages 665-694, May.
  84. repec:wyi:journl:002068 is not listed on IDEAS
  85. Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers, Reserve Bank of Australia rdp2003-04, Reserve Bank of Australia.
  86. Baillie, Richard T. & Osterberg, William P., 1997. "Why do central banks intervene?," Journal of International Money and Finance, Elsevier, Elsevier, vol. 16(6), pages 909-919, December.
  87. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, Springer, vol. 16(1), pages 33-50, January.
  88. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 29(3), pages 504-524, April.
  89. Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers, Kyushu Sangyo University, Faculty of Economics 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
  90. Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, Elsevier, vol. 49(2), pages 245-267, December.
  91. 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, Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
  92. Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, Elsevier, vol. 51(2), pages 401-419, August.
  93. Reinhart, Carmen M. & Reinhart, Vincent R., 2011. "Entrada de capitales y acumulación de reservas: evidencia reciente," Revista Estudios Económicos, Banco Central de Reserva del Perú, Banco Central de Reserva del Perú, issue 20, pages 15-25.
  94. Almekinders, G.J., 1993. "Theories on the scope for foreign exchange market intervention," Discussion Paper, Tilburg University, Center for Economic Research 1993-42, Tilburg University, Center for Economic Research.
  95. repec:onb:oenbwp:y::i:55:b:1 is not listed on IDEAS
  96. 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, Federal Reserve Bank of Cleveland 1113, Federal Reserve Bank of Cleveland.
  97. Timo Wollmershäuser, 2003. "Sterilisierte Devisenmarktinterventionen - ein umstrittenes währungspolitisches Instrument," Ifo Schnelldienst, Ifo Institute for Economic Research at the University of Munich, Ifo Institute for Economic Research at the University of Munich, vol. 56(19), pages 34-44, October.