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Citations for "Conditional covariance and direct Central Bank intervention in the foreign exchange markets"

by Michel Beine

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  1. Nikolaos Antonakakis, 2010. "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables," Working Papers, University of Strathclyde Business School, Department of Economics 1002, University of Strathclyde Business School, Department of Economics.
  2. Walid Ben Omrane & Christian M. Hafner, 2009. "Information Spillover, Volatility and the Currency Markets for the Binary Choice Model," International Econometric Review (IER), Econometric Research Association, Econometric Research Association, vol. 1(1), pages 50-62, April.
  3. Michel Beine & Charles Bos & Sébastien Laurent, 2007. "The impact of Central Bank FX interventions on currency components," ULB Institutional Repository 2013/10419, ULB -- Universite Libre de Bruxelles.
  4. Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series 2473, CESifo Group Munich.
  5. Mauricio Lopera Castaño & Ramón Javier Mesa Callejas & Sergio Iván Restrepo Ochoa & Charle Augusto Londoño Henao, 2013. "Modelando el esquema de intervenciones del tipo de cambio para Colombia. una aplicación empírica de la técnica de regresión del cuantil bajo redes neu," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID, UN - RCE - CID.
  6. Boubaker, Heni & Sghaier, Nadia, 2013. "Portfolio optimization in the presence of dependent financial returns with long memory: A copula based approach," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(2), pages 361-377.
  7. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  8. Kim, Suk-Joong & Le, Anh Tu, 2010. "Secrecy of Bank of Japan's Yen intervention: Evidence of efficacy from intra-daily data," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 369-394, September.
  9. Michel Beine & Pierre-Yves Preumont & Ariane Szafarz, 2006. "Sector diversification during crises: a European perspective," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles 06-07.RS, ULB -- Universite Libre de Bruxelles.
  10. 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.
  11. Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(5), pages 446-467, December.
  12. 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.
  13. Hall, Yosuke & Kim, Suk-Joong, 2009. "What drives Yen interventions in Tokyo?: Do off-shore foreign exchange markets matter more than Tokyo market?," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 17(2), pages 175-188, April.
  14. BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., . "Central bank FOREX interventions assessed using realized moments," CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) -2135, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  15. 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.
  16. Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 17(4), pages 341-360, October.
  17. Nikkinen, Jussi & Vähämaa, Sami, 2009. "Central bank interventions and implied exchange rate correlations," Journal of Empirical Finance, Elsevier, Elsevier, vol. 16(5), pages 862-873, December.
  18. Kim, Suk-Joong & Sheen, Jeffrey, 2006. "Interventions in the Yen-dollar spot market: A story of price, volatility and volume," Journal of Banking & Finance, Elsevier, Elsevier, vol. 30(11), pages 3191-3214, November.
  19. Li, Xiao-Ming, 2011. "How do exchange rates co-move? A study on the currencies of five inflation-targeting countries," Journal of Banking & Finance, Elsevier, Elsevier, vol. 35(2), pages 418-429, February.