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Citations for "Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis"

by Michel Beine & Sébastien Laurent & Christelle Lecourt

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  1. Humala, Alberto & Rodríguez, Gabriel, 2009. "Foreign Exchange Intervention and Exchange Rate Volatility in Peru," Working Papers, Banco Central de Reserva del Perú 2009-008, Banco Central de Reserva del Perú.
  2. 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, Elsevier, vol. 19(1), pages 112-127, February.
  3. 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, Elsevier, vol. 25(7), pages 1051-1071, November.
  4. Kathryn M.E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," NBER Working Papers 12953, National Bureau of Economic Research, Inc.
  5. Aleš Bulíø, 2005. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.
  6. Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2008. "The impact of FX Central Bank Intervention in a Noise Trading Framework," CREA Discussion Paper Series 08-15, Center for Research in Economic Analysis, University of Luxembourg.
  7. Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004. "Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts," Departmental Working Papers, Rutgers University, Department of Economics 200424, Rutgers University, Department of Economics.
  8. Bernal, Oscar & Gnabo, Jean-Yves, 2009. "Announcements, financial operations or both? Generalizing central banks' FX reaction functions," Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 367-394, December.
  9. Ales Bulir, 2004. "Liberalized Markets Have More Stable Exchange Rates," IMF Working Papers 04/35, International Monetary Fund.
  10. Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(3), pages 438-454, April.
  11. Lee, Hsiu-Yun, 2011. "Nonlinear exchange rate dynamics under stochastic official intervention," Economic Modelling, Elsevier, Elsevier, vol. 28(4), pages 1510-1518, July.
  12. Hoshikawa, Takeshi, 2008. "The effect of intervention frequency on the foreign exchange market: The Japanese experience," Journal of International Money and Finance, Elsevier, Elsevier, vol. 27(4), pages 547-559, June.
  13. Oscar Bernal Diaz & Jean-Yves Gnabo, 2007. "Talks, financial operations or both? Generalizing central banks' FX reaction functions," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles 07-03.RS, ULB -- Universite Libre de Bruxelles.
  14. M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," THEMA Working Papers 2002-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  15. Michel Beine & Sébastien Laurent & Franz Palm, . "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
  16. Michel Beine, 2004. "Conditional covariance and direct Central Bank intervention in the foreign exchange markets," ULB Institutional Repository 2013/10431, ULB -- Universite Libre de Bruxelles.
  17. Gravelle, Toni & Kichian, Maral & Morley, James, 2006. "Detecting shift-contagion in currency and bond markets," Journal of International Economics, Elsevier, Elsevier, vol. 68(2), pages 409-423, March.
  18. 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.
  19. Beine, Michel & Lecourt, Christelle, 2004. "Reported and secret interventions in the foreign exchange markets," Finance Research Letters, Elsevier, Elsevier, vol. 1(4), pages 215-225, December.
  20. Chmelarova, Viera & Schnabl, Gunther, 2006. "Exchange rate stabilization in developed and underdeveloped capital markets," Working Paper Series, European Central Bank 0636, European Central Bank.
  21. Shiu-Sheng Chen & Tsong-Min Wu, 2010. "Taiwan'S Exchange Rate And Macroeconomic Policies Over The Business Cycle," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 55(03), pages 435-457.
  22. 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.
  23. Lee, Hsiu-Yun & Lai, Hung-Pin, 2011. "A structural threshold model of the exchange rate under optimal intervention," Journal of International Money and Finance, Elsevier, Elsevier, vol. 30(6), pages 931-946, October.
  24. Wang, Jianxin & Yang, Minxian, 2009. "Asymmetric volatility in the foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(4), pages 597-615, October.
  25. Quan Hoang Vuong, 2004. "Analyses on Gold and US Dollar in Vietnam's Transitional Economy," Working Papers CEB, ULB -- Universite Libre de Bruxelles 04-033.RS, ULB -- Universite Libre de Bruxelles.