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Citations for "Central Bank Forex Interventions Assessed Using Realized Moments"

by Beine,M. & Palm,F.C. & Laurent,S.

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  1. Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2012. "Econometric modeling of exchange rate volatility and jumps," Working Papers, Federal Reserve Bank of St. Louis 2012-008, Federal Reserve Bank of St. Louis.
  2. Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, Elsevier, vol. 78(1), pages 11-20, June.
  3. Jean-Yves Gnabo & Jér�me Lahaye & Sébastien Laurent & Christelle Lecourt, 2012. "Do jumps mislead the FX market?," Quantitative Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 12(10), pages 1521-1532, October.
  4. 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.
  5. Vithessonthi, Chaiporn & Tongurai, Jittima, 2013. "Unremunerated reserve requirements, exchange rate volatility, and firm value," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 23(C), pages 358-378.
  6. Ai-ru (Meg) Cheng & Kuntal Das & Takeshi Shimatani, 2013. "Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility," Working Papers in Economics, University of Canterbury, Department of Economics and Finance 13/19, University of Canterbury, Department of Economics and Finance.
  7. 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.
  8. Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers, Research Seminar in International Economics, University of Michigan 506, Research Seminar in International Economics, University of Michigan.
  9. 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.
  10. Morel, Christophe & Teïletche, Jérôme, 2008. "Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004," Journal of Empirical Finance, Elsevier, Elsevier, vol. 15(2), pages 211-231, March.
  11. Michel Beine & Oscar Bernal Diaz, 2005. "Why do Central Banks intervene secretly? preliminary evidence of the BoJ," DULBEA Working Papers, ULB -- Universite Libre de Bruxelles in, ULB -- Universite Libre de Bruxelles.
  12. Kathryn M. E. Dominguez & Freyan Panthaki, 2007. "The Influence of Actual and Unrequited Interventions," Working Papers, Research Seminar in International Economics, University of Michigan 561, Research Seminar in International Economics, University of Michigan.
  13. Vithessonthi, Chaiporn & Tongurai, Jittima, 2013. "The perils of a central bank's capital control: How substantial is the effect on firm value?," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 23(C), pages 111-135.
  14. Vithessonthi, Chaiporn, 2014. "Monetary policy and the first- and second-moment exchange rate change during the global financial crisis: Evidence from Thailand," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 29(C), pages 170-194.
  15. Cheng, Ai-ru (Meg) & Das, Kuntal & Shimatani, Takeshi, 2013. "Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility," Journal of Asian Economics, Elsevier, Elsevier, vol. 28(C), pages 87-98.
  16. Andersen, Peter & Kim, Suk-Joong, 2011. "Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(2), pages 277-295, April.
  17. Douglas, Christopher C. & Kolar, Marek, 2009. "Capturing the time dynamics of central bank intervention," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(5), pages 950-968, December.
  18. Morel, Christophe & Teiletche, Jérôme, 2008. "Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/12956, Paris Dauphine University.
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