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Fed intervention, dollar appreciation, and systematic risk

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  • Sweeney, Richard J.
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    File URL: http://www.sciencedirect.com/science/article/pii/S0261-5606(06)00111-2
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    Article provided by Elsevier in its journal Journal of International Money and Finance.

    Volume (Year): 26 (2007)
    Issue (Month): 2 (March)
    Pages: 167-192

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    Handle: RePEc:eee:jimfin:v:26:y:2007:i:2:p:167-192
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443

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    7. Fatum, Rasmus & Hutchison, Michael, 1999. "Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(1), pages 54-69, February.
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    20. Dooley, Michael & Isard, Peter, 1982. "A portfolio-balance rational-expectations model of the dollar-mark exchange rate," Journal of International Economics, Elsevier, vol. 12(3-4), pages 257-276, May.
    21. Dominguez, Kathryn M & Frankel, Jeffrey A, 1993. "Does Foreign-Exchange Intervention Matter? The Portfolio Effect," American Economic Review, American Economic Association, vol. 83(5), pages 1356-1369, December.
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    35. Bonser-Neal, Catherine & Roley, V Vance & Sellon, Gordon H, Jr, 1998. "Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data," The Journal of Business, University of Chicago Press, vol. 71(2), pages 147-177, April.
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    41. Chang, Yuanchen & Taylor, Stephen J., 1998. "Intraday effects of foreign exchange intervention by the Bank of Japan1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 191-210, February.
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