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Rasmus Fatum

This is information that was supplied by Rasmus Fatum in registering through RePEc. If you are Rasmus Fatum, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Rasmus
Middle Name:
Last Name:Fatum
Suffix:
RePEc Short-ID:pfa285
[This author has chosen not to make the email address public]

Affiliation

Edmonton, Canada
http://www.business.ualberta.ca/

: 780.492.5693
780.492.3325
3-23 Business Building, Edmonton, Alberta T6G 2R6
RePEc:edi:sbualca (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. University of Alberta Economists (UAE)

Works

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Working Papers

  1. Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei, 2017. "The Exchange Rate Effects of Macro News after the Global Financial Crisis," Globalization and Monetary Policy Institute Working Paper 305, Federal Reserve Bank of Dallas.
  2. Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong, 2016. "Is the Renminbi a safe haven?," Globalization and Monetary Policy Institute Working Paper 276, Federal Reserve Bank of Dallas.
  3. Fatum, Rasmus & Zhu, Guozhong & Hui, Wenjie, 2016. "Do oil endowment and productivity matter for accumulation of international reserves?," Globalization and Monetary Policy Institute Working Paper 291, Federal Reserve Bank of Dallas.
  4. Fatum, Rasmus & Liu, Runjuan & Tong, Jiadong & Xu, Jiayun, 2015. "Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data," Globalization and Monetary Policy Institute Working Paper 257, Federal Reserve Bank of Dallas.
  5. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Intra-safe haven currency behavior during the global financial crisis," Globalization and Monetary Policy Institute Working Paper 199, Federal Reserve Bank of Dallas.
  6. Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization and Monetary Policy Institute Working Paper 115, Federal Reserve Bank of Dallas.
  7. Fatum, Rasmus & Hutchison, Michael M. & Wu, Thomas, 2010. "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization and Monetary Policy Institute Working Paper 49, Federal Reserve Bank of Dallas.
  8. Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen, 2010. "Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?," Discussion Papers 10-20, University of Copenhagen. Department of Economics.
  9. Rasmus Fatum, 2010. "Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?," EPRU Working Paper Series 2010-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  10. Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," NBER Working Papers 16044, National Bureau of Economic Research, Inc.
  11. Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  12. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  13. Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  14. Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  15. Rasmus Fatum & Michael M. Hutchison, 2005. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004," Hi-Stat Discussion Paper Series d05-93, Institute of Economic Research, Hitotsubashi University.
  16. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  17. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
  18. Rasmus Fatum & Michael M. Hutchison, 2004. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series 05-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2005.
  19. Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc.
  20. Rasmus Fatum, 2003. "One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation," EPRU Working Paper Series 03-19, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  21. Rasmus Fatum & Barry Scholnick, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 03-18, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Aug 2003.
  22. Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series 0010, European Central Bank.
  23. Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  24. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  25. Rasmus Fatum & Barry Scholnick, "undated". "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
  26. Rasmus Fatum & Michael M. Hutchison, "undated". "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  27. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 96-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  28. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series 99-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

Articles

  1. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
  2. Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, 08.
  3. Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013. "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 103-117.
  4. Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
  5. Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 570-584, April.
  6. Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
  7. Fatum, Rasmus & Pedersen, Jesper, 2009. "Real-time effects of central bank intervention in the euro market," Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
  8. Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 438-454, April.
  9. Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1076-1086, June.
  10. Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
  11. Fatum, Rasmus & Scholnick, Barry, 2006. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1641-1657, September.
  12. Fatum, Rasmus, 2006. "One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 659-669, May.
  13. Rasmus Fatum & Michael Hutchison, 2005. "Foreign exchange intervention and monetary policy in Japan, 2003–04," International Economics and Economic Policy, Springer, vol. 2(2), pages 241-260, November.
  14. Rasmus Fatum & Michael M. Hutchison, 2003. "Is sterilised foreign exchange intervention effective after all? an event study approach," Economic Journal, Royal Economic Society, vol. 113(487), pages 390-411, 04.
  15. Rasmus Fatum, 2002. "Post-Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics, Canadian Economics Association, vol. 35(3), pages 556-567, August.
  16. Rasmus Fatum & Michael Hutchison, 2002. "ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention," Open Economies Review, Springer, vol. 13(4), pages 413-425, October.
  17. 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.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-IFN: International Finance (27) 2002-10-18 2002-10-18 2003-05-08 2003-05-08 2003-05-08 2003-05-08 2003-12-07 2003-12-07 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13 2016-02-04. Author is listed
  2. NEP-MON: Monetary Economics (25) 2002-10-18 2003-12-07 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13 2014-11-17 2017-02-05 2017-03-12. Author is listed
  3. NEP-CBA: Central Banking (19) 2002-10-18 2002-10-18 2003-12-07 2003-12-07 2005-06-27 2005-09-11 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-08-14 2010-09-11 2010-09-25. Author is listed
  4. NEP-MAC: Macroeconomics (14) 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-08-14 2017-01-15. Author is listed
  5. NEP-FIN: Finance (7) 2002-10-18 2002-10-18 2003-05-08 2005-08-13 2005-09-17 2005-12-20 2006-06-10. Author is listed
  6. NEP-MST: Market Microstructure (7) 2007-04-09 2009-03-14 2010-05-29 2010-06-04 2010-09-11 2010-09-25 2017-03-12. Author is listed
  7. NEP-FMK: Financial Markets (6) 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10. Author is listed
  8. NEP-RMG: Risk Management (6) 2002-10-18 2002-10-18 2003-05-08 2003-05-08 2003-05-08 2003-05-08. Author is listed
  9. NEP-EEC: European Economics (4) 2002-10-18 2003-05-08 2003-12-07 2007-04-09
  10. NEP-SEA: South East Asia (4) 2002-09-28 2005-06-27 2005-09-11 2006-06-10
  11. NEP-BEC: Business Economics (1) 2016-02-04
  12. NEP-CFN: Corporate Finance (1) 2003-12-07
  13. NEP-CNA: China (1) 2016-02-04
  14. NEP-ENE: Energy Economics (1) 2017-01-15
  15. NEP-INT: International Trade (1) 2016-02-04
  16. NEP-OPM: Open Economy Macroeconomics (1) 2010-06-04
  17. NEP-TRA: Transition Economics (1) 2016-02-04

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