The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate
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Cited by:
- Michel Strawczynski, 2018. "Book Review: The Israeli Economy By Joseph Zeira," Israel Economic Review, Bank of Israel, vol. 16(1), pages 105-112.
- Hertrich, Markus & Nathan, Daniel, 2022. "Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market," Discussion Papers 20/2022, Deutsche Bundesbank.
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1069, Banco de la Republica de Colombia.
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Economic Modelling, Elsevier, vol. 112(C).
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More about this item
Keywords
Sterilized FX interventions; high frequency data; impulse response; local projections; potential outcome; Bank of Israel;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2019-01-07 (Central Banking)
- NEP-MAC-2019-01-07 (Macroeconomics)
- NEP-MON-2019-01-07 (Monetary Economics)
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