More on the differences between reported and actual U.S. central bank foreign exchange intervention
Download full text from publisher
References listed on IDEAS
- Klein, Michael W., 1993. "The accuracy of reports of foreign exchange intervention," Journal of International Money and Finance, Elsevier, pages 644-653.
- Ghosh, Atish R., 1992.
"Is it signalling? Exchange intervention and the dollar-Deutschemark rate,"
Journal of International Economics,
Elsevier, pages 201-220.
- Ghosh, A.R., 1990. "Is It Signalling Exchange Intervention And The Dollar- Deutschemark Rate," Papers 48, Princeton, Woodrow Wilson School - Discussion Paper.
- McFarland, James W & Pettit, R Richardson & Sung, Sam K, 1982. " The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement," Journal of Finance, American Finance Association, vol. 37(3), pages 693-715, June.
- Humpage, Owen F. & Osterberg, William P., 1992.
"Intervention and the foreign exchange risk premium: An empirical investigation of daily effects,"
Global Finance Journal,
Elsevier, pages 23-50.
- Owen F. Humpage & William P. Osterberg, 1990. "Intervention and the foreign exchange risk premium: an empirical investigation of daily effects," Working Paper 9009, Federal Reserve Bank of Cleveland.
- Klein, Michael W., 1993.
"The accuracy of reports of foreign exchange intervention,"
Journal of International Money and Finance,
Elsevier, pages 644-653.
- Michael W. Klein, 1992. "The Accuracy of Reports of Foreign Exchange Intervention," NBER Working Papers 4165, National Bureau of Economic Research, Inc.
- Owen F. Humpage, 1994. "Institutional aspects of U.S. intervention," Economic Review, Federal Reserve Bank of Cleveland, issue Q I, pages 2-19.
- Hsieh, David A, 1989. "Modeling Heteroscedasticity in Daily Foreign-Exchange Rates," Journal of Business & Economic Statistics, American Statistical Association, pages 307-317.
- Juann H. Hung, 1991. "Noise trading and the effectiveness of sterilized foreign exchange intervention," Research Paper 9111, Federal Reserve Bank of New York.
- Michael W. Klein & Eric S. Rosengren, 1991.
"Foreign exchange intervention as a signal of monetary policy,"
New England Economic Review,
Federal Reserve Bank of Boston, pages 39-50.
- Alicia H. Munnell, 1990. "Is there a shortfall in public capital investment? An overview," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 34, pages 1-20.
More about this item
KeywordsForeign exchange - Law and legislation;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fip:fedcwp:9501. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (4D Library). General contact details of provider: http://edirc.repec.org/data/frbclus.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.