More on the differences between reported and actual U.S. central bank foreign exchange intervention
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References listed on IDEAS
- Klein, Michael W., 1993.
"The accuracy of reports of foreign exchange intervention,"
Journal of International Money and Finance,
Elsevier, vol. 12(6), pages 644-653, December.
- Michael W. Klein, 1992. "The Accuracy of Reports of Foreign Exchange Intervention," NBER Working Papers 4165, National Bureau of Economic Research, Inc.
- Ghosh, Atish R., 1992.
"Is it signalling? Exchange intervention and the dollar-Deutschemark rate,"
Journal of International Economics,
Elsevier, vol. 32(3-4), pages 201-220, May.
- 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, vol. 3(1), 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.
- 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, vol. 7(3), pages 307-317, July.
- 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, issue May, pages 39-50.
More about this item
KeywordsForeign exchange - Law and legislation;
StatisticsAccess and download statistics
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