On the effects of sterilized intervention : An analysis of weekly data
Citations
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Cited by:
- Adam Gersl & Tomás Holub, 2006.
"Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience,"
Contemporary Economic Policy,
Western Economic Association International, vol. 24(4), pages 475-491, October.
- Tomas Holub, 2004. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes 2004/01, Czech National Bank, Research Department.
- Holub, Tomáš, 2004. "Foreign exchange interventions under inflation targeting: the Czech Experience," Research Notes 17, Deutsche Bank Research.
- Dominguez, Kathryn M. & Frankel, Jeffrey A., 1992.
"Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects,"
Center for International and Development Economics Research (CIDER) Working Papers
233167, University of California-Berkeley, Department of Economics.
- Kathryn M. Dominguez and Jeffrey A. Frankel., 1992. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects," Center for International and Development Economics Research (CIDER) Working Papers C92-001, University of California at Berkeley.
- Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
- Backus, David K. & Kehoe, Patrick J., 1989.
"On the denomination of government debt : A critique of the portfolio balance approach,"
Journal of Monetary Economics,
Elsevier, vol. 23(3), pages 359-376, May.
- David K. Backus & Patrick J. Kehoe, 1988. "On the denomination of government debt: a critique of the portfolio balance approach," Staff Report 116, Federal Reserve Bank of Minneapolis.
- Karen K. Lewis, 1994. "Puzzles in International Financial Markets," NBER Working Papers 4951, National Bureau of Economic Research, Inc.
- Karen K. Lewis, 1993. "Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?," NBER Working Papers 4377, National Bureau of Economic Research, Inc.
- Jonathan Kearns & Roberto Rigobon, 2002. "Identifying the Efficacy of Central Bank Interventions: The Australian Case," NBER Working Papers 9062, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey A., 1986.
"The implications of mean-variance optimization for four questions in international macroeconomics,"
Journal of International Money and Finance,
Elsevier, vol. 5(1, Supple), pages 53-75, March.
- Jeffrey A. Frankel, 1985. "The Implications of Mean-Variance Optimization for Four Questions in International Macroeconomics," NBER Working Papers 1617, National Bureau of Economic Research, Inc.
- 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.
- Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(2), pages 319-339, December.
- Juann H. Hung, 1995. "Intervention strategies and exchange rate volatility: a noise trading perspective," Research Paper 9515, Federal Reserve Bank of New York.
- Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers rdp2003-04, Reserve Bank of Australia.
- Kim Kyung Soo, 2000. "Foreign Exchange Intervention For Internal Balance," International Economic Journal, Taylor & Francis Journals, vol. 14(4), pages 59-75.
- Warren E. Weber, 1986. "Do sterilized interventions affect exchange rates?," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Sum, pages 14-23.
- Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
- Rogoff, Kenneth, 1985.
"Can exchange rate predictability be achieved without monetary convergence? : Evidence from the EMS,"
European Economic Review,
Elsevier, vol. 28(1-2), pages 93-115.
- Kenneth S. Rogoff, 1984. "Can exchange rate predictability be achieved without monetary convergence? : evidence from the EMS," International Finance Discussion Papers 245, Board of Governors of the Federal Reserve System (U.S.).
- 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, April.
- 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.
- Martin D. D. Evans & Richard K. Lyons, 2017.
"Are Different-Currency Assets Imperfect Substitutes?,"
World Scientific Book Chapters,in: Studies in Foreign Exchange Economics, chapter 10, pages 415-456
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2000. "Are Different-Currency Assets Imperfect Substitutes?," Working Papers gueconwpa~00-00-05, Georgetown University, Department of Economics.
- Martin D. D. Evans & Richard K. Lyons, 2003. "Are Different-Currency Assets Imperfect Substitutes?," CESifo Working Paper Series 978, CESifo Group Munich.
- Kathryn Dominguez & Jeffrey A. Frankel, 1991.
"Does foreign exchange intervention matter? disentangling the portfolio and expectations effects for the mark,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Nov.
- Kathryn Dominguez and Jeffrey A. Frankel., 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," Economics Working Papers 90-133, University of California at Berkeley.
- Dominguez, Kathryn & Frankel, Jeffrey A., 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio an Expectations Effects for the Mark," Department of Economics, Working Paper Series qt84c522k9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- Kathryn M. Dominguez & Jeffrey Frankel, 1990. "Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark," NBER Working Papers 3299, National Bureau of Economic Research, Inc.
- Eric Hillebrand & Gunther Schnabl, 2003.
"The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection,"
Departmental Working Papers
2003-09, Department of Economics, Louisiana State University.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection," International Finance 0410008, EconWPA.
- Eric Hillebrand & Gunther Schnabl, 2004. "The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection," Money Macro and Finance (MMF) Research Group Conference 2004 7, Money Macro and Finance Research Group.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015.
"A Survey on the Effects of Sterilized Foreign Exchange Intervention,"
Borradores de Economia
862, Banco de la Republica de Colombia.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," BORRADORES DE ECONOMIA 012424, BANCO DE LA REPÚBLICA.
- Christelle Lecourt & Helene Raymond, 2006. "Central bank interventions in industrialized countries: a characterization based on survey results," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 123-138.
- Eric Hillebrand & Gunther Schnabl, 2008.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
International Economics and Economic Policy,
Springer, vol. 5(4), pages 389-401, December.
- Schnabl, Gunther & Hillebrand, Eric, 2006. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," Working Paper Series 650, European Central Bank.
- Smita Roy Trivedi & P. G. Apte, 2016. "Central Bank Intervention in USD/INR Market: Estimating Its Reaction Function and Impact on Volatility," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(3), pages 263-279, September.
- Aguilar, Javiera & Nydahl, Stefan, 2000. "Central bank intervention and exchange rates: the case of Sweden," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 303-322, December.
- Glick, Reuven & Hutchison, Michael M., 2000.
"Foreign reserve and money dynamics with asset portfolio adjustment: international evidence,"
Journal of International Financial Markets, Institutions and Money,
Elsevier, vol. 10(3-4), pages 229-247, December.
- Reuven Glick & Michael Hutchison, 1994. "Foreign reserve and money dynamics with asset portfolio adjustment: international evidence," Pacific Basin Working Paper Series 94-09, Federal Reserve Bank of San Francisco.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Barry Eichengreen, 2013.
"Does the Federal Reserve Care about the Rest of the World?,"
Journal of Economic Perspectives,
American Economic Association, vol. 27(4), pages 87-104, Fall.
- Barry Eichengreen, 2013. "Does the Federal Reserve Care About the Rest of the World?," NBER Working Papers 19405, National Bureau of Economic Research, Inc.
- Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
- Baldwin, Richard, 1990.
"Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests: Small Transaction Costs, Big Hysteresis Bands,"
CEPR Discussion Papers
407, C.E.P.R. Discussion Papers.
- Richard E. Baldwin, 1990. "Re-Interpreting the Failure of Foreign Exchange Market Efficiency Tests:Small Transaction Costs, Big Hysteresis Bands," NBER Working Papers 3319, National Bureau of Economic Research, Inc.
- Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series 0010, European Central Bank.
- Caporale, Guglielmo Maria & Kalyvitis, Sarantis & Pittis, Nikitas, 2001. "Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 637-650, August.
- Hutchison, Michael M, 2003. "Intervention and Exchange Rate Stabilization Policy in Developing Countries," International Finance, Wiley Blackwell, vol. 6(1), pages 109-127, Spring.
- Kiss M., Norbert, 2005.
"A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások
[Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872. - Michael Bordo & Anna Schwartz, 1991. "What has foreign exchange market intervention since the Plaza Agreement accomplished?," Open Economies Review, Springer, vol. 2(1), pages 39-64, February.
- Sweeney, Richard J., 2007. "Fed intervention, dollar appreciation, and systematic risk," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 167-192, March.
- Peggy Swanson, 1998. "Spot and forward exchange rates as predictors of future spot rates: trends in exchange market value and the contribution of new information," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(2), pages 129-138, June.
- Mark P. Taylor & Lucio Sarno, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?,"
Journal of Economic Literature,
American Economic Association, vol. 39(3), pages 839-868, September.
- Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
- Ghosh, Atish R., 2002. "Central bank secrecy in the foreign exchange market," European Economic Review, Elsevier, vol. 46(2), pages 253-272, February.
- Meese, Richard & Rogoff, Kenneth, 1986.
"Was it real? The exchange rate -- Interest differential relation: 1973-1984,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 10(1-2), pages 297-298, June.
- Richard Meese & Kenneth S. Rogoff, 1985. "Was it real? : the exchange rate-interest differential relation, 1973 - 1984," International Finance Discussion Papers 268, Board of Governors of the Federal Reserve System (U.S.).
- Richard Meese & Kenneth Rogoff, 1985. "Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984," NBER Working Papers 1732, National Bureau of Economic Research, Inc.
- Simatele, Munacinga C H, 2004. "Financial sector reforms and monetary policy reforms in Zambia," MPRA Paper 21575, University Library of Munich, Germany.
- Oliveira, Fernando Nascimento & Plaga, Alessandra Ribeiro, 2011. "Eficácia das intervenções do Banco Central do Brasil sobre a volatilidade da taxa de câmbio nominal," Revista Brasileira de Economia - RBE, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 65(1), March.
- Richard C. Marston & Guido Carli & Jacques Attali & John R. Petty & Robert Solomon, 1988. "Exchange Rate Coordination," NBER Chapters,in: International Economic Cooperation, pages 79-166 National Bureau of Economic Research, Inc.
- Cavusoglu Nevin, 2011. "Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications," Global Economy Journal, De Gruyter, vol. 10(4), pages 1-42, January.
- Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Research Memorandum FEW 394, Tilburg University, School of Economics and Management.
- Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2009.
"Monetary Policy Shocks and Portfolio Choice,"
Working Paper Series
1122, European Central Bank.
- Fratzscher, Marcel & Saborowski, Christian & Straub, Roland, 2010. "Monetary Policy Shocks and Portfolio Choice," CEPR Discussion Papers 8099, C.E.P.R. Discussion Papers.
- Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
- Ilker Domac & Alfonso Mendoza, 2002. "Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey," Discussion Papers 0206, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Domac, Ilker & Mendoza, Alfonso, 2004. "Is there room for foreign exchange interventions under an inflation targeting framework ? Evidence from Mexico and Turkey," Policy Research Working Paper Series 3288, The World Bank.
- Michael D. Bordo & Anna J. Schwartz, 1990. "What has Foreign Market Intervention Since the Plaza Agreement Accomplished?," NBER Working Papers 3562, National Bureau of Economic Research, Inc.