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Central Bank Foreign Exchange Market Intervention and Option Contract Specification: The Case of Colombia

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Cited by:

  1. Rojas-Bernal, Alejandro & Villamizar-Villegas, Mauricio, 2021. "Pricing the exotic: Path-dependent American options with stochastic barriers," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(1).
  2. Juan Jos� Echavarr�a & Luis Fernando Melo Velandia & Santiago T�llez & Mauricio Villamizar, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 10767, Banco de la Republica.
  3. Juan Jos� Echavarr�a & Diego V�squez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 5509, Banco de la Republica.
  4. Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
  5. Fry-McKibbin, Renée A. & Wanaguru, Sumila, 2013. "Currency intervention: A case study of an emerging market," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 25-47.
  6. Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019. "Unveiling the effects of foreign exchange intervention: A panel approach," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
  7. Lukas Menkhoff, 2013. "Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies," The World Economy, Wiley Blackwell, vol. 36(9), pages 1187-1208, September.
  8. Pal, Sumantra, 2018. "How to intervene in foreign exchange market without buying/selling dollars?," EconStor Preprints 181880, ZBW - Leibniz Information Centre for Economics.
  9. Juan J. Echavarría & Luis F. Melo-Velandia & Mauricio Villamizar-Villegas, 2018. "The impact of pre-announced day-to-day interventions on the Colombian exchange rate," Empirical Economics, Springer, vol. 55(3), pages 1319-1336, November.
  10. Disyatat, Piti & Galati, Gabriele, 2007. "The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna," Journal of International Money and Finance, Elsevier, vol. 26(3), pages 383-402, April.
  11. Ghosh, Atish R. & Ostry, Jonathan D. & Chamon, Marcos, 2016. "Two targets, two instruments: Monetary and exchange rate policies in emerging market economies," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 172-196.
  12. Martin Vesna, 2020. "Intervention Strategies in Foreign Exchange Market," Economic Themes, Sciendo, vol. 58(3), pages 381-399, September.
  13. Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
  14. Hernando Vargas & Pamela Cardozo & Mauricio Villamizar, 2019. "International reserve policy and the effectiveness of sterilized FX intervention in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Reserve management and FX intervention, volume 104, pages 103-116, Bank for International Settlements.
  15. Kuersteiner, Guido M. & Phillips, David C. & Villamizar-Villegas, Mauricio, 2018. "Effective sterilized foreign exchange intervention? Evidence from a rule-based policy," Journal of International Economics, Elsevier, vol. 113(C), pages 118-138.
  16. Mr. Jorge I Canales Kriljenko & Mr. Cem Karacadag & Roberto Guimarães-Filho, 2003. "Official Intervention in the Foreign Exchange Market: Elements of Best Practice," IMF Working Papers 2003/152, International Monetary Fund.
  17. Herman Kamil, 2008. "Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia," IMF Working Papers 2008/088, International Monetary Fund.
  18. Keefe, Helena Glebocki & Rengifo, Erick W., 2015. "Options and central bank currency market intervention: The case of Colombia," Emerging Markets Review, Elsevier, vol. 23(C), pages 1-25.
  19. Piti Disyatat & Gabriele Galati, 2005. "The effectiveness of foreign exchange intervention in emerging market countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 97-113, Bank for International Settlements.
  20. Wenliang Guo, 2020. "Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(3), pages 1-4.
  21. Seojin Lee & Young Min Kim, 2020. "Effect of foreign exchange intervention: The case of Korea," Pacific Economic Review, Wiley Blackwell, vol. 25(5), pages 641-659, December.
  22. Arizmendi, Luis-Felipe, 2013. "An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies," MPRA Paper 52880, University Library of Munich, Germany, revised 15 Apr 2013.
  23. Suh, Sangwon & Zapatero, Fernando, 2008. "A class of quadratic options for exchange rate stabilization," Journal of Economic Dynamics and Control, Elsevier, vol. 32(11), pages 3478-3501, November.
  24. International Monetary Fund, 2008. "Colombia: Selected Issues," IMF Staff Country Reports 2008/032, International Monetary Fund.
  25. Freddy A. Pinzón-Puerto & Mauricio Villamizar-Villegas, 2023. "Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis," Borradores de Economia 1223, Banco de la Republica de Colombia.
  26. José Darío Uribe & Jorge Toro, 2005. "Foreign exchange market intervention in Colombia," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 139-49, Bank for International Settlements.
  27. Helena Glebocki Keefe & Erick W. Rengifo, 2014. "Options and Central Banks Currency Market Intervention: The Case of Colombia," Fordham Economics Discussion Paper Series dp2014-06, Fordham University, Department of Economics.
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