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Currency intervention and the global portfolio balance effect: Japanese lessons
16 references·5 citing·47 second hopsampled
Currency intervention and the global portfolio balance effect: Japanese lessons (2015)Currency intervention and the global port…Trilemmas and Tradeoffs: Living with Financial Globalization (2021)Trilemmas and Tradeoffs: Livi…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…International channels of the Fed's unconventional monetary policy (2014)International channels of the…Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Evaluating asset-market effec…Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison (2014)Evaluating Asset-Market Effec…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Unconventional Monetary Policy Had Large International Effects (2010)Unconventional Monetary Polic…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2010)Large-Scale Asset Purchases b…International capital flows and U.S. interest rates (2009)International capital flows a…Effectiveness of official daily foreign exchange market intervention operations in Japan (2006)Effectiveness of official dai…An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)An Analysis of Recent Studies…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Conducting Monetary Policy at Very Low Short-Term Interest Rates (2004)Conducting Monetary Policy at…The Economics of Exchange Rates (2003)The Economics of Exchange Rat…Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Is sterilised foreign exchang…Essays in the Theory of Employment. (1937)Essays in the Theory of Emplo…Wishful Thinking in Macroeconomic Expectations (2021)Wishful Thinking in Macroecon…Do central banks rebalance their currency shares? (2021)Do central banks rebalance th…Accumulation of foreign currency reserves and risk-taking (2019)Accumulation of foreign curre…Does the US dollar confer an exorbitant privilege? (2015)Does the US dollar confer an …Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets (2013)Risk-On/Risk-Off, Capital Flo…"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Optimum Quantity of Money: and Other Essays (1971)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Interrelationships Among Informal Institutions, Formal Institutions, and Inward Foreign Direct Investment (2011)The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)Business conditions and expected returns on stocks and bonds (1989)The Variation of Economic Risk Premiums (1991)Does financial liberalization spur growth? (2005)Financial Integration, Financial Deepness and Global Imbalances (2007)International Reserves in Emerging Market Countries: Too Much of a Good Thing? (2007)What Segments Equity Markets? (2011)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Capital flows to emerging market economies: A brave new world? (2014)A Comparative‐Advantage Approach to Government Debt Maturity (2015)Why bank capital matters for monetary policy (2016)The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Prices to New Information (2003)On the International Spillovers of US Quantitative Easing (2016)Unconventional monetary policy and the spillovers to emerging markets (2016)Unconventional monetary policies: a re-appraisal (2018)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)Empirical exchange rate models of the seventies (1983)Order Flow and Exchange Rate Dynamics (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Firm-Specific Assets and the Link Between Exchange Rates and Foreign Direct Investment (2019)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)A General Equilibrium Approach To Monetary Theory (1969)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)How Quantitative Easing Works: Evidence on the Refinancing Channel (2019)Does foreign-exchange intervention matter? The portfolio effect (1993)Event Studies in Economics and Finance (1997)Foundations of International Macroeconomics (1997)Talking heads: the effects of ECB statements on the euro–dollar exchange rate (2005)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna (2007)
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References

  • 2003The Economics of Exchange Rates1,327 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2004Conducting Monetary Policy at Very Low Short-Term Interest Rates554 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2009International capital flows and U.S. interest rates399 cited
  • 2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review327 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • 2014International channels of the Fed's unconventional monetary policy301 cited
  • 2003Is sterilised foreign exchange intervention effective after all? an event study approach230 cited
  • 2010Unconventional Monetary Policy Had Large International Effects225 cited
  • 1937Essays in the Theory of Employment.176 cited
  • 2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention139 cited
  • 2006Effectiveness of official daily foreign exchange market intervention operations in Japan131 cited
  • 2021Trilemmas and Tradeoffs: Living with Financial Globalization

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115 cited
  • 2014Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison107 cited
  • Cited by

    • 2013Risk-On/Risk-Off, Capital Flows, Leverage, and Safe Assets32 cited
    • 2019Accumulation of foreign currency reserves and risk-taking27 cited
    • 2021Do central banks rebalance their currency shares?22 cited
    • 2015Does the US dollar confer an exorbitant privilege?21 cited
    • 2021Wishful Thinking in Macroeconomic Expectations0 cited