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The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool
16 references·0 citing·41 second hop
The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool (2000)The Rise and Fall of Foreign Exchange Mar…The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Empirical Evidence on the…Crawling Bands or Monitoring Bands: How to Manage Exchange Rates in a World of Capital Mobility (1998)Crawling Bands or Monitoring …The new transatlantic economy (1996)The new transatlantic economyThe Microstructure of Foreign Exchange Markets (1996)The Microstructure of Foreign…Does foreign exchange intervention signal future monetary policy? (1996)Does foreign exchange interve…Estimating equilibrium exchange rates (1995)Estimating equilibrium exchan…Does foreign exchange intervention work? (1995)Does foreign exchange interve…Estimating equilibrium exchange rates (1994)Estimating equilibrium exchan…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Market responses to coordinated central bank intervention (1990)Market responses to coordinat…International Policy Coordination and Exchange Rate Fluctuations (1990)International Policy Coordina…On the effects of sterilized intervention (1984)On the effects of sterilized …In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)In search of the exchange ris…Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Empirical regularities in the…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Bayesian skepticism on unit root econometrics (1988)Forward Discount Bias: Is it an Exchange Risk Premium? (1989)The market microstructure of central bank intervention (2002)Is sterilised foreign exchange intervention effective after all? an event study approach (2003)The Relationship Between Exchange Rates and Inflation Targeting Revisited (2006)Empirical exchange rate models of the seventies (1983)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Technical trading rule profitability and foreign exchange intervention (1999)Currency traders and exchange rate dynamics: a survey of the US market (2001)FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Expectations and Exchange Rate Dynamics (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A model of international asset pricing (1981)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The statistical distribution of exchange rates: Empirical evidence and economic implications (1987)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990)Rational-expectations econometric analysis of changes in regime (1988)The federal funds rate and the channels of monetary transmission (1989)Liquidity Effects and the Monetary Transmission Mechanism (1992)Chapter 33 Empirical research on nominal exchange rates (1995)Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia? (1995)The Monetary Policy of the Federal Reserve (2008)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Is Official Exchange Rate Intervention Effective? (2004)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Oil prices and the rise and fall of the US real exchange rate (1998)Affine Term Structure Models and the Forward Premium Anomaly (2001)A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets (2012)International Monetary Cooperation Since Bretton Woods (1996)Chapter 32 Perspectives on PPP and long-run real exchange rates (1995)Series‐specific Unit Root Tests with Panel Data* (2002)Equilibrium Exchange Rates in Transition Economies: Taking Stock of the Issues* (2006)Government procurement : market access, transparency, and multilateral trade rules (2005)Currency crises: Are they all the same? (2006)Money Market Pressure and the Determinants of Banking Crises (2007)
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References

  • 2014The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets601 cited
  • 1995Estimating equilibrium exchange rates551 cited
  • 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market502 cited
  • 1993Does foreign-exchange intervention matter? The portfolio effect385 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 1996Does foreign exchange intervention signal future monetary policy?210 cited
  • 1996The new transatlantic economy184 cited
  • 1996The Microstructure of Foreign Exchange Markets181 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1990International Policy Coordination and Exchange Rate Fluctuations121 cited
  • 1990Market responses to coordinated central bank intervention104 cited
  • 1994Estimating equilibrium exchange rates93 cited

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  • 1998Crawling Bands or Monitoring Bands: How to Manage Exchange Rates in a World of Capital Mobility87 cited
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