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The Inaccuracy of Newspaper Reports of U.S. Foreign Exchange Intervention
7 references·2 citing·43 second hop
The Inaccuracy of Newspaper Reports of U.S. Foreign Exchange Intervention (1993)The Inaccuracy of Newspaper Reports of U.…The signaling effect of foreign exchange intervention: the case of Japan (1994)The signaling effect of forei…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…The accuracy of reports of foreign exchange intervention (1993)The accuracy of reports of fo…Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates? (1993)Does Central Bank Interventio…Central-Bank Intervention: Recent Literature, Continuing Controversy (1991)Central-Bank Intervention: Re…International Policy Coordination and Exchange Rate Fluctuations (1990)International Policy Coordina…Small empirical models of exchange market intervention: Applications to Germany, Japan, and Canada (1987)Small empirical models of exc…Should Central Bankers Talk to the Foreign Exchange Market? (2005)Should Central Bankers Talk t…Are all Central Bank interventions created equal? An empirical investigation (2003)Are all Central Bank interven…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Impulse Response Function for Conditional Volatility in GARCH Models (1997)Model‐free evaluation of directional predictability in foreign exchange markets (2007)Transparency Versus Constructive Ambiguity in Foreign Exchange Intervention (2007)FOREIGN EXCHANGE INTERVENTION (1995)AN EMPIRICAL ASSESSMENT OF MONETARY POLICY RESPONSES TO CAPITAL INFLOWS IN ASIA BEFORE THE FINANCIAL CRISIS (2001)The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection (2005)The Effectiveness of Foreign Exchange Market Intervention: A Review of Post-2001 Studies on Japan (2014)On the Impossibility of Informationally Efficient Markets (1980)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Post-Louvre Intervention : Did Target Zones Stabilize the Dollar? (1992)Stabilization of the Canadian Dollar: 1975-1986 (1993)A unifying framework for analysing offsetting capital flows and sterilization: Germany and the ERM (2002)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)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)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Estimation and Control of a Macroeconomic Model with Rational Expectations (1979)Two-step two-stage least squares estimation in models with rational expectations (1983)Was it Real? The Exchange Rate-Interest Differential Relation, 1973-1984 (1985)Financial Sector Reforms and Monetary Policy in Zambia (2004)A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION (2015)Limited-dependent and qualitative variables in econometrics (1983)Limited-Dependent and Qualitative Variables in Econometrics. (1984)Technical Trading Rule Profitability and Foreign Exchange Intervention (1995)Technical analysis and central bank intervention (2001)Central bank authorities' beliefs about foreign exchange intervention (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Central bank intervention and exchange rate volatility (1998)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Central Bank Transparency (2002)Central bank interventions in industrialized countries: a characterization based on survey results (2006)The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements (2007)Characteristics of a Successful Exchange Rate System (1991)Determinants and systemic consequences of international capital flows a study (1991)The foreign exchange risk premium in a target zone with devaluation risk (1992)
this work references cited by second hop

References

  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1990International Policy Coordination and Exchange Rate Fluctuations121 cited
  • 1993Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?79 cited
  • 1993The accuracy of reports of foreign exchange intervention67 cited
  • 1987Small empirical models of exchange market intervention: Applications to Germany, Japan, and Canada37 cited
  • 1994The signaling effect of foreign exchange intervention: the case of Japan24 cited
  • 1991Central-Bank Intervention: Recent Literature, Continuing Controversy23 cited

Cited by

  • 2003Are all Central Bank interventions created equal? An empirical investigation28 cited
  • 2005Should Central Bankers Talk to the Foreign Exchange Market?20 cited

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