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A Dynamic Model of Central Bank Intervention
16 references·4 citing·45 second hop
A Dynamic Model of Central Bank Intervention (2005)A Dynamic Model of Central Bank Intervent…What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007)What prompts Japan to interve…The Empirics of Foreign Exchange Intervention in Emerging Market Countries: The Cases of Mexico and Turkey (2004)The Empirics of Foreign Excha…The determinants of foreign exchange intervention by central banks: evidence from Australia (2002)The determinants of foreign e…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Deviations from daily uncovered interest rate parity and the role of intervention (2000)Deviations from daily uncover…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Opportunistic and Deliberate Disinflation under Imperfect Credibility (1998)Opportunistic and Deliberate …Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Central bank intervention and risk in the forward market (1997)Central bank intervention and…U.S. Intervention : Assessing the Probability of Success (1996)U.S. Intervention : Assessing…Technical Trading Rule Profitability and Foreing Exchange Intervention (1996)Technical Trading Rule Profit…A friction model of daily Bundesbank and Federal Reserve intervention (1996)A friction model of daily Bun…FOREIGN EXCHANGE INTERVENTION (1995)FOREIGN EXCHANGE INTERVENTIONDaily Bundesbank and Federal Reserve Interventions (1994)Daily Bundesbank and Federal …Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy (2018)The Effects of Monetary and E…Central Bank Views on Foreign Exchange Intervention (2013)Central Bank Views on Foreign…Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model† (2009)Central bank intervention and…The effectiveness of foreign exchange interventions under a floating exchange rate regime for the Turkish economy: a post-crisis period analysis (2006)The effectiveness of foreign …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)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Generalized autoregressive conditional heteroskedasticity (1986)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Intraday effects of foreign exchange intervention by the Bank of Japan (1998)Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence (2011)The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)ARCH modeling in finance (1992)The Message in Daily Exchange Rates (2002)The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A survey of market practitioners’ views on exchange rate dynamics (2000)Board of Governors of the Federal Reserve System (2001)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Should central bankers talk to the foreign exchange markets? (2008)Heterogeneity in exchange rate expectations: evidence on the chartist-fundamentalist approach (2009)Rethinking exchange rate regimes (2022)Does Foreign Exchange Intervention Work (1993)The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries (2019)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Forecasting of currency exchange rates using ANN: a case study (2003)The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies (2008)Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)
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References

  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 cited
  • 1993Does foreign-exchange intervention matter? The portfolio effect385 cited
  • 1996U.S. Intervention : Assessing the Probability of Success155 cited
  • 2007What prompts Japan to intervene in the Forex market? A new approach to a reaction function151 cited
  • 1996A friction model of daily Bundesbank and Federal Reserve intervention148 cited
  • 1997Central bank intervention and risk in the forward market147 cited
  • 1996Technical Trading Rule Profitability and Foreing Exchange Intervention130 cited
  • 1998Opportunistic and Deliberate Disinflation under Imperfect Credibility108 cited
  • 2004The Empirics of Foreign Exchange Intervention in Emerging Market Countries: The Cases of Mexico and Turkey103 cited
  • 2002The determinants of foreign exchange intervention by central banks: evidence from Australia81 cited
  • 1995FOREIGN EXCHANGE INTERVENTION74 cited

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1994
Daily Bundesbank and Federal Reserve Interventions
48 cited
  • 2000Deviations from daily uncovered interest rate parity and the role of intervention44 cited
  • Cited by

    • 2013Central Bank Views on Foreign Exchange Intervention30 cited
    • 2006The effectiveness of foreign exchange interventions under a floating exchange rate regime for the Turkish economy: a post-crisis period analysis22 cited
    • 2009Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model†17 cited
    • 2018The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy12 cited