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Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions
16 references·1 citing·43 second hop
Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions (2006)Testing the Effectiveness of the Czech Na…What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007)What prompts Japan to interve…Foreign exchange market intervention and expectations: The yen/dollar exchange rate (2005)Foreign exchange market inter…An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)An Analysis of Recent Studies…Identifying the efficacy of central bank interventions: evidence from Australia and Japan (2004)Identifying the efficacy of c…The market microstructure of central bank intervention (2002)The market microstructure of …The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Why do central banks intervene? (1997)Why do central banks interven…Intervention strategies and exchange rate volatility: a noise trading perspective (1997)Intervention strategies and e…U.S. Intervention : Assessing the Probability of Success (1996)U.S. Intervention : Assessing…Does foreign exchange intervention signal future monetary policy? (1996)Does foreign exchange interve…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…A friction model of daily Bundesbank and Federal Reserve intervention (1996)A friction model of daily Bun…Does foreign exchange intervention work? (1995)Does foreign exchange interve…Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Determinants and Effectiveness of Foreign Exchange Market Intervention in Georgia (2011)Determinants and Effectivenes…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)Is sterilised foreign exchange intervention effective after all? an event study approach (2003)The Relationship Between Exchange Rates and Inflation Targeting Revisited (2006)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Foreign currency option values (1983)The Noise Trader Approach to Finance (1990)Volatility impulse responses for multivariate GARCH models: An exchange rate illustration (2006)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)Efficient Analytic Approximation of American Option Values (1987)Target Zones and Exchange Rate Dynamics (1991)How Markets Process Information: News Releases and Volatility (1993)The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility (1996)A survey of market practitioners’ views on exchange rate dynamics (2000)Empirical exchange rate models of the seventies (1983)Generalized autoregressive conditional heteroskedasticity (1986)Stock return variances (1986)Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Board of Governors of the Federal Reserve System (2001)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)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)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)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure theory (1995)Emerging Market Volatility (2014)Order Flow and Exchange Rate Dynamics (1999)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)International Monetary Cooperation Since Bretton Woods (1996)Technical trading rule profitability and foreign exchange intervention (1999)
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References

  • 2001The Microstructure Approach to Exchange Rates1,043 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
  • 1993Does foreign-exchange intervention matter? The portfolio effect385 cited
  • 2002The market microstructure of central bank intervention279 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 1997Why do central banks intervene?219 cited
  • 1996Does foreign exchange intervention signal future monetary policy?210 cited
  • 1997Intervention strategies and exchange rate volatility: a noise trading perspective178 cited
  • 2004Identifying the efficacy of central bank interventions: evidence from Australia and Japan171 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
  • 2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention

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139 cited
  • 2005Foreign exchange market intervention and expectations: The yen/dollar exchange rate106 cited
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    • 2011Determinants and Effectiveness of Foreign Exchange Market Intervention in Georgia11 cited