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Does Central Bank Intervention Stabilize Foreign Exchange Rates
5 references·1 citing·26 second hop
Does Central Bank Intervention Stabilize Foreign Exchange Rates (1996)Does Central Bank Intervention Stabilize …International Financial Markets (2000)International Financial Marke…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Economic Policy Coordination: Requiem or Prologue? (1991)Economic Policy Coordination:…Efficient Analytic Approximation of American Option Values (1987)Efficient Analytic Approximat…The impact of federal reserve intervention on exchange rate volatility: evidence from the futures markets (2002)The impact of federal reserve…Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)The Political Economy of Central Bank Independence (1995)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Economics of Exchange Rates (2003)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)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)Central bank intervention and exchange rate volatility (1998)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Empirical Performance of Alternative Option Pricing Models (1997)Post-'87 crash fears in the S&P 500 futures option market (2000)Theory of rational option pricing (2005)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A test for independence based on the correlation dimension (1996)The Message in Daily Exchange Rates (2002)The effectiveness of foreign exchange interventions under a floating exchange rate regime for the Turkish economy: a post-crisis period analysis (2006)How does foreign entry affect domestic banking markets? (2001)Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002)Regulations, competition and bank risk-taking in transition countries (2009)International Monetary Cooperation Since Bretton Woods (1996)International coordination of macroeconomic policies: still alive in the new millennium? (2004)System maker and privilege taker: US power and the international political economy (2011)
this work references cited by second hop

References

  • 1987Efficient Analytic Approximation of American Option Values1,128 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 2000International Financial Markets87 cited
  • 1991Economic Policy Coordination: Requiem or Prologue?69 cited

Cited by

  • 2002The impact of federal reserve intervention on exchange rate volatility: evidence from the futures markets12 cited

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