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Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey
16 references·6 citing·37 second hop
Is there Room for Forex Interventions under Inflation Targeting Framework? Evidence from Mexico and Turkey (2002)Is there Room for Forex Interventions und…Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Central bank intervention and…One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)One Decade of Inflation Targe…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…Central bank intervention and risk in the forward market (1997)Central bank intervention and…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…International Currency Experience: New Lessons and Lessons Relearned (1995)International Currency Experi…Does foreign exchange intervention work? (1995)Does foreign exchange interve…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…On the effects of sterilized intervention (1984)On the effects of sterilized …Central Bank Policies in Mexico: Targets, Instruments, and Performance (2015)Central Bank Policies in Mexi…Determinants and Effectiveness of Foreign Exchange Market Intervention in Georgia (2011)Determinants and Effectivenes…From Lombard Street to Avenida Paulista (2009)From Lombard Street to Avenid…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 …Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions (2006)Testing the Effectiveness of …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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)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)The Debt-Deflation Theory of Great Depressions (1933)The role of macroeconomic factors in growth (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Macroeconomic Effects of Inflation Targeting (2004)Securing Sustainable Price Stability: Should Credit Come Back from the Wilderness? (2007)Monetary Policy Strategy: Lessons from the Crisis (2011)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)The market for borrowing stock (2002)Hedge Funds and the Technology Bubble (2004)The Market for News (2005)A long memory property of stock market returns and a new model (1993)Introductory Econometrics for Finance (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 2001One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know?458 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993Does foreign-exchange intervention matter? The portfolio effect385 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1997Why do central banks intervene?219 cited
  • 1995International Currency Experience: New Lessons and Lessons Relearned206 cited
  • 1984On the effects of sterilized intervention165 cited
  • 2002Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations

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159 cited
  • 1997Central bank intervention and risk in the forward market147 cited
  • Cited by

    • 2009From Lombard Street to Avenida Paulista40 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
    • 2015Central Bank Policies in Mexico: Targets, Instruments, and Performance14 cited
    • 2006Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions12 cited
    • 2011Determinants and Effectiveness of Foreign Exchange Market Intervention in Georgia11 cited