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Is There Room for Foreign Exchange Interventions under an Inflation Targeting Framework? Evidence from Mexico and Turkey
16 references·16 citing·35 second hopsampled
Is There Room for Foreign Exchange Interventions under an Inflation Targeting Framework? Evidence from Mexico and Turkey (2004)Is There Room for Foreign Exchange Interv…The case for flexible exchange rates (2014)The case for flexible exchang…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…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…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…Does Foreign Exchange Intervention Work (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 …The Case for Flexible Exchange Rates, 1969 (1969)The Case for Flexible Exchang…Unveiling the effects of foreign exchange intervention: A panel approach (2019)Unveiling the effects of fore…Central Banking in Latin America (2016)Central Banking in Latin Amer…Unveiling the Effects of Foreign Exchange Intervention (2015)Unveiling the Effects of Fore…Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks? (2015)Can Foreign Exchange Interven…Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks? (2015)Can Foreign Exchange Interven…Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks? (2015)Can Foreign Exchange Interven…A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION (2015)A THEORETICAL APPROACH TO STE…The dynamics of exchange rate volatility: A panel VAR approach (2014)The dynamics of exchange rate…The effectiveness of forex interventions in four Latin American countries (2013)The effectiveness of forex in…Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework (2013)Modeling Sterilized Intervent…The Effectiveness of Forex Interventions in Four Latin American Countries (2012)The Effectiveness of Forex In…Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries (2011)Flexible Inflation Targets, F…Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic (2008)Is foreign exchange intervent…The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna (2007)The Effectiveness of Foreign …Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies (2006)Central Bank Interventions, C…Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from the Czech Republic (2005)Is Foreign Exchange Intervent…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)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)Why Does Money Affect Output? A Survey (1987)The Market for Borrowing Stock (2002)A Theory of Macroprudential Policies in the Presence of Nominal Rigidities (2016)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
  • 2014The case for flexible exchange rates479 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
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 1997Why do central banks intervene?219 cited
  • 1969The Case for Flexible Exchange Rates, 1969174 cited

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  • 1984On the effects of sterilized intervention165 cited
  • Cited by

    • 2014The dynamics of exchange rate volatility: A panel VAR approach126 cited
    • 2019Unveiling the effects of foreign exchange intervention: A panel approach74 cited
    • 2015Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?67 cited
    • 2012The Effectiveness of Forex Interventions in Four Latin American Countries64 cited
    • 2015Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?63 cited
    • 2007The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna59 cited
    • 2011Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries53 cited
    • 2006Central Bank Interventions, Communication and Interest Rate Policy in Emerging European Economies44 cited
    • 2015Unveiling the Effects of Foreign Exchange Intervention38 cited
    • 2015A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION36 cited
    • 2008Is foreign exchange intervention effective? Some microanalytical evidence from the Czech Republic36 cited
    • 2005Is Foreign Exchange Intervention Effective? Some Micro-Analytical Evidence from the Czech Republic36 cited
    • 2013The effectiveness of forex interventions in four Latin American countries33 cited
    • 2015Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks?33 cited
    • 2016Central Banking in Latin America25 cited
    • 2013Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework18 cited