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Post-Louvre Intervention : Did Target Zones Stabilize the Dollar?
12 references·3 citing·36 second hop
Post-Louvre Intervention : Did Target Zones Stabilize the Dollar? (1992)Post-Louvre Intervention : Did Target Zon…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…Learning about intervention target zones (1993)Learning about intervention t…Target Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Foreign exchange market intervention and domestic monetary control in Japan, 1973–1989 (1991)Foreign exchange market inter…Foreign exchange intervention as a signal of monetary policy (1991)Foreign exchange intervention…Central-Bank Intervention: Recent Literature, Continuing Controversy (1991)Central-Bank Intervention: Re…U.S. Exchange Rate Policy: Bretton Woods to the Present (1990)U.S. Exchange Rate Policy: Br…Foreign Currency Operations: An Annotated Bibliography (1990)Foreign Currency Operations: …The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)The Message in Daily Exchange…Target Zones and Exchange Rate Dynamics (1988)Target Zones and Exchange Rat…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model† (2009)Central bank intervention and…Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide (2007)Option prices, exchange marke…Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility (2004)Foreign exchange market inter…In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)On the effects of sterilized intervention (1984)Tests of international CAPM with time‐varying covariances (1989)A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION (2007)Relationship between Exchange Rate Volatility and Central Bank Intervention (2008)A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION (2015)Limited-dependent and qualitative variables in econometrics (1983)Cointegration and Tests of Present Value Models (1987)Official interventions and the forward premium anomaly (2007)A Foreign Exchange Intervention in an Era of Restraint (2011)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Testing for a Unit Root in Time Series Regression (1988)Bivariate garch estimation of the optimal commodity futures Hedge (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Modeling and Forecasting Realized Volatility (2001)A Model of Stochastic Process Switching (1982)Core, Periphery, Exchange Rate Regimes, and Globalization (2003)The Time-Varying Systematic Risk of Carry Trade Strategies (2010)Ruling capital: emerging markets and the reregulation of cross-border finance (2015)Foreign Exchange Operations and the Federal Reserve (1996)Japanese Monetary Policy, Rules or Discretion? A Reconsideration (1997)The historical origins of US exchange market intervention policy (2007)The Foreign Exchange Risk Premium in a Target Zone with Devaluation Risk (1990)Policy Issues in the Evolving International Monetary System (1992)Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords (1995)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Inequality Constraints in the Univariate GARCH Model (1992)MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 2002The Message in Daily Exchange Rates791 cited
  • 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
  • 1988Target Zones and Exchange Rate Dynamics118 cited
  • 1991Foreign exchange intervention as a signal of monetary policy43 cited
  • 1993Learning about intervention target zones40 cited
  • 1990Foreign Currency Operations: An Annotated Bibliography39 cited
  • 1990U.S. Exchange Rate Policy: Bretton Woods to the Present35 cited
  • 1991Foreign exchange market intervention and domestic monetary control in Japan, 1973–198933 cited
  • 1991Central-Bank Intervention: Recent Literature, Continuing Controversy23 cited

Cited by

  • 2009Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model†17 cited
  • 2004Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility16 cited
  • 2007

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Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
14 cited