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How Successful are Exchange Rate Communication and Interventions? Evidence from Time-Series and Event-Study Approaches
13 references·6 citing·39 second hop
How Successful are Exchange Rate Communication and Interventions? Evidence from Time-Series and Event-Study Approaches (2005)How Successful are Exchange Rate Communic…Is Official Exchange Rate Intervention Effective? (2004)Is Official Exchange Rate Int…In an Uncertain World: Tough Choices from Wall Street to Washington (2004)In an Uncertain World: Tough …Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Currency Orders and Exchange …The Market Microstructure of Central Bank Intervention (2002)The Market Microstructure of …Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Is Sterilized Foreign Exchange Intervention Effective after All? An Event Study Approach (2002)Is Sterilized Foreign Exchang…Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work? (2001)Official Intervention in the …Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data (1998)Monetary Policy Actions, Inte…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter? (1993)Are Forign Exchange Intervent…Does foreign exchange intervention matter (1990)Does foreign exchange interve…The role of official intervention (1981)The role of official interven…A New Method for Identifying the Effects of Foreign Exchange Interventions (2012)A New Method for Identifying …What matters when? The impact of ECB communication on financial market expectations (2011)What matters when? The impact…The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa (2009)The Impact of Monetary and Co…Foreign-exchange intervention strategies and market expectations: insights from Japan (2008)Foreign-exchange intervention…The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements (2007)The High-Frequency Response o…Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions (2006)Testing the Effectiveness of …The use of technical analysis in the foreign exchange market (1992)The Limits of Arbitrage (1995)The Economics of Exchange Rates (2003)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Is China's carbon trading market efficient? Evidence from emissions trading scheme pilots (2022)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)Expectations and Exchange Rate Dynamics (1976)An Assessment of the Impact of Japanese Foreign Exchange Intervention: 1991-2004 (2005)The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna (2007)Foreign Exchange Intervention: A Shield Against Appreciation Winds? (2011)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Monetary policy news and exchange rate responses: Do only surprises matter? 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A Test of the Hypothesis of Predetermined Energy Prices (2010)Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises (2016)The Microeconomic Evidence on Capital Controls: No Free Lunch (2005)The International Monetary Fund in the global economy: banks, bonds, and bailouts (2011)Explaining Institutional Change: Policy Areas, Outside Options, and the Bretton Woods Institutions (2014)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Sterilised central bank intervention in the foreign exchange market (1999)Globalization, Veto Players, and Welfare Spending (2007)Chapter 37 Puzzles in international financial markets (1995)The market microstructure of central bank intervention (2002)Monetary Policy When the Nominal Short-Term Interest Rate is Zero (2003)
this work references cited by second hop

References

  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited
  • 1981The role of official intervention253 cited
  • 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis227 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 2004Is Official Exchange Rate Intervention Effective?212 cited
  • 1999Order Flow and Exchange Rate Dynamics183 cited
  • 1993Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?122 cited
  • 2004In an Uncertain World: Tough Choices from Wall Street to Washington109 cited
  • 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data99 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work?90 cited
  • 1990Does foreign exchange intervention matter83 cited
  • 2002The Market Microstructure of Central Bank Intervention83 cited
  • 2002Is Sterilized Foreign Exchange Intervention Effective after All? An Event Study Approach59 cited

Cited by

  • 2012A New Method for Identifying the Effects of Foreign Exchange Interventions26 cited

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  • 2011What matters when? The impact of ECB communication on financial market expectations25 cited
  • 2008Foreign-exchange intervention strategies and market expectations: insights from Japan19 cited
  • 2007The High-Frequency Response of the EUR-US Dollar Exchange Rate to ECB Monetary Policy Announcements19 cited
  • 2009The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa15 cited
  • 2006Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions12 cited