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The determinants of foreign exchange intervention by central banks: evidence from Australia
15 references·16 citing·41 second hop
The determinants of foreign exchange intervention by central banks: evidence from Australia (2002)The determinants of foreign exchange inte…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…Central bank intervention and exchange rate volatility — Australian evidence (2000)Central bank intervention and…Technical trading rule profitability and foreign exchange intervention (1999)Technical trading rule profit…Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data (1998)Monetary Policy Actions, Inte…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 trading rule profits in foreign exchange markets (1997)Central bank intervention and…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…A friction model of daily Bundesbank and Federal Reserve intervention (1996)A friction model of daily Bun…Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter? (1995)Are Foreign Exchange Interven…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter? (1993)Are Forign Exchange Intervent…The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)The Message in Daily Exchange…Modeling Heteroscedasticity in Daily Foreign-Exchange Rates (1989)Modeling Heteroscedasticity i…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…Hybrid organizational forms in public sector’s digital transformation: a technology enactment approach (2021)Hybrid organizational forms i…The effectiveness of forex interventions in four Latin American countries (2013)The effectiveness of forex in…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…Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan (2006)Intraday evidence of efficacy…Interventions in the Yen–dollar spot market: A story of price, volatility and volume (2006)Interventions in the Yen–doll…Herding and the information content of trades in the Australian dollar market (2006)Herding and the information c…Foreign exchange intervention and the Australian dollar: has it mattered? (2006)Foreign exchange intervention…A Dynamic Model of Central Bank Intervention (2005)A Dynamic Model of Central Ba…Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float (2004)Profitability of Reserve Bank…Sources of Private Information in FX Trading (2003)Sources of Private Informatio…Government Intervention in the Foreign Exchange Market (2003)Government Intervention in th…Foreign Exchange Intervention and the Australian Dollar: Has it Mattered? (2003)Foreign Exchange Intervention…The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002)The temporal pattern of tradi…Identifying the Efficacy of Central Bank Interventions: The Australian Case (2002)Identifying the Efficacy of C…The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits, (2000)The Temporal Pattern of Tradi…Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Currency traders and exchange rate dynamics: a survey of the US market (2001)FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Periodic Autoregressive Conditional Heteroscedasticity (1996)Of Smiles and Smirks: A Term Structure Perspective (1999)A test for volatility spillover with application to exchange rates (2001)Efficient Analytic Approximation of American Option Values (1987)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)A survey of market practitioners’ views on exchange rate dynamics (2000)Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Stock return variances (1986)Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Identifying the efficacy of central bank interventions: evidence from Australia and Japan (2004)What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007)Beating the Foreign Exchange Market (1986)Forward Discount Bias: Is it an Exchange Risk Premium? (1989)The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2006)Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets? (2014)Oil price and stock returns of consumers and producers of crude oil (2014)Board of Governors of the Federal Reserve System (2001)The market microstructure of central bank intervention (2002)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)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)ARCH modeling in finance (1992)Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Technical analysis: An asset allocation perspective on the use of moving averages☆ (2009)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Inequality Constraints in the Univariate GARCH Model (1992)MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)
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References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2002The Message in Daily Exchange Rates791 cited
  • 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
  • 1989Modeling Heteroscedasticity in Daily Foreign-Exchange Rates505 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1999Technical trading rule profitability and foreign exchange intervention390 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
  • 1997Why do central banks intervene?219 cited
  • 1997Central bank intervention and trading rule profits in foreign exchange markets151 cited
  • 1996A friction model of daily Bundesbank and Federal Reserve intervention148 cited
  • 1993Are Forign Exchange Intervention and Monetary Policy Related and Does it Really Matter?122 cited
  • 2000Central bank intervention and exchange rate volatility — Australian evidence111 cited
  • 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data99 cited
  • 1995

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Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter?
90 cited

Cited by

  • 2002The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits109 cited
  • 2003Government Intervention in the Foreign Exchange Market70 cited
  • 2021Hybrid organizational forms in public sector’s digital transformation: a technology enactment approach65 cited
  • 2012The Effectiveness of Forex Interventions in Four Latin American Countries64 cited
  • 2003Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?59 cited
  • 2011Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries53 cited
  • 2002Identifying the Efficacy of Central Bank Interventions: The Australian Case47 cited
  • 2000The Temporal Pattern of Trading Rule Returns and Central Bank Intervention: Intervention Does Not Generate Technical Trading Rule Profits,41 cited
  • 2006Interventions in the Yen–dollar spot market: A story of price, volatility and volume38 cited
  • 2006Herding and the information content of trades in the Australian dollar market35 cited
  • 2013The effectiveness of forex interventions in four Latin American countries33 cited
  • 2004Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float33 cited
  • 2006Foreign exchange intervention and the Australian dollar: has it mattered?31 cited
  • 2005A Dynamic Model of Central Bank Intervention31 cited
  • 2003Sources of Private Information in FX Trading25 cited
  • 2006Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan21 cited