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Official Foreign Exchange Intervention
16 references·0 citing·41 second hop
Official Foreign Exchange Intervention (2006)Official Foreign Exchange InterventionThe Economics of Exchange Rates (2003)The Economics of Exchange Rat…Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Is sterilised foreign exchang…The market microstructure of central bank intervention (2002)The market microstructure of …Why do countries float the way they float? (2001)Why do countries float the wa…The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…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 …Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…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-…Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…The role of official intervention (1981)The role of official interven…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)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)International Liquidity and Exchange Rate Dynamics * (2015)Empirical exchange rate models of the seventies (1983)Currency traders and exchange rate dynamics: a survey of the US market (2001)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)The Behavior of Stock-Market Prices (1965)Modeling and Forecasting Realized Volatility (2003)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)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)Capital Mobility and Stabilization Policy Under Fixed and Flexible Exchange Rates (1963)Expectations and Exchange Rate Dynamics (1976)The behavior of real exchange rates during the post-Bretton Woods period (1998)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)The Purchasing Power Parity Debate (2004)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Tests of equal forecast accuracy and encompassing for nested models (2001)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Rules, discretion and reputation in a model of monetary policy (1983)Optimum Currency Areas (1991)Fear of Floating (2000)Fear of Floating (2002)Stories of the Twentieth Century for the Twenty-First (2012)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)Currency Momentum Strategies (2011)Market microstructure: A survey (2000)The determinants of cross-border equity flows (2004)Common Risk Factors in Currency Markets (2011)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 2003The Economics of Exchange Rates1,327 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?800 cited
  • 1999Order Flow and Exchange Rate Dynamics798 cited
  • 2001Why do countries float the way they float?562 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993Does foreign-exchange intervention matter? The portfolio effect399 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 2002The market microstructure of central bank intervention307 cited
  • 1995Does foreign exchange intervention work?280 cited
  • 1981The role of official intervention254 cited
  • 2003Is sterilised foreign exchange intervention effective after all? an event study approach249 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market

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230 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
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