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Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates
16 references·0 citing·47 second hop
Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates (2005)Identifying the Effects of U.S. Intervent…The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)The coordination channel of f…The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…Is Official Exchange Rate Intervention Effective? (2004)Is Official Exchange Rate Int…Identifying VARS based on high frequency futures data (2004)Identifying VARS based on hig…Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework (2003)Monetary policy, foreign exch…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 …The Practice of Central Bank Intervention: Looking Under the Hood (2000)The Practice of Central Bank …Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …When Do Long-Run Identifying Restrictions Give Reliable Results? (1997)When Do Long-Run Identifying …The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Limited-Dependent and Qualitative Variables in Econometrics. 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References

  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1983Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns1,549 cited
  • 1985Limited-Dependent and Qualitative Variables in Econometrics.1,321 cited
  • 1997When Do Long-Run Identifying Restrictions Give Reliable Results?505 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 2002The market microstructure of central bank intervention279 cited
  • 2004Identifying VARS based on high frequency futures data265 cited
  • 2003Is sterilised foreign exchange intervention effective after all? an event study approach230 cited
  • 2004Is Official Exchange Rate Intervention Effective?212 cited
  • 2000The Practice of Central Bank Intervention: Looking Under the Hood206 cited
  • 2003Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework

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176 cited
  • 2007The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis161 cited
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