SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The influence of actual and unrequited interventions
16 references·5 citing·45 second hop
The influence of actual and unrequited interventions (2007)The influence of actual and unrequited in…The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle? (2006)Can Information Heterogeneity…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …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 …The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior (1998)The Effects of Macroeconomic …Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Intraday periodicity and volatility persistence in financial markets (1997)Intraday periodicity and vola…Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns (1997)Heterogeneous Information Arr…The Short-Run Dynamics of the Price Adjustment to New Information (1995)The Short-Run Dynamics of the…Does foreign-exchange intervention matter? The portfolio effect (1993)Does foreign-exchange interve…Blowing Against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention (2019)Blowing Against the Wind? A N…The Effectiveness of Foreign Exchange Market Intervention: A Review of Post-2001 Studies on Japan (2014)The Effectiveness of Foreign …Interventions and Inflation Expectations in an Inflation Targeting Economy (2013)Interventions and Inflation E…Announcements, financial operations or both? Generalizing central banks’ FX reaction functions (2009)Announcements, financial oper…Does transparency in central bank intervention policy bring noise to the FX market? (2007)Does transparency in central …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Identification Through Heteroskedasticity (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Realized Variance and Market Microstructure Noise (2006)Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise (2008)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Currency traders and exchange rate dynamics: a survey of the US market (2001)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)International Liquidity and Exchange Rate Dynamics * (2015)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Theory of Intraday Patterns: Volume and Price Variability (1988)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Beauty Contests and Iterated Expectations in Asset Markets (2006)Information Immobility and the Home Bias Puzzle (2009)Carry Trades and Global Foreign Exchange Volatility (2012)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)High-Frequency Trading and Price Discovery (2014)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Currency momentum strategies (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)The arbitrage theory of capital asset pricing (1976)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Separating microstructure noise from volatility (2005)Parametric and Nonparametric Volatility Measurement (2010)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)Trading and Arbitrage in Cryptocurrency Markets (2018)Market microstructure: A survey (2000)Common Risk Factors in Currency Markets (2011)
this work references cited by second hop

References

  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 1997Intraday periodicity and volatility persistence in financial markets1,301 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 1997Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns649 cited
  • 2006Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?569 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993Does foreign-exchange intervention matter? The portfolio effect385 cited
  • 2002The Impact of Monetary Policy on Asset Prices339 cited
  • 1998

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
302 cited
  • 1995The Short-Run Dynamics of the Price Adjustment to New Information297 cited
  • Cited by

    • 2007Does transparency in central bank intervention policy bring noise to the FX market?20 cited
    • 2009Announcements, financial operations or both? Generalizing central banks’ FX reaction functions20 cited
    • 2014The Effectiveness of Foreign Exchange Market Intervention: A Review of Post-2001 Studies on Japan18 cited
    • 2013Interventions and Inflation Expectations in an Inflation Targeting Economy18 cited
    • 2019Blowing Against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention12 cited