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Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?
16 references·15 citing·38 second hop
Foreign Exchange Intervention and the Australian Dollar: Has it Mattered? (2003)Foreign Exchange Intervention and the Aus…The case for flexible exchange rates (2014)The case for flexible exchang…Foreign exchange market intervention in two small open economies: the Canadian and Australian experience (2003)Foreign exchange market inter…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…The determinants of foreign exchange intervention by central banks: evidence from Australia (2002)The determinants of foreign e…The Practice of Central Bank Intervention: Looking Under the Hood (2000)The Practice of Central Bank …Central bank intervention and exchange rate volatility — Australian evidence (2000)Central bank intervention and…Central bank intervention and exchange rate volatility (1998)Central bank intervention and…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…International Currency Experience: New Lessons and Lessons Relearned (1995)International Currency Experi…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Quasi-maximum likelihood esti…The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)The Message in Daily Exchange…The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)The dynamics of exchange rate…The role of official intervention (1981)The role of official interven…REGIONAL ECONOMIC OUTLOOK (2011)REGIONAL ECONOMIC OUTLOOKFlexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries (2011)Flexible Inflation Targets, F…Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries (2011)Flexible Inflation Targets, F…Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data (2008)Daily effects of foreign exch…Foreign exchange intervention and equilibrium real exchange rates (2007)Foreign exchange intervention…Central Bank Authorities' Beliefs About Foreign Exchange Intervention (2007)Central Bank Authorities' Bel…Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions (2006)Testing the Effectiveness of …Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan (2006)Intraday evidence of efficacy…Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove? (2006)Foreign exchange intervention…Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates (2005)Identifying the Effects of U.…Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data (2005)Daily Effects of Foreign Exch…An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)An Analysis of Recent Studies…The Empirics of Foreign Exchange Intervention in Emerging Markets (2004)The Empirics of Foreign Excha…Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float (2004)Profitability of Reserve Bank…Central Bank Foreign Exchange Market Intervention and Option Contract Specification (2003)Central Bank Foreign Exchange…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)Technical trading rule profitability and foreign exchange intervention (1999)Currency traders and exchange rate dynamics: a survey of the US market (2001)FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)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)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Bivariate garch estimation of the optimal commodity futures Hedge (1991)Statistical aspects of ARCH and stochastic volatility (1996)High dimensional covariance matrix estimation using a factor model (2008)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)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)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Modeling and Forecasting Realized Volatility (2001)Why Does Money Affect Output? 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References

  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2002The Message in Daily Exchange Rates791 cited
  • 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
  • 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
  • 2014The case for flexible exchange rates479 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1981The role of official intervention253 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 2000The Practice of Central Bank Intervention: Looking Under the Hood206 cited
  • 1995International Currency Experience: New Lessons and Lessons Relearned206 cited
  • 2000Central bank intervention and exchange rate volatility — Australian evidence111 cited
  • 2003Foreign exchange market intervention in two small open economies: the Canadian and Australian experience

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86 cited
  • 2002The determinants of foreign exchange intervention by central banks: evidence from Australia81 cited
  • Cited by

    • 2011REGIONAL ECONOMIC OUTLOOK122 cited
    • 2011Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries53 cited
    • 2007Foreign exchange intervention and equilibrium real exchange rates49 cited
    • 2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention46 cited
    • 2004The Empirics of Foreign Exchange Intervention in Emerging Markets40 cited
    • 2006Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove?36 cited
    • 2004Profitability of Reserve Bank Foreign Exchange Operations: Twenty Years After the Float33 cited
    • 2011Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries30 cited
    • 2007Central Bank Authorities' Beliefs About Foreign Exchange Intervention29 cited
    • 2003Central Bank Foreign Exchange Market Intervention and Option Contract Specification28 cited
    • 2008Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data22 cited
    • 2006Intraday evidence of efficacy of 1991–2004 Yen intervention by the Bank of Japan21 cited
    • 2005Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data20 cited
    • 2005Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates13 cited
    • 2006Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions12 cited