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Foreign exchange market intervention: methods and tactics
16 references·1 citing·48 second hop
Foreign exchange market intervention: methods and tactics (2005)Foreign exchange market intervention: met…Transparency Versus Constructive Ambiguity in Foreign Exchange Intervention (2007)Transparency Versus Construct…Living with Flexible Exchange Rates: Issues and Recent Experience in Inflation Targeting Emerging Market Economies (2005)Living with Flexible Exchange…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Is There Room for Foreign Exchange Interventions under an Inflation Targeting Framework? Evidence from Mexico and Turkey (2004)Is There Room for Foreign Exc…Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience (2004)Foreign Exchange Intervention…Effects of Foreign Exchange Intervention under Public Information: The Chilean Case (2004)Effects of Foreign Exchange I…Official Intervention in the Foreign Exchange Market (2003)Official Intervention in the …Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey (2003)Foreign Exchange Intervention…Central bank intervention and market expectations (2002)Central bank intervention and…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …The Practice of Central Bank Intervention: Looking Under the Hood (2000)The Practice of Central Bank …Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Intervention strategies and exchange rate volatility: a noise trading perspective (1997)Intervention strategies and e…Does foreign exchange intervention work? (1995)Does foreign exchange interve…Some Evidence of Speculative Bubbles in the Foreign Exchange Markets (1987)Some Evidence of Speculative …The role of official intervention (1981)The role of official interven…Intervenciones cambiarias esterilizadas, teoría y evidencia:el caso de México (2012)Intervenciones cambiarias est…A Treatise on Money (1971)Leading Indicators of Currency Crises (1998)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Monetary Policy Rules in Emerging Market Economies: Issues and Evidence (2005)Whither Monetary and Financial Stability? The Implications of Evolving Policy Regimes (2007)Slow Pass-through Around the World: A New Import for Developing Countries? (2011)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Measuring and Testing the Impact of News on Volatility (1993)Two Targets, Two Instruments (2012)The dynamics of exchange rate volatility: A panel VAR approach (2014)Unveiling the effects of foreign exchange intervention: A panel approach (2019)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Foreign currency option values (1983)The Noise Trader Approach to Finance (1990)Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Volatility impulse responses for multivariate GARCH models: An exchange rate illustration (2006)The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna (2007)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)How do business and financial cycles interact? (2011)How do business and financial cycles interact? (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market microstructure: A survey (2000)Tests of equal forecast accuracy and encompassing for nested models (2001)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Essays in Positive Economics. (1954)Noise Trader Risk in Financial Markets (1990)The Case for Flexible Exchange Rates (1996)The market microstructure of central bank intervention (2002)Identifying the efficacy of central bank interventions: evidence from Australia and Japan (2004)The Relationship Between Exchange Rates and Inflation Targeting Revisited (2006)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Currency Momentum Strategies (2011)International Liquidity and Exchange Rate Dynamics * (2015)Five years of competitive and stable real exchange rate in Argentina, 2002–2007 (2008)REGIONAL ECONOMIC OUTLOOK (2011)Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks? (2015)Central bank intervention and exchange rate volatility (1998)Technical trading rule profitability and foreign exchange intervention (1999)Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors (1993)
this work references cited by second hop

References

  • 2005Exchange Rates and Fundamentals832 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
  • 1995Does foreign exchange intervention work?280 cited
  • 1981The role of official intervention254 cited
  • 2000The Practice of Central Bank Intervention: Looking Under the Hood206 cited
  • 1997Intervention strategies and exchange rate volatility: a noise trading perspective178 cited
  • 2005Living with Flexible Exchange Rates: Issues and Recent Experience in Inflation Targeting Emerging Market Economies175 cited
  • 2003Foreign Exchange Intervention in Developing and Transition Economies: Results of a Survey96 cited
  • 2004Is There Room for Foreign Exchange Interventions under an Inflation Targeting Framework? Evidence from Mexico and Turkey84 cited
  • 2004Effects of Foreign Exchange Intervention under Public Information: The Chilean Case73 cited
  • 2007Transparency Versus Constructive Ambiguity in Foreign Exchange Intervention67 cited
  • 1987Some Evidence of Speculative Bubbles in the Foreign Exchange Markets61 cited
  • 2002Central bank intervention and market expectations53 cited
  • 2004

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Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience
49 cited
  • 2003Official Intervention in the Foreign Exchange Market42 cited
  • Cited by

    • 2012Intervenciones cambiarias esterilizadas, teoría y evidencia:el caso de México9 cited