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Central bank intervention and exchange rates: the case of Sweden
15 references·16 citing·39 second hop
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Exchange intervention and the dollar-Deutschemark rate (1992)Is it signalling? 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References

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  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
  • 1983Foreign currency option values1,078 cited
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  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 1997Why do central banks intervene?219 cited
  • 1996Does foreign exchange intervention signal future monetary policy?210 cited
  • 1997Intervention strategies and exchange rate volatility: a noise trading perspective178 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1992Is it signalling? Exchange intervention and the dollar-Deutschemark rate83 cited
  • 1988Testing the portfolio balance model: A multi-lateral approach

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66 cited

Cited by

  • 2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention108 cited
  • 2007Central bank authorities' beliefs about foreign exchange intervention77 cited
  • 2007Foreign exchange intervention and equilibrium real exchange rates49 cited
  • 2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention46 cited
  • 2021An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention45 cited
  • 2006Central Bank Authorities' Beliefs about Foreign Exchange Intervention,37 cited
  • 2015A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION36 cited
  • 2006Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove?36 cited
  • 2004Financial Sector Reforms and Monetary Policy in Zambia32 cited
  • 2008Relationship between Exchange Rate Volatility and Central Bank Intervention32 cited
  • 2020The effectiveness of FX interventions: A meta-analysis31 cited
  • 2007Central Bank Authorities' Beliefs About Foreign Exchange Intervention29 cited
  • 2006The effectiveness of central bank intervention in the EMS: The post 1993 experience25 cited
  • 2003Effective Foreign Exchange Intervention: Matching Strategies with Objectives22 cited
  • 2006Central bank interventions in industrialized countries: a characterization based on survey results19 cited
  • 2009Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model†17 cited