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Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities’ reaction functions
16 references·0 citing·42 second hop
Japanese and U.S. interventions in the yen/U.S. dollar market: estimating the monetary authorities’ reaction functions (2005)Japanese and U.S. interventions in the ye…Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s (2002)Is Foreign Exchange Intervent…‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)‘Once-in-a-generation’ yen vo…Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention (1998)Technical Analysis and the Pr…Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Why do central banks intervene? (1997)Why do central banks interven…Central bank intervention and trading rule profits in foreign exchange markets (1997)Central bank intervention and…Central bank intervention and risk in the forward market (1997)Central bank intervention and…A friction model of daily Bundesbank and Federal Reserve intervention (1996)A friction model of daily Bun…The Handbook of International Macroeconomics. (1995)The Handbook of International…The handbook of international macroeconomics (1995)The handbook of international…FOREIGN EXCHANGE INTERVENTION (1995)FOREIGN EXCHANGE INTERVENTIONDoes foreign exchange intervention work? (1995)Does foreign exchange interve…Stylized Facts of Nominal Exchange Rate Returns (1994)Stylized Facts of Nominal Exc…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…The measurement of urban travel demand (1974)The measurement of urban trav…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)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Generalized autoregressive conditional heteroskedasticity (1986)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)Intraday effects of foreign exchange intervention by the Bank of Japan (1998)Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence (2011)The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)ARCH modeling in finance (1992)The Message in Daily Exchange Rates (2002)The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits (2002)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007)Stock return variances (1986)Identifying the efficacy of central bank interventions: evidence from Australia and Japan (2004)Beating the Foreign Exchange Market (1986)Forward Discount Bias: Is it an Exchange Risk Premium? (1989)The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993)Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Market (2006)Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets? (2014)Oil price and stock returns of consumers and producers of crude oil (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A survey of market practitioners’ views on exchange rate dynamics (2000)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)Conditional logit analysis of qualitative choice behavior (1972)On Stochastic Models of Traffic Assignment (1977)Human Capital, Effort, and the Sexual Division of Labor (1985)Human mobility: Models and applications (2018)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Is Official Exchange Rate Intervention Effective? (2004)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Significance of Log-Periodic Precursors to Financial Crashes (2001)On Rational Bubbles and Fat Tails (2002)Empirical distributions of stock returns: between the stretched exponential and the power law? (2005)International Monetary Cooperation Since Bretton Woods (1996)
this work references cited by second hop

References

  • 1974The measurement of urban travel demand2,554 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 1997Why do central banks intervene?219 cited
  • 1997Central bank intervention and trading rule profits in foreign exchange markets151 cited
  • 1996A friction model of daily Bundesbank and Federal Reserve intervention148 cited
  • 1997Central bank intervention and risk in the forward market147 cited
  • 1995The Handbook of International Macroeconomics.146 cited
  • 2001‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow145 cited
  • 1995The handbook of international macroeconomics143 cited
  • 1994Stylized Facts of Nominal Exchange Rate Returns110 cited
  • 2002Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s99 cited
  • 1998Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention94 cited

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FOREIGN EXCHANGE INTERVENTION
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