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Official Intervention in the Foreign Exchange Market, or, Bet Against the Central Bank
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Official Intervention in the Foreign Exchange Market, or, Bet Against the Central Bank (1982)Official Intervention in the Foreign Exch…The Cost of Foreign Exchange Intervention: Concepts and Measurement (2018)The Cost of Foreign Exchange …Government Intervention and Arbitrage (2017)Government Intervention and A…Beyond the Carry Trade: Optimal Currency Portfolios (2012)Beyond the Carry Trade: Optim…The Dutch Disease: evidences from Russia (2011)The Dutch Disease: evidences …Central bank intervention and the intraday process of price formation in the currency markets (2010)Central bank intervention and…Foreign exchange intervention and equilibrium real exchange rates (2007)Foreign exchange intervention…Informative trading or just costly noise? An analysis of Central Bank interventions (2006)Informative trading or just c…Herding and the information content of trades in the Australian dollar market (2006)Herding and the information c…Technical trading rules in the spot foreign exchange markets of developing countries (2001)Technical trading rules in th…Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work? (2001)Official Intervention in the …Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention? (2000)Are Changes in Foreign Exchan…The profitability of US intervention in the foreign exchange markets (1995)The profitability of US inter…Technical Trading Rule Profitability and Foreign Exchange Intervention (1995)Technical Trading Rule Profit…Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates (1992)Balance of trade announcement…Official Intervention in the Foreign Exchange Market (1985)Official Intervention in the …EXCHANGE RATES AND TRADE POLICY (1984)EXCHANGE RATES AND TRADE POLI…A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)Expectations and Exchange Rate Dynamics (1976)An Assessment of the Impact of Japanese Foreign Exchange Intervention: 1991-2004 (2005)The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna (2007)Foreign Exchange Intervention: A Shield Against Appreciation Winds? (2011)Measuring the Information Content of Stock Trades (1991)The Distribution of Realized Exchange Rate Volatility (2001)Modeling and Forecasting Realized Volatility (2003)Heterogeneous Market‐Making in Foreign Exchange Markets: Evidence from Individual Bank Responses to Central Bank Interventions (2007)The influence of government intervention on the trajectory of bank performance during the global financial crisis: A comparative study among Asian economies (2012)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Fear of Floating (2000)Fear of Floating (2002)Wagner's Law in 19th Century Greece: A Cointegration and Causality Analysis (2007)The Interaction between Mortgage Financing and Housing Prices in Greece (2008)Spatial interdependencies of FDI locations: a lessening of the tyranny of distance? (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Discovering the signs of Dutch disease in Russia (2015)An assessment of regional innovation system efficiency in Russia: the application of the DEA approach (2019)Risk spillovers across geopolitical risk and global financial markets (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Do Momentum Based Strategies Still Work in Foreign Currency Markets? (2001)On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules (2001)The Profitability of Technical Analysis: A Review (2004)The Logic of Inductive Inference (1935)Essays in Positive Economics. (1954)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Intervention from an information perspective (2000)Technical analysis and the effectiveness of central bank intervention (2002)The impact of government intervention on stock returns (2002)The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)Does foreign exchange intervention signal future monetary policy? (1996)Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market (1997)Exchange Rate Variability, Pressures and Optimum Currency Area Criteria: Implications for the Central and Eastern European Countries (2005)Interactions between Monetary Policy and Exchange Rate in Inflation Targeting Emerging Countries: The Case of Three East Asian Countries (2009)Central banks and macroeconomic policy choices: Relaxing the trilemma (2015)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)Crash Risk in Currency Returns (2012)Currency Premia and Global Imbalances (2013)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)The influence of actual and unrequited interventions (2007)From Fixed to Float: Operational Aspects of Moving Toward Exchange Rate Flexibility (2004)A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION (2007)Assessing the Impact of Exchange Rate Risk on Banks Performance in Nigeria (2015)
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  • 1995Technical Trading Rule Profitability and Foreign Exchange Intervention97 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work?90 cited
  • 1995The profitability of US intervention in the foreign exchange markets71 cited
  • 2012Beyond the Carry Trade: Optimal Currency Portfolios67 cited
  • 1985Official Intervention in the Foreign Exchange Market60 cited
  • 2006Informative trading or just costly noise? An analysis of Central Bank interventions57 cited
  • 2011The Dutch Disease: evidences from Russia52 cited
  • 2000Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention?51 cited
  • 2007Foreign exchange intervention and equilibrium real exchange rates49 cited
  • 2010Central bank intervention and the intraday process of price formation in the currency markets49 cited
  • 1992Balance of trade announcements and asset prices: influence on equity prices, exchange rates, and interest rates49 cited
  • 1984EXCHANGE RATES AND TRADE POLICY42 cited
  • 2001Technical trading rules in the spot foreign exchange markets of developing countries42 cited
  • 2017Government Intervention and Arbitrage

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38 cited
  • 2018The Cost of Foreign Exchange Intervention: Concepts and Measurement35 cited
  • 2006Herding and the information content of trades in the Australian dollar market35 cited