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On the inadequacy of newswire reports for empirical research on foreign exchange interventions
16 references·5 citing·47 second hop
On the inadequacy of newswire reports for empirical research on foreign exchange interventions (2006)On the inadequacy of newswire reports for…Transparency Versus Constructive Ambiguity in Foreign Exchange Intervention (2007)Transparency Versus Construct…When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? (2003)When Do Central Bank Interven…The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan (2003)The accuracy of press reports…Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Is sterilised foreign exchang…A transaction level study of the effects of central bank intervention on exchange rates (2003)A transaction level study of …The market microstructure of central bank intervention (2002)The market microstructure of …Price Leadership in the Spot Foreign Exchange Market (2002)Price Leadership in the Spot …The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature (2001)The Microstructure of the For…Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices (1999)Exchange Rate Effects of Cent…Intraday effects of foreign exchange intervention by the Bank of Japan (1998)Intraday effects of foreign e…Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market (1997)Informed Traders, Interventio…Risk and Turnover in the Foreign Exchange Market (1996)Risk and Turnover in the Fore…Foreign Exchange Volume: Sound and Fury Signifying Nothing? (1995)Foreign Exchange Volume: Soun…The accuracy of reports of foreign exchange intervention (1993)The accuracy of reports of fo…Central Bank Forex internvention assessed in continous time (1993)Central Bank Forex internvent…Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all? (2015)Foreign exchange intervention…The effect of multiple language product descriptions on product evaluations (2008)The effect of multiple langua…The influence of actual and unrequited interventions (2007)The influence of actual and u…Central Bank Authorities' Beliefs About Foreign Exchange Intervention (2007)Central Bank Authorities' Bel…Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates (2005)Identifying the Effects of U.…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Segmentation and time-of-day patterns in foreign exchange markets (2009)Understanding the Forward Premium Puzzle: A Microstructure Approach (2009)Effective sterilized foreign exchange intervention? Evidence from a rule-based policy (2018)The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)Intraday periodicity and volatility persistence in financial markets (1997)The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market (1997)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna (2007)Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies (2013)Estimating Continuous-Time Processes Subject to Time Deformation (1988)How Markets Process Information: News Releases and Volatility (1993)Trading volumes and transaction costs in the foreign exchange market (1999)Government Intervention and Adverse Selection Costs in Foreign Exchange Markets (2000)Value-at-Risk Analysis for Taiwan Stock Index Futures: Fat Tails and Conditional Asymmetries in Return Innovations (2004)Public Regulation of the Securities Markets (1964)The Cost of Transacting (1968)Tests of microstructural hypotheses in the foreign exchange market (1995)The Market Microstructure of Central Bank Intervention (2002)Intraday seasonality in activities of the foreign exchange markets: Evidence from the electronic broking system (2006)Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis (1990)Does foreign exchange intervention work? (1995)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Order Flow and Exchange Rate Dynamics (1999)Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000)FX Trading and Exchange Rate Dynamics (2002)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Information arrivals and intraday exchange rate volatility (2003)Foreign exchange market intervention and expectations: The yen/dollar exchange rate (2005)A survey of market practitioners’ views on exchange rate dynamics (2000)Board of Governors of the Federal Reserve System (2001)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Empirical exchange rate models of the seventies (1983)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure theory (1995)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Emerging Market Volatility (2014)Does foreign-exchange intervention matter? The portfolio effect (1993)Event Studies in Economics and Finance (1997)Foundations of International Macroeconomics (1997)Talking heads: the effects of ECB statements on the euro–dollar exchange rate (2005)
this work references cited by second hop

References

  • 1998Central bank intervention and exchange rate volatility441 cited
  • 2002The market microstructure of central bank intervention279 cited
  • 1997Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market236 cited
  • 2003Is sterilised foreign exchange intervention effective after all? an event study approach230 cited
  • 2003A transaction level study of the effects of central bank intervention on exchange rates136 cited
  • 1998Intraday effects of foreign exchange intervention by the Bank of Japan119 cited
  • 2001The Microstructure of the Foreign-Exchange Market: A Selective Survey of the Literature110 cited
  • 1995Foreign Exchange Volume: Sound and Fury Signifying Nothing?98 cited
  • 1996Risk and Turnover in the Foreign Exchange Market97 cited
  • 1999Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices90 cited
  • 1993Central Bank Forex internvention assessed in continous time83 cited
  • 2002Price Leadership in the Spot Foreign Exchange Market68 cited
  • 1993The accuracy of reports of foreign exchange intervention67 cited
  • 2007Transparency Versus Constructive Ambiguity in Foreign Exchange Intervention67 cited
  • 2003

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When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?
66 cited
  • 2003The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan28 cited
  • Cited by

    • 2007The influence of actual and unrequited interventions47 cited
    • 2007Central Bank Authorities' Beliefs About Foreign Exchange Intervention29 cited
    • 2015Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?26 cited
    • 2008The effect of multiple language product descriptions on product evaluations23 cited
    • 2005Identifying the Effects of U.S. Intervention on the Levels of Exchange Rates13 cited