References

• 2001The Microstructure Approach to Exchange Rates1,043 cited
• 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
• 1998Central bank intervention and exchange rate volatility441 cited
• 2002The market microstructure of central bank intervention279 cited
• 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
• 2000The Practice of Central Bank Intervention: Looking Under the Hood206 cited
• 1999Optimal Central Bank Intervention in the Foreign Exchange Market167 cited
• 2006When do central bank interventions influence intra-daily and longer-term exchange rate movements?163 cited
• 2002Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations159 cited
• 2003A transaction level study of the effects of central bank intervention on exchange rates136 cited
• 1988The international monetary system134 cited
• 1999Sterilised central bank intervention in the foreign exchange market111 cited
• 2002Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis100 cited
• 2002Is Foreign Exchange Intervention Effective?: The Japanese Experiences in the 1990s99 cited