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Are Interventions Self Exciting?
12 references·0 citing·42 second hop
Are Interventions Self Exciting? (2004)Are Interventions Self Exciting?A Model of the Federal Funds Rate Target (2002)A Model of the Federal Funds …Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work? (2001)Official Intervention in the …Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Autoregressive Conditional Du…Why do central banks intervene? (1997)Why do central banks interven…A friction model of daily Bundesbank and Federal Reserve intervention (1996)A friction model of daily Bun…Does foreign exchange intervention work? (1995)Does foreign exchange interve…Daily Bundesbank and Federal Reserve Interventions (1994)Daily Bundesbank and Federal …Trading Patterns and Prices in the Interbank Foreign Exchange Market (1993)Trading Patterns and Prices i…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993)A geographical model for the …Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Currency traders and exchange rate dynamics: a survey of the US market (2001)The Economics of Exchange Rates (2003)The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets (2014)The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)ARCH modeling in finance (1992)The Message in Daily Exchange Rates (2002)Identifying the efficacy of central bank interventions: evidence from Australia and Japan (2004)What prompts Japan to intervene in the Forex market? A new approach to a reaction function (2007)A Theory of Intraday Patterns: Volume and Price Variability (1988)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)The Distribution of Realized Exchange Rate Volatility (2001)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Generalized autoregressive conditional heteroskedasticity (1986)Stock return variances (1986)Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations (2002)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Continuous Auctions and Insider Trading (1985)Forecasting Volatility in Financial Markets: A Review (2003)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Modeling and Forecasting Realized Volatility (2003)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)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Bond Yields and the Federal Reserve (2005)Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons (2011)Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Currency Momentum Strategies (2011)International Liquidity and Exchange Rate Dynamics * (2015)Technical trading rule profitability and foreign exchange intervention (1999)
this work references cited by second hop

References

  • 1998Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data1,817 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?800 cited
  • 1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market609 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 1993Trading Patterns and Prices in the Interbank Foreign Exchange Market365 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1995Does foreign exchange intervention work?280 cited
  • 2002A Model of the Federal Funds Rate Target262 cited
  • 1997Why do central banks intervene?219 cited
  • 1996A friction model of daily Bundesbank and Federal Reserve intervention148 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work?90 cited
  • 1994Daily Bundesbank and Federal Reserve Interventions48 cited

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