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Foreign exchange market intervention and domestic monetary control in Japan, 1973–1989
6 references·9 citing·48 second hop
Foreign exchange market intervention and domestic monetary control in Japan, 1973–1989 (1991)Foreign exchange market intervention and …Variability of Prices, Output and Money Under Fixed and Fluctuating Exchange Rates: An Empirical Study of Monetary Regimes in Japan and the United States (2018)Variability of Prices, Output…The Effectiveness of Foreign-Exchange Intervention: Recent Experience (1988)The Effectiveness of Foreign-…Monetary control with an exchange rate objective: The bank of Japan, 1973–86 (1988)Monetary control with an exch…Managing the Dollar: From the Plaza to the Louvre (1988)Managing the Dollar: From the…Capital Controls and Interest Rate Parity: The Japanese Experience, 1978-81 (Regulation des capitaux et niveau des taux d'interet: le cas du Japon, 1978-81) (Control de capitales y paridad de los tipos de interes: la experiencia de Japon, 1978-81) (1981)Capital Controls and Interest…Exchange Rate Policy in Japan: Leaning against the Wind (Politique des taux de change au Japon: moderation des forces du marche) (La politica de tipos de cambio de Japon: Moderacion de las fuerzas del mercada) (1977)Exchange Rate Policy in Japan…The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection (2005)The Effects of Japanese Forei…The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection (2003)The Effects of Japanese Forei…Purchasing power parity: Granger causality tests for the yen–dollar exchange rate (2002)Purchasing power parity: Gran…Foreign reserve and money dynamics with asset portfolio adjustment: international evidence (2000)Foreign reserve and money dyn…Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention? (2000)Are Changes in Foreign Exchan…Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords (1995)Long-run relations among the …Institutional Aspects of U.S. Intervention (1994)Institutional Aspects of U.S.…Post-Louvre Intervention : Did Target Zones Stabilize the Dollar? (1992)Post-Louvre Intervention : Di…Central-Bank Intervention: Recent Literature, Continuing Controversy (1991)Central-Bank Intervention: Re…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Target Zones and Exchange Rate Dynamics (1991)Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility (2004)Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide (2007)Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model† (2009)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)East Asian equity markets, financial crises, and the Japanese currency (2006)Country and Industry Convergence of Equity Markets: International Evidence from Club Convergence and Clustering (2010)Spillovers to sectoral equity returns: do liquidity and financial positions matter? (2021)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)China's Exchange Rate and International Adjustment in Wages, Prices and Interest Rates: Japan Deja Vu? (2006)Cointegration, dynamic structure, and the validity of purchasing power parity in African countries (2010)Why export competitiveness differs within Indian textile industry? 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(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 Interest Rate Parity Theorem: A Reinterpretation (1973)Financial liberalization in the Pacific Basin: Implications for real interest rate linkages (1990)Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages (1997)Is China or India more financially open? (2013)Analysis of Short-Run Exchange Rate Behavior March, 1973 to September, 1975 (1976)Exchange Rate Stability and Managed Floating: The Experience of the Federal Republic of Germany (Stabilite du taux de change et flottement dirige: l'experience de l'Allemagne federale) (La estabilidad de los tipos de cambio y la flotacion dirigida: La experiencia alemana) (1976)The Theory of Flexible Exchange Rate Regimes and Macroeconomic Policy (1977)Methods of assessing the long-run equilibrium value of an exchange rate (1978)Intervention and sterilisation under floating exchange rates: The UK 1973–1983 (1986)Intervention Policy under Floating Exchange Rates: An Analysis of the Swiss Case (1987)Some International Evidence on Output-Inflation Tradeoffs. (1973)Macroeconomics and Reality (1980)Size, persistence and interrelation of nominal and real shocks (1986)Trends and random walks in macroeconomic time series (1988)Efficient Markets, Fundamentals, and Crashes (1998)Official Intervention in the Foreign Exchange Market (2003)The Empirics of Foreign Exchange Intervention in Emerging Markets (2004)Beyond Product Cycles and Flying Geese: Regionalization, Hierarchy, and the Industrialization of East Asia (1995)European States and the Euro (2002)China, the United States, and Global Order (2010)
this work references cited by second hop

References

  • 1988Managing the Dollar: From the Plaza to the Louvre242 cited
  • 1988The Effectiveness of Foreign-Exchange Intervention: Recent Experience60 cited
  • 1981Capital Controls and Interest Rate Parity: The Japanese Experience, 1978-81 (Regulation des capitaux et niveau des taux d'interet: le cas du Japon, 1978-81) (Control de capitales y paridad de los tipos de interes: la experiencia de Japon, 1978-81)58 cited
  • 1977Exchange Rate Policy in Japan: Leaning against the Wind (Politique des taux de change au Japon: moderation des forces du marche) (La politica de tipos de cambio de Japon: Moderacion de las fuerzas del mercada)44 cited
  • 1988Monetary control with an exchange rate objective: The bank of Japan, 1973–8637 cited
  • 2018Variability of Prices, Output and Money Under Fixed and Fluctuating Exchange Rates: An Empirical Study of Monetary Regimes in Japan and the United States34 cited

Cited by

  • 2000Are Changes in Foreign Exchange Reserves Well Correlated with Official Intervention?51 cited
  • 1995Long-run relations among the G-5 and G-7 equity markets: Evidence on the Plaza and Louvre Accords36 cited
  • 1992Post-Louvre Intervention : Did Target Zones Stabilize the Dollar?34 cited
  • 2002Purchasing power parity: Granger causality tests for the yen–dollar exchange rate31 cited
  • 2000Foreign reserve and money dynamics with asset portfolio adjustment: international evidence25 cited
  • 1991Central-Bank Intervention: Recent Literature, Continuing Controversy23 cited

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  • 2005The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection23 cited
  • 1994Institutional Aspects of U.S. Intervention23 cited
  • 2003The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection14 cited