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Central bank intervention and foreign exchange volatility
16 references·1 citing·37 second hop
Central bank intervention and foreign exchange volatility (2001)Central bank intervention and foreign exc…The Message in Daily Exchange Rates (2002)The Message in Daily Exchange…U.S. Intervention : Assessing the Probability of Success (1996)U.S. Intervention : Assessing…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…The profitability of US intervention in the foreign exchange markets (1995)The profitability of US inter…Does foreign exchange intervention work? (1995)Does foreign exchange interve…The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982 (1993)The Effectiveness of Central-…Does Foreign Exchange Intervention Work (1993)Does Foreign Exchange Interve…Empirical evidence on foreign exchange market intervention: Where do we stand? (1991)Empirical evidence on foreign…The Message in Daily Exchange Rates: A Conditional-Variance Tale (1989)The Message in Daily Exchange…Official Intervention in the Foreign Exchange Market (1985)Official Intervention in the …Official Intervention in the Foreign Exchange Market, or, Bet Against the Central Bank (1982)Official Intervention in the …Optimal Foreign Exchange Market Intervention (1978)Optimal Foreign Exchange Mark…Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model (1970)Optimal Choice of Monetary Po…Uncertainty and the effectiveness of policy (1967)Uncertainty and the effective…Essays in Positive Economics. (1954)Essays in Positive Economics.Essays in Positive Economics (1954)Essays in Positive EconomicsRelationship between Exchange Rate Volatility and Central Bank Intervention (2008)Relationship between Exchange…On the Theory of Economic Policy (1952)Economic Forecasts and Policy (1962)Central Banking in Theory and Practice (1998)Monetary policy and asset prices (2002)Fiscal Policy in a Depressed Economy (2012)Empirical exchange rate models of the seventies (1983)Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)Technical trading rule profitability and foreign exchange intervention (1999)Currency traders and exchange rate dynamics: a survey of the US market (2001)FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)Efficient Analytic Approximation of American Option Values (1987)Target Zones and Exchange Rate Dynamics (1991)How Markets Process Information: News Releases and Volatility (1993)The Creation and Resolution of Market Uncertainty: The Impact of Information Releases on Implied Volatility (1996)A survey of market practitioners’ views on exchange rate dynamics (2000)Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Bivariate garch estimation of the optimal commodity futures Hedge (1991)ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING (1993)Modeling and Forecasting Realized Volatility (2001)The New Institutionalism: Organizational Factors in Political Life (1983)Economic Reform and the Process of Global Integration (1995)The Nature of Theory in Information Systems1 (2006)Optimal Central Bank Intervention in the Foreign Exchange Market (1999)Is Official Exchange Rate Intervention Effective? (2004)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)Asset prices and central bank policy (2000)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)International Monetary Cooperation Since Bretton Woods (1996)The market microstructure of central bank intervention (2002)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Shared Mental Models: Ideologies and Institutions (1994)Inequality Constraints in the Univariate GARCH Model (1992)MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY (1994)
this work references cited by second hop

References

  • 1954Essays in Positive Economics3,204 cited
  • 1954Essays in Positive Economics.2,999 cited
  • 1970Optimal Choice of Monetary Policy Instruments in a Simple Stochastic Macro Model1,297 cited
  • 1967Uncertainty and the effectiveness of policy1,008 cited
  • 2002The Message in Daily Exchange Rates791 cited
  • 1989The Message in Daily Exchange Rates: A Conditional-Variance Tale647 cited
  • 1993The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982340 cited
  • 1995Does foreign exchange intervention work?273 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 1993Does Foreign Exchange Intervention Work226 cited
  • 1978Optimal Foreign Exchange Market Intervention174 cited
  • 1996U.S. Intervention : Assessing the Probability of Success155 cited
  • 1982Official Intervention in the Foreign Exchange Market, or, Bet Against the Central Bank108 cited
  • 1995The profitability of US intervention in the foreign exchange markets71 cited
  • 1985Official Intervention in the Foreign Exchange Market60 cited

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1991
Empirical evidence on foreign exchange market intervention: Where do we stand?
27 cited

Cited by

  • 2008Relationship between Exchange Rate Volatility and Central Bank Intervention32 cited