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Central bank interventions and exchange rate band regimes
16 references·2 citing·28 second hop
Central bank interventions and exchange rate band regimes (2001)Central bank interventions and exchange r…High frequency data in financial markets: Issues and applications (1997)High frequency data in financ…Autoregressive conditional heteroskedasticity and changes in regime (1994)Autoregressive conditional he…ARCH modeling in finance (1992)ARCH modeling in financeTarget Zones and Exchange Rate Dynamics (1991)Target Zones and Exchange Rat…Target Zones and Realignments (1990)Target Zones and RealignmentsThe dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)The dynamics of exchange rate…Modeling Heteroscedasticity in Daily Foreign-Exchange Rates (1989)Modeling Heteroscedasticity i…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Conditional variance and the risk premium in the foreign exchange market (1985)Conditional variance and the …Limited-Dependent and Qualitative Variables in Econometrics. (1984)Limited-Dependent and Qualita…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence (1982)International Interest-Rate a…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables (1978)Unionism and Wage Rates: A Si…Dummy Endogenous Variables in a Simultaneous Equation System (1977)Dummy Endogenous Variables in…The effectiveness of central bank intervention in the EMS: The post 1993 experience (2006)The effectiveness of central …The impact of central bank intervention on exchange-rate forecast heterogeneity (2005)The impact of central bank in…The Pricing of Options and Corporate Liabilities (1973)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Introductory Econometrics for Finance (2008)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Modeling the conditional distribution of interest rates as a regime-switching process (1996)International Asset Allocation With Regime Shifts (2002)Statistical Theories of Mental Test Scores (1969)The Economics and Econometrics of Active Labor Market Programs (1999)Discrete Choice Methods with Simulation (2001)Econometric Analysis of Cross Section and Panel Data (2001)Education and Self-Selection (1978)Political Regimes and Economic Growth (1993)Political Regimes and Economic Growth (1995)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)No Single Currency Regime is Right for All Countries or At All Times (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Selection corrections for panel data models under conditional mean independence assumptions (1995)Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings (1996)Income and well-being: an empirical analysis of the comparison income effect (2004)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1992ARCH modeling in finance4,288 cited
  • 1977Dummy Endogenous Variables in a Simultaneous Equation System1,837 cited
  • 1994Autoregressive conditional heteroskedasticity and changes in regime1,835 cited
  • 1984Limited-Dependent and Qualitative Variables in Econometrics.1,310 cited
  • 1978Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables1,173 cited
  • 1991Target Zones and Exchange Rate Dynamics1,089 cited
  • 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model723 cited
  • 1989Modeling Heteroscedasticity in Daily Foreign-Exchange Rates505 cited
  • 1985Conditional variance and the risk premium in the foreign exchange market485 cited
  • 1997High frequency data in financial markets: Issues and applications411 cited
  • 1982

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International Interest-Rate and Price-Level Linkages Under Flexible Exchange Rates: A Review of Recent Evidence
369 cited
  • 1990Target Zones and Realignments297 cited
  • Cited by

    • 2005The impact of central bank intervention on exchange-rate forecast heterogeneity38 cited
    • 2006The effectiveness of central bank intervention in the EMS: The post 1993 experience25 cited