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Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark
16 references·14 citing·39 second hop
Does Foreign Exchange Intervention Matter? Disentangling the Portfolio and Expectations Effects for the Mark (1990)Does Foreign Exchange Intervention Matter…FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA (2003)FOREIGN EXCHANGE RATE EXPECTA…The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets (1989)The Time Variation of Risk an…Forward Discount Bias: Is it an Exchange Risk Premium? (1989)Forward Discount Bias: Is it …The Foreign Exchange Market: A Random Walk with a Dragging Anchor (1988)The Foreign Exchange Market: …Targets and Indicators: A Blueprint for the International Coordination of Economic Policy (1988)Targets and Indicators: A Blu…Are foreign exchange forecasts rational? (1986)Are foreign exchange forecast…Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations (1985)Using Survey Data to Test Som…Is the Strong Dollar Sustainable? (1985)Is the Strong Dollar Sustaina…Conditional variance and the risk premium in the foreign exchange market (1985)Conditional variance and the …The Specification and Influence of Asset Markets (1984)The Specification and Influen…Relationships among exchange rates, intervention, and interest rates: An empirical investigation (1984)Relationships among exchange …On the effects of sterilized intervention (1984)On the effects of sterilized …The role of official intervention (1981)The role of official interven…Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination (1980)Exchange Rate Risk and the Ma…The diversifiability of exchange risk (1979)The diversifiability of excha…Exchange Rates and the International Adjustment Process (1978)Exchange Rates and the Intern…Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data (2021)Investor Sentiment and (Anti)…The impact of pre-announced day-to-day interventions on the Colombian exchange rate (2017)The impact of pre-announced d…The effect of intervention frequency on the foreign exchange market: The Japanese experience (2008)The effect of intervention fr…The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries (2003)The impact of the Asian finan…Transparency in Monetary Policy: A Survey (2002)Transparency in Monetary Poli…Central bank interventions and exchange rate band regimes (2001)Central bank interventions an…The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool (2000)The Rise and Fall of Foreign …Exchange rate management when sterilized interventions represent signals of monetary policy (1997)Exchange rate management when…Learning about intervention target zones (1993)Learning about intervention t…Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior (1992)Intramarginal intervention in…What has foreign exchange market intervention since the Plaza Agreement accomplished? (1991)What has foreign exchange mar…Foreign exchange intervention as a signal of monetary policy (1991)Foreign exchange intervention…Empirical evidence on foreign exchange market intervention: Where do we stand? (1991)Empirical evidence on foreign…Central-Bank Intervention: Recent Literature, Continuing Controversy (1991)Central-Bank Intervention: Re…Rational Expectations and the Theory of Price Movements (1961)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Methodical Madness: Technical Analysis and the Irrationality of Exchange‐rate Forecasts (1999)Chapter 14 Survey Expectations (2006)The carry trade and fundamentals: Nothing to fear but FEER itself (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Interest rates and currency prices in a two-country world (1982)Forward and spot exchange rates (1984)The statistical properties of daily foreign exchange rates: 1974–1983 (1988)Nonparametric exchange rate prediction? (1990)A test for volatility spillover with application to exchange rates (2001)Expectations and Exchange Rate Dynamics (1976)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)An empirical examination of long-run purchasing power parity using cointegration techniques (1988)The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions (1998)Agent-based computational finance: Suggested readings and early research (2000)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Pricing to Market when the Exchange Rate Changes (1986)Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations (1986)Currency traders and exchange rate dynamics: a survey of the US market (2001)Social Mood and Financial Economics (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)The equity premium: A puzzle (1985)A New Approach to International Arbitrage Pricing (1993)Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets (1996)Fundamental determinants of national equity market returns: A perspective on conditional asset pricing (1997)An Interpretation of Recent Research on Exchange Rate Target Zones (1992)International Monetary Cooperation Since Bretton Woods (1996)The theory and practice of financial stability (1996)Anomalies: Foreign Exchange (1990)ARCH modeling in finance (1992)The use of technical analysis in the foreign exchange market (1992)Chapter 37 Puzzles in international financial markets (1995)Asset price bubbles : the implications for monetary, regulatory, and international policies (2003)Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Economics of Exchange Rates (2003)The market microstructure of central bank intervention (2002)Monetary Policy When the Nominal Short-Term Interest Rate is Zero (2003)
this work references cited by second hop

References

  • 1985Using Survey Data to Test Some Standard Propositions Regarding Exchange Rate Expectations738 cited
  • 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
  • 1985Conditional variance and the risk premium in the foreign exchange market485 cited
  • 2003FOREIGN EXCHANGE RATE EXPECTATIONS: MICRO SURVEY DATA367 cited
  • 1984The Specification and Influence of Asset Markets367 cited
  • 1988The Foreign Exchange Market: A Random Walk with a Dragging Anchor255 cited
  • 1981The role of official intervention253 cited
  • 1988Targets and Indicators: A Blueprint for the International Coordination of Economic Policy186 cited
  • 1989The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets185 cited
  • 1986Are foreign exchange forecasts rational?177 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1978Exchange Rates and the International Adjustment Process122 cited
  • 1979The diversifiability of exchange risk121 cited
  • 1980Exchange Rate Risk and the Macroeconomics of Exchange Rate Determination116 cited
  • 1984Relationships among exchange rates, intervention, and interest rates: An empirical investigation97 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 1985Is the Strong Dollar Sustainable?89 cited
  • Cited by

    • 2003The impact of the Asian financial crisis on foreign exchange market efficiency: The case of East Asian countries61 cited
    • 2021Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data54 cited
    • 1991Foreign exchange intervention as a signal of monetary policy43 cited
    • 1992Intramarginal intervention in the EMS and the target-zone model of exchange-rate behavior41 cited
    • 1993Learning about intervention target zones40 cited
    • 2002Transparency in Monetary Policy: A Survey39 cited
    • 2008The effect of intervention frequency on the foreign exchange market: The Japanese experience38 cited
    • 1991Empirical evidence on foreign exchange market intervention: Where do we stand?27 cited
    • 2017The impact of pre-announced day-to-day interventions on the Colombian exchange rate26 cited
    • 1991What has foreign exchange market intervention since the Plaza Agreement accomplished?26 cited
    • 2001Central bank interventions and exchange rate band regimes25 cited
    • 2000The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool24 cited
    • 1991Central-Bank Intervention: Recent Literature, Continuing Controversy23 cited
    • 1997Exchange rate management when sterilized interventions represent signals of monetary policy16 cited