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Do Sterilized Interventions Affect Exchange Rates?
12 references·0 citing·40 second hop
Do Sterilized Interventions Affect Exchange Rates? (1986)Do Sterilized Interventions Affect Exchan…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 …Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff (1984)Empirical Models of the Excha…The Portfolio-Balance Model of Exchange Rates and Some Structural Estimates of the Risk Premium (Modele d'equilibre de portefeuilles applique aux taux de change et certaines estimations (structurelles) de la prime de risque) (El modelo de equilibrio de cartera para los tipos de cambio y algunas estimaciones estructurales de la prima de riesgo) (1983)The Portfolio-Balance Model o…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification? (1982)The Out-of-Sample Failure of …In search of the exchange risk premium: A six-currency test assuming mean-variance optimization (1982)In search of the exchange ris…Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-1981 (1982)Exchange Rates, Inflation and…A Test of Perfect Substitutability in the Foreign Exchange Market (1982)A Test of Perfect Substitutab…The Portfolio-Balance Model of Exchange Rates (1979)The Portfolio-Balance Model o…Exchange rates in the short run (1977)Exchange rates in the short r…Exchange Rates and the Current Account. (1980)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Chapter 37 Puzzles in international financial markets (1995)The Rules of the Game: International Money in Historical Perspective (2016)Global Portfolio Rebalancing and Exchange Rates (2022)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)A General Equilibrium Approach To Monetary Theory (1969)The Exchange Rate And The Balance of Payments In The Short Run and in The Long Run: A Monetary Approach (1977)Chapter 33 Empirical research on nominal exchange rates (1995)Dynamic relationship between stock prices and exchange rates for G-7 countries (2001)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)The out-of-sample forecasting performance of exchange rate models when coefficients are allowed to change (1989)Currency Fluctuations in the Post-Bretton Woods Era (1990)A Survey of Empirical Research on Nominal Exchange Rates (1994)Asset markets and relative prices in exchange rate determination (1980)Can We Sterilize? Theory and Evidence (1982)On the denomination of government debt (1989)Covered interest parity deviations: Macrofinancial determinants (2021)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)A model of international asset pricing (1981)International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or of Goods Markets? (1985)The statistical distribution of exchange rates: Empirical evidence and economic implications (1987)A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990)Econometric policy evaluation: A critique (1976)Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Foreign exchange market efficiency tests: Implications of recent empirical findings (1986)Is it signalling? Exchange intervention and the dollar-Deutschemark rate (1992)U.S. Intervention : Assessing the Probability of Success (1996)Charts, Noise and Fundamentals in the London Foreign Exchange Market (1990)Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Perspectives on the recent currency crisis literature (1999)Tests of international CAPM with time‐varying covariances (1989)The Currency Composition of Foreign Exchange Reserves (1989)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)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1982The Out-of-Sample Failure of Empirical Exchange Rate Models: Sampling Error or Misspecification?424 cited
  • 1984The Specification and Influence of Asset Markets367 cited
  • 1982In search of the exchange risk premium: A six-currency test assuming mean-variance optimization318 cited
  • 1977Exchange rates in the short run217 cited
  • 1984Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff171 cited
  • 1984On the effects of sterilized intervention165 cited
  • 1982Exchange Rates, Inflation and the Sterilization Problem: Germany, 1975-198198 cited
  • 1984Relationships among exchange rates, intervention, and interest rates: An empirical investigation97 cited
  • 1982A Test of Perfect Substitutability in the Foreign Exchange Market88 cited
  • 1983The Portfolio-Balance Model of Exchange Rates and Some Structural Estimates of the Risk Premium (Modele d'equilibre de portefeuilles applique aux taux de change et certaines estimations (structurelles) de la prime de risque) (El modelo de equilibrio de cartera para los tipos de cambio y algunas estimaciones estructurales de la prima de riesgo)86 cited
  • 1979The Portfolio-Balance Model of Exchange Rates55 cited

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