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Statements of ECB Officials and Their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate
16 references·15 citing·41 second hop
Statements of ECB Officials and Their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate (2003)Statements of ECB Officials and Their Eff…Improving Incentives in Unemployment Insurance: A Review of Recent Research (2006)Improving Incentives in Unemp…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Income Inequality in OECD Countries: Data and Explanations (2003)Income Inequality in OECD Cou…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior (1998)The Effects of Macroeconomic …Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Deutsche Mark–Dollar Volatili…Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets. (1994)Exchange Rate Theory: Chaotic…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Modeling Heteroscedasticity in Daily Foreign-Exchange Rates (1989)Modeling Heteroscedasticity i…The statistical properties of daily foreign exchange rates: 1974–1983 (1988)The statistical properties of…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Flexible Exchange Rates, Pric…The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa (2009)The Impact of Monetary and Co…The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa (2009)The Impact of Monetary and Co…Inflation expectations of experts and ECB communication (2008)Inflation expectations of exp…Commercially Available Order Flow Data and Exchange Rate Movements:Caveat Emptor (2008)Commercially Available Order …Research on Exchange Rates and Monetary Policy: An Overview (2007)Research on Exchange Rates an…DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?* (2006)DO EUROPEAN CENTRAL BANK'S ST…Central bank interventions in industrialized countries: a characterization based on survey results (2006)Central bank interventions in…The double-dividend hypothesis of environmental taxes: a survey (2005)The double-dividend hypothesi…Should Central Bankers Talk to the Foreign Exchange Market? 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(1989)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Identification Through Heteroskedasticity (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? 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(1974)The Science of Monetary Policy: A New Keynesian Perspective (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Currency momentum strategies (2012)International Liquidity and Exchange Rate Dynamics * (2015)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)On Jump Processes in the Foreign Exchange and Stock Markets (1988)The dynamics of exchange rate volatility: A multivariate latent factor ARCH model (1989)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 1998Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies1,186 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 1989Modeling Heteroscedasticity in Daily Foreign-Exchange Rates505 cited
  • 1981Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s500 cited
  • 1988The statistical properties of daily foreign exchange rates: 1974–1983432 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange339 cited
  • 2003Income Inequality in OECD Countries: Data and Explanations329 cited
  • 1994Exchange Rate Theory: Chaotic Models of Foreign Exchange Markets.312 cited
  • 1998

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The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
302 cited
  • 2006Improving Incentives in Unemployment Insurance: A Review of Recent Research255 cited
  • Cited by

    • 2005The double-dividend hypothesis of environmental taxes: a survey107 cited
    • 2008Commercially Available Order Flow Data and Exchange Rate Movements:Caveat Emptor68 cited
    • 2009The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa68 cited
    • 2003Credit Market Imperfections in Middle Income Countries49 cited
    • 2008Inflation expectations of experts and ECB communication40 cited
    • 2005Flexible Exchange Rate with Inflation Targeting in Chile: Experience and Issues37 cited
    • 2006DO EUROPEAN CENTRAL BANK'S STATEMENTS STEER INTEREST RATES IN THE EURO ZONE?*34 cited
    • 2003Globalization and Political Geography33 cited
    • 2005Do ECB's Statements Steer Short-Term and Long-Term Interest Rates in the Euro Zone ?30 cited
    • 2004Investor reactions to news: a cognitive dissonance analysis of the euro–dollar exchange rate29 cited
    • 2007Research on Exchange Rates and Monetary Policy: An Overview22 cited
    • 2005Should Central Bankers Talk to the Foreign Exchange Market?20 cited
    • 2006Central bank interventions in industrialized countries: a characterization based on survey results19 cited
    • 2004Is ECB Communication Effective?17 cited
    • 2009The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa15 cited