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Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach
16 references·0 citing·50 second hopsampled
Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach (2018)Foreign exchange interventions in Brazil …FX interventions in Brazil: A synthetic control approach (2017)FX interventions in Brazil: A…Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies (2013)Foreign Exchange Intervention…The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach (2012)The relationship between stoc…Foreign Exchange Intervention: A Shield Against Appreciation Winds? (2011)Foreign Exchange Intervention…The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna (2007)The effectiveness of foreign …Practical Financial Econometrics (2007)Practical Financial Econometr…Central bank authorities' beliefs about foreign exchange intervention (2007)Central bank authorities' bel…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Is sterilised foreign exchange intervention effective after all? an event study approach (2003)Is sterilised foreign exchang…Is Sterilized Foreign Exchange Intervention Effective after All? An Event Study Approach (2002)Is Sterilized Foreign Exchang…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Central bank intervention and exchange rate volatility — Australian evidence (2000)Central bank intervention and…Central bank intervention and exchange rate volatility (1998)Central bank intervention and…Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996)Central bank intervention and…The Mirage of Fixed Exchange Rates (1995)The Mirage of Fixed Exchange …A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…Financial Development and Economic Growth: Views and AgendaFinancial Development and Economic Growth: Views and Agenda (1999)Fear of Floating (2000)Monetary policy and bank risk-taking: Evidence from emerging economies (2017)When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries (2019)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)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)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Generalized autoregressive conditional heteroskedasticity (1986)Board of Governors of the Federal Reserve System (2001)The market microstructure of central bank intervention (2002)Oil price shocks, geopolitical risks, and green bond market dynamics (2020)Testing for a Unit Root in Time Series Regression (1988)The analysis of household surveys (1997)On the relation between stock prices and exchange rates: a review article (2015)Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)A Positive Theory of Monetary Policy in a Natural Rate Model (1983)Collapsing exchange-rate regimes (1984)Central Bank Independence and Macroeconomic Performance: Some Comparative Evidence (1993)Models of Currency Crises with Self-Fulfilling Features (1995)The Trilemma in History: Tradeoffs Among Exchange Rates, Monetary Policies, and Capital Mobility (2004)Financial Globalization: A Reappraisal (2006)Comparing Predictive Accuracy (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)Essays in Positive Economics (1954)Fear of Floating (2002)An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention (2005)Capital Account Policies and the Real Exchange Rate (2013)A General Equilibrium Approach To Monetary Theory (1969)Are Government Bonds Net Wealth? (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)Does foreign-exchange intervention matter? The portfolio effect (1993)Event Studies in Economics and Finance (1997)Foundations of International Macroeconomics (1997)Talking heads: the effects of ECB statements on the euro–dollar exchange rate (2005)The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis (2007)
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 1995The Mirage of Fixed Exchange Rates1,088 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 1998Central bank intervention and exchange rate volatility441 cited
  • 2012The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach236 cited
  • 1996Central bank intervention and the volatility of foreign exchange rates: evidence from the options market230 cited
  • 2003Is sterilised foreign exchange intervention effective after all? an event study approach230 cited
  • 2007The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna162 cited
  • 2013Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies149 cited
  • 2017FX interventions in Brazil: A synthetic control approach126 cited
  • 2000Central bank intervention and exchange rate volatility — Australian evidence111 cited
  • 2007Practical Financial Econometrics97 cited
  • 2011Foreign Exchange Intervention: A Shield Against Appreciation Winds?

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84 cited
  • 2007Central bank authorities' beliefs about foreign exchange intervention77 cited
  • 2002Is Sterilized Foreign Exchange Intervention Effective after All? An Event Study Approach59 cited
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