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ArticleThe market microstructure of central bank intervention

Kathryn M.E. Dominguez2002

Article2002

The market microstructure of central bank intervention

Kathryn M.E. Dominguez

279 citations·0/0 files stored·Journal of International Economics

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1983Empirical exchange rate models of the seventies 1988A Theory of Intraday Patterns: Volume and Price Variability 1995Market microstructure theory 1992Time and the Process of Security Price Adjustment 1996Market Microstructure Theory.2001The Microstructure Approach to Exchange Rates 1989The dynamics of exchange rate volatility: A multivariate latent factor ARCH model 1993A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

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2014Emerging Market Volatility 2007The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna 2007The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis 2014A High Frequency Assessment of the ECB Securities Markets Programme 2005Exchange rates and fundamentals: new evidence from real-time data 2019When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries

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2002The Market Microstructure of Central Bank Interventionpreprint · 12 shared references 2003When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?report · 10 shared references 2010Central bank intervention and the intraday process of price formation in the currency marketsarticle · 10 shared references 2006Informative trading or just costly noise? An analysis of Central Bank interventionsarticle · 9 shared references 2003Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysisarticle · 8 shared references 1999The Market Microstructure of Central Bank Interventionreport · 8 shared references

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Year2002

Typearticle

Published2002-12-27

VenueJournal of International Economics

ISSN-L0022-1996

Languageen

Citations279

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0022-1996(02)00091-0

openalex_workW3124682187

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2009HIGH‐FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN?

2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention