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The market microstructure of central bank intervention

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References

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1999Technical trading rule profitability and foreign exchange intervention390 cited
1993Does foreign-exchange intervention matter? The portfolio effect385 cited
1995Does foreign exchange intervention work?273 cited

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1981The role of official intervention253 cited

Cited by

2014Emerging Market Volatility168 cited
2007The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna162 cited
2007The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis161 cited
2014A High Frequency Assessment of the ECB Securities Markets Programme159 cited
2005Exchange rates and fundamentals: new evidence from real-time data153 cited
2019When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries149 cited
2009HIGH‐FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN?144 cited
2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention139 cited
2012Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates127 cited
2006Under the microscope: the structure of the foreign exchange market121 cited
2005An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention108 cited
2005Foreign exchange market intervention and expectations: The yen/dollar exchange rate106 cited
2006What defines ‘news’ in foreign exchange markets?103 cited
2002Time-varying liquidity in foreign exchange101 cited
2008Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia94 cited
2008Oral Interventions Versus Actual Interventions in FX Markets – an Event‐Study Approach91 cited