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How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?
16 references·1 citing·50 second hop
How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention? (2021)How Powerful Is Unannounced, Sterilized F…When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries (2019)When Is Foreign Exchange Inte…Unveiling the effects of foreign exchange intervention: A panel approach (2019)Unveiling the effects of fore…Effective sterilized foreign exchange intervention? Evidence from a rule-based policy (2018)Effective sterilized foreign …On the effectiveness of exchange rate interventions in emerging markets (2016)On the effectiveness of excha…When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries (2015)When Is Foreign Exchange Inte…Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach (2015)Unveiling the Effects of Fore…International Liquidity and Exchange Rate Dynamics * (2015)International Liquidity and E…Exchange Rate Predictability (2013)Exchange Rate PredictabilityDo Sales of Foreign Exchange Reserves Lead to Currency Appreciation? (2013)Do Sales of Foreign Exchange …HIGH‐FREQUENCY ANALYSIS OF FOREIGN EXCHANGE INTERVENTIONS: WHAT DO WE LEARN? (2009)HIGH‐FREQUENCY ANALYSIS OF FO…Central bank authorities' beliefs about foreign exchange intervention (2007)Central bank authorities' bel…A portfolio balance approach to the Canadian–U.S. exchange rate (2006)A portfolio balance approach …The purchasing power parity persistence paradigm (2002)The purchasing power parity p…Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Official Intervention in the …Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination (1984)Tests of Monetary and Portfol…Sterling's managed float : the operations of the exchange equalisation account, 1932-1939 (1980)Sterling's managed float : th…Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions (2022)Currency manipulation and cur…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)External shocks, financial volatility and reserve requirements in an open economy (2018)Toward an Integrated Policy Framework (2020)Measuring the Information Content of Stock Trades (1991)The Microstructure Approach to Exchange Rates (2001)Order Flow and Exchange Rate Dynamics (2002)What Drives Corporate Tax Rates Down? A Reassessment of Globalization, Tax Competition, and Dynamic Adjustment to Shocks* (2011)A High Frequency Assessment of the ECB Securities Markets Programme (2014)Capital Flows and Foreign Exchange Intervention (2014)Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag (1995)The Purchasing Power Parity Puzzle (1996)Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles (2001)Size distortions of tests of the null hypothesis of stationarity: evidence and implications for the PPP debate (2001)Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006)International Prices and Exchange Rates (2013)Globalizing capital: a history of the international monetary system (1997)The Plaza Accord, 30 Years Later (2015)FX intervention and domestic credit: evidence from high-frequency micro data (2019)Foreign Exchange Intervention: A Dataset of Public Data and Proxies (2021)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Intermediary asset pricing: New evidence from many asset classes (2017)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Discretion versus policy rules in practice (1993)Comparing Predictive Accuracy (1995)The Scapegoat Theory of Exchange Rates: The First Tests (2012)Predicting stock returns in the presence of COVID-19 pandemic: The role of health news (2020)Forecast evaluation for data scientists: common pitfalls and best practices (2022)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)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Essays in Positive Economics (1954)The Case for Flexible Exchange Rates (1996)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)Foreign Exchange Intervention (2011)REGIONAL ECONOMIC OUTLOOK (2011)Can Foreign Exchange Intervention Stem Exchange Rate Pressures from Global Capital Flow Shocks? (2015)Some linear and nonlinear thoughts on exchange rates (1991)Nonparametric estimation of structural models for high-frequency currency market data (1995)Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet (2014)
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References

  • 2015International Liquidity and Exchange Rate Dynamics *821 cited
  • 2001Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?797 cited
  • 2013Exchange Rate Predictability654 cited
  • 2002The purchasing power parity persistence paradigm248 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
  • 2016On the effectiveness of exchange rate interventions in emerging markets108 cited
  • 2015When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries102 cited
  • 1984Tests of Monetary and Portfolio Balance Models of Exchange Rate Determination82 cited
  • 2007Central bank authorities' beliefs about foreign exchange intervention77 cited
  • 2019Unveiling the effects of foreign exchange intervention: A panel approach74 cited
  • 1980Sterling's managed float : the operations of the exchange equalisation account, 1932-193962 cited
  • 2015Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach57 cited
  • 2013Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?52 cited
  • 2018Effective sterilized foreign exchange intervention? Evidence from a rule-based policy

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51 cited
  • 2006A portfolio balance approach to the Canadian–U.S. exchange rate45 cited
  • Cited by

    • 2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions18 cited