Measurement error and the profitability of interventions: a closer look at SNB transactions data
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References listed on IDEAS
- Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17.
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Citations
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Cited by:
- Fischer, Andreas M., 2006.
"On the inadequacy of newswire reports for empirical research on foreign exchange interventions,"
Journal of International Money and Finance, Elsevier, vol. 25(8), pages 1226-1240, December.
- Andreas M. Fischer, 2005. "On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions," Working Papers 2005-02, Swiss National Bank.
- Neely, Christopher J., 2008.
"Central bank authorities' beliefs about foreign exchange intervention,"
Journal of International Money and Finance, Elsevier, vol. 27(1), pages 1-25, February.
- Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
- Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
- Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Fatum, Rasmus & Pedersen, Jesper, 2009.
"Real-time effects of central bank intervention in the euro market,"
Journal of International Economics, Elsevier, vol. 78(1), pages 11-20, June.
- Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Andreas Fischer, 2003.
"Reuters News Reports versus Official Interventions: A Cautionary Warning,"
Working Papers
03.06, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas, 2004. "Reuters News Reports versus Official Interventions: The Inaccuracy of Reuters Reports for Swiss Interventions," CEPR Discussion Papers 4359, C.E.P.R. Discussion Papers.
- Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016. "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics 2, Linköping University, Division of Economics, Department of Management and Engineering.
- Burkhard, Lukas & Fischer, Andreas M., 2009.
"Communicating policy options at the zero bound,"
Journal of International Money and Finance, Elsevier, vol. 28(5), pages 742-754, September.
- Fischer, Andreas & Burkhart, Lucas, 2007. "Communicating Policy Options at the Zero Bound," CEPR Discussion Papers 6563, C.E.P.R. Discussion Papers.
- Lukas Burkhard & Andreas M. Fischer, 2007. "Communicating Policy Options at the Zero Bound," Working Papers 2007-12, Swiss National Bank.
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