Jonathan Kearns
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Jonathan Kearns & Phil Manners, 2005.
"The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data,"
RBA Research Discussion Papers
rdp2005-02, Reserve Bank of Australia.
- Jonathan Kearns & Phil Manners, 2006. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
Mentioned in:
- Blogs review: The Events Study methodology
by ? in Bruegel blog on 2012-10-08 14:51:26
Working papers
- Jonathan Kearns & Mike Major & David Norman, 2020.
"How Risky is Australian Household Debt?,"
RBA Research Discussion Papers
rdp2020-05, Reserve Bank of Australia.
- Jonathan Kearns & Mike Major & David Norman, 2021. "How Risky Is Australian Household Debt?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 54(3), pages 313-330, September.
Cited by:
- Anthony Brassil, 2022.
"The Consequences of Low Interest Rates for the Australian Banking Sector,"
RBA Research Discussion Papers
rdp2022-08, Reserve Bank of Australia.
- Anthony Brassil, 2022. "The Consequences of Low Interest Rates for the Australian Banking Sector," RBA Annual Conference Papers acp2022-04, Reserve Bank of Australia, revised Dec 2022.
- Nicholas Garvin & Samuel Kurian & Mike Major & David Norman, 2022. "Macrofinancial Stress Testing on Australian Banks," RBA Research Discussion Papers rdp2022-03, Reserve Bank of Australia.
- Kyriaki G. Louka & Nektarios A. Michail, 2022.
"Missed Payments, Renegotiations, and Household Consumption,"
South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 20(1), pages 31-50.
- Kyriaki G. LouKa & Nektarios A. Michail, 2023. "Missed payments, renegotiations, and household consumption," Working Papers 2023-1, Central Bank of Cyprus.
- Nicholas Garvin & Alex Kearney & Corrine Rosé, 2021. "Macroprudential Limits on Mortgage Products: The Australian Experience," RBA Research Discussion Papers rdp2021-07, Reserve Bank of Australia.
- Martin Cesnak, 2023. "Decomposition of retail loan growth," Working and Discussion Papers OP 1/2023, Research Department, National Bank of Slovakia.
- Ferdi Botha & John P. New & Sonja C. New & David C. Ribar & Nicolás Salamanca, 2021. "Implications of COVID-19 labour market shocks for inequality in financial wellbeing," Journal of Population Economics, Springer;European Society for Population Economics, vol. 34(2), pages 655-689, April.
- Anthony Brassil & Mike Major & Peter Rickards, 2022. "MARTIN Gets a Bank Account: Adding a Banking Sector to the RBA's Macroeconometric Model," RBA Research Discussion Papers rdp2022-01, Reserve Bank of Australia.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
BIS Working Papers
757, Bank for International Settlements.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020. "Explaining Monetary Spillovers: The Matrix Reloaded," CEPR Discussion Papers 15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
Cited by:
- NAKAJIMA, Jouchi, 2025. "Impact of US Monetary Policy Spillovers and Yield Curve Control Policy," Discussion Paper Series 760, Institute of Economic Research, Hitotsubashi University.
- Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023.
"Risk, monetary policy and asset prices in a global world,"
Working Paper Series
2879, European Central Bank.
- Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
- Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2024. "The global transmission of U.S. monetary policy," Temi di discussione (Economic working papers) 1466, Bank of Italy, Economic Research and International Relations Area.
- Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
- Eterovic, Dalibor & Sweet, Cassandra & Eterovic, Nicolas, 2022. "Asymmetric spillovers in emerging market monetary policy," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 650-662.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
CEPR Discussion Papers
15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
- Phurichai Rungcharoenkitkul & Fabian Winkler, 2022.
"The Natural Rate of Interest Through a Hall of Mirrors,"
Finance and Economics Discussion Series
2022-010, Board of Governors of the Federal Reserve System (U.S.).
- Phurichai Rungcharoenkitkul & Fabian Winkler, 2021. "The natural rate of interest through a hall of mirrors," BIS Working Papers 974, Bank for International Settlements.
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020.
"Spread the Word: International spillovers from central bank communication,"
Journal of International Money and Finance, Elsevier, vol. 103(C).
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2018. "Spread the Word: International Spillovers from Central Bank Communication," Working Paper Series 357, Sveriges Riksbank (Central Bank of Sweden).
- Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019. "Spread the Word: International Spillovers from Central Bank Communication," BIS Working Papers 824, Bank for International Settlements.
- Apostolakis, George N. & Giannellis, Nikolaos, 2024. "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 95(PC).
- Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020.
"The Global Transmission of U.S. Monetary Policy,"
The Warwick Economics Research Paper Series (TWERPS)
1257, University of Warwick, Department of Economics.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2023. "The Global Transmission of U.S. Monetary Policy," Working Papers 2023-02, Center for Research in Economics and Statistics.
- Ricco, Giovanni & Degasperi, Riccardo & Hong, Simon, 2020. "The Global Transmission of U.S. Monetary Policy," CEPR Discussion Papers 14533, C.E.P.R. Discussion Papers.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2021. "The global transmission of U.S. monetary policy," Working Papers hal-03373749, HAL.
- Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020. "The Global Transmission of U.S. Monetary Policy," Working Papers 814, Economic Research Southern Africa.
- Gai, Prasanna & Tong, Eric, 2022. "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, vol. 72(C).
- Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser, 2023. "Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 95-144, June.
- Shambaugh, Jay C. & Zhou, Hang, 2024. "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, vol. 163(C).
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Jong Chil Son & Hail Park, 2019. "U.S. Interest Rate and Household Debt Sustainability: The Case of Korea," Sustainability, MDPI, vol. 11(14), pages 1-16, July.
- Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
- Ceballos, Luis & Romero, Damian, 2022. "International portfolio bond spillovers," Economics Letters, Elsevier, vol. 220(C).
- Aaron Mehrotra & Richhild Moessner & Chang Shu, 2019.
"Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities,"
CESifo Working Paper Series
7896, CESifo.
- Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
- Aaron Mehrotra & Richhild Moessner & Chang Shu Author-X-Name_First: Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BIS Working Papers 814, Bank for International Settlements.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
- Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63.
- Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
- Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
- Jörg Bibow, 2019. "Zur US Dollar Hegemonie: Ein Blick zurück - und in die Zukunft," FMM Working Paper 48-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023. "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Hou, Ai Jun & Khrashchevskyi, Ian & Suardi, Sandy & Xu, Caihong, 2024. "Spillover effects of monetary policy and information shocks," Finance Research Letters, Elsevier, vol. 62(PA).
- Zehri, Chokri & Madjd-Sadjadi, Zagros & Saleh Iben Ammar, Latifa, 2024. "Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
BIS Working Papers
626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
Cited by:
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf & Yuan Zhang, 2024. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 24-01, Swiss Finance Institute.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Malamud, Semyon & Schrimpf, Paul, 2018. "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers 13182, C.E.P.R. Discussion Papers.
- Kristin Forbes, 2018. "Monetary Policy at the Effective Lower Bound: Less Potent? More International? More Sticky?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 521-541.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020.
"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," NBER Working Papers 27746, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsø, Ida & Nenova, Tsvetelina, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," CEPR Discussion Papers 15242, C.E.P.R. Discussion Papers.
- Karau, Sören, 2024. "Relative monetary policy and exchange rates," Discussion Papers 40/2024, Deutsche Bundesbank.
- Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
- Fabrice Dabiré, 2022. "Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis," Cahiers de recherche 22-03, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2024.
"Is there an information channel of monetary policy?,"
IWH Discussion Papers
17/2020, Halle Institute for Economic Research (IWH), revised 2024.
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2024. "Is There an Information Channel of Monetary Policy?," Discussion Papers of DIW Berlin 2084, DIW Berlin, German Institute for Economic Research.
- Shahriyar Aliev & Evžen Kočenda, 2022.
"ECB monetary policy and commodity prices,"
FFA Working Papers
4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
- Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Rashad Ahmed & Claudio Borio & Piti Disyatat & Boris Hofmann, 2021.
"Losing traction? The real effects of monetary policy when interest rates are low,"
BIS Working Papers
983, Bank for International Settlements.
- Ahmed, Rashad & Borio, Claudio & Disyatat, Piti & Hofmann, Boris, 2024. "Losing traction? The real effects of monetary policy when interest rates are low," Journal of International Money and Finance, Elsevier, vol. 141(C).
- Egemen Eren & Semyon Malamud, 2019.
"Dominant currency debt,"
BIS Working Papers
783, Bank for International Settlements.
- Egemen Eren & Semyon Malamud, 2018. "Dominant Currency Debt," Swiss Finance Institute Research Paper Series 18-55, Swiss Finance Institute.
- Malamud, Semyon & Eren, Egemen, 2018. "Dominant Currency Debt," CEPR Discussion Papers 13391, C.E.P.R. Discussion Papers.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
CEPR Discussion Papers
15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018. "Explaining Monetary Spillovers: The Matrix Reloaded," BIS Working Papers 757, Bank for International Settlements.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
- Donato Masciandaro & Davide Romelli & Stefano Ugolini, 2023. "Fiscal Dominance, Monetary Policy and Exchange Rates: Lessons from Early-Modern Venice," BAFFI CAREFIN Working Papers 23205, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2024.
"The Impact of SNB Monetary Policy on the Swiss Franc and Longer-Term Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 53-92, February.
- Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021.
"Monetary policy and financial markets: evidence from Twitter traffic,"
BAFFI CAREFIN Working Papers
21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2023. "Monetary policy and financial markets: evidence from Twitter traffic," Trinity Economics Papers TEP1023, Trinity College Dublin, Department of Economics.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"Institutional Investors, the Dollar, and U.S. Credit Conditions,"
International Finance Discussion Papers
1246, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
- Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2022.
"International spillovers of forward guidance shocks,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 131-160, January.
- Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2018. "International Spillovers of Forward Guidance Shocks," IMF Working Papers 2018/114, International Monetary Fund.
- Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
- Itamar Caspi & Amit Friedman & Sigal Ribon, 2024. "Shocks and Currents: Monetary Policy and Israel’s Foreign Exchange Market," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 66(3), pages 454-481, September.
- Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020. "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers 1269, Board of Governors of the Federal Reserve System (U.S.).
- Kugler, Peter, 2020. "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers 2020/01, Faculty of Business and Economics - University of Basel.
- Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019. "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 117-141.
- Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
- Solís, Pavel, 2023. "Do central bank words matter in emerging markets? Evidence from Mexico," Journal of Macroeconomics, Elsevier, vol. 78(C).
- Mr. Gaston Gelos & Mr. Tommaso Mancini-Griffoli & Mr. Machiko Narita & Federico Grinberg & Umang Rawat & Shujaat Khan, 2019.
"Has Higher Household Indebtedness Weakened Monetary Policy Transmission?,"
IMF Working Papers
2019/011, International Monetary Fund.
- Gaston Gelos & Federico Grinberg & Shujaat Khan & Tommaso Mancini-Griffoli & Machiko Narita & Umang Rawat, 2024. "Has Higher Household Indebtedness Weakened Monetary Policy Transmission?," International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 325-371, February.
- Aaron Mehrotra & Jochen Schanz, 2020. "Financial market development and monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 1-18, Bank for International Settlements.
- Anna Cieslak & Andreas Schrimpf, 2018.
"Non-monetary news in central bank communication,"
BIS Working Papers
761, Bank for International Settlements.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 293-315, National Bureau of Economic Research, Inc.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Working Papers 25032, National Bureau of Economic Research, Inc.
- Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021.
"Text-based recession probabilities,"
Working Paper Series
2516, European Central Bank.
- Massimo Ferrari Minesso & Laura Lebastard & Helena Mezo, 2023. "Text-Based Recession Probabilities," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 415-438, June.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius Rodriguez, 2023. "International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing," International Journal of Central Banking, International Journal of Central Banking, vol. 19(1), pages 111-158, March.
- Donato Masciandaro & Davide Romelli & Stefano Ugolini, 2024. "Fiscal Dominance, Monetary Policy and Exchange Rates: Lessons from Early-Modern Venice," Trinity Economics Papers tep1124, Trinity College Dublin, Department of Economics.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Bond Risk Premia and The Exchange Rate,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Fatih Altunok & Yavuz Arslan & Steven Ongena, 2023.
"Monetary Policy Transmission with Adjustable and Fixed Rate Mortgages: The Role of Credit Supply,"
Working Papers
202305, University of Liverpool, Department of Economics.
- Fatih Altunok & Yavuz Arslan & Steven Ongena, 2024. "Monetary Policy Transmission with Adjustable and Fixed-Rate Mortgages: The Role of Credit Supply," Swiss Finance Institute Research Paper Series 24-65, Swiss Finance Institute.
- Altunok, Fatih & Arslan, Yavuz & Ongena, Steven, 2023. "Monetary Policy Transmission with Adjustable and Fixed Rate Mortgages: The Role of Credit Supply," CEPR Discussion Papers 18293, C.E.P.R. Discussion Papers.
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020. "Exchange Rates and the Information Channel of Monetary Policy," Discussion Papers of DIW Berlin 1906, DIW Berlin, German Institute for Economic Research.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," LSE Research Online Documents on Economics 125291, London School of Economics and Political Science, LSE Library.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022. "Risk capacity, portfolio choice and exchange rates," BIS Working Papers 1031, Bank for International Settlements.
- Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
7288, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers 13237, C.E.P.R. Discussion Papers.
- ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020.
"ECB Spillovers and domestic monetary policy effectiveness in small open economies,"
European Economic Review, Elsevier, vol. 121(C).
- Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018. "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper 2018/9, Norges Bank.
- Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
- Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024. "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018.
"The portfolio of euro area fund investors and ECB monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
- Schmeling, Maik & Wagner, Christian, 2019. "Does Central Bank Tone Move Asset Prices?," CEPR Discussion Papers 13490, C.E.P.R. Discussion Papers.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
- Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
- Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Gobbi, Lucio & Lucarelli, Stefano, 2022. "Pound Sterling depreciation and the UK's trade balance versus the USA's: Industry-level estimates," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 206-220.
- Jonathan Kearns, 2016.
"Global inflation forecasts,"
BIS Working Papers
582, Bank for International Settlements.
Cited by:
- Kamber, Güneş & Wong, Benjamin, 2020.
"Global factors and trend inflation,"
Journal of International Economics, Elsevier, vol. 122(C).
- Gunes Kamber & Benjamin Wong, 2019. "Global factors and trend inflation," CAMA Working Papers 2019-62, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Güneş Kamber & Benjamin Wong, 2018. "Global factors and trend inflation," BIS Working Papers 688, Bank for International Settlements.
- Güneş Kamber & Benjamin Wong, 2018. "Global Factors and Trend Inflation," Reserve Bank of New Zealand Discussion Paper Series DP2018/01, Reserve Bank of New Zealand.
- Ryan Niladri Banerjee & Aaron Mehrotra, 2018. "Deflation expectations," BIS Working Papers 699, Bank for International Settlements.
- Kiselev, Aleksei & Zhivaykina, Aleksandra, 2020. "The role of global relative price changes in international comovement of inflation," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
- Cobham, David & Song, Mengdi, 2021. "Transitions between monetary policy frameworks and their effects on economic performance," Economic Modelling, Elsevier, vol. 95(C), pages 311-329.
- Aleksei Kiselev & Aleksandra Zhivaykina, 2019. "The role of global relative price changes in international comovement of inflation," Bank of Russia Working Paper Series wps53, Bank of Russia.
- Karolina Tura-Gawron & Maria Siranova & Karol Fisikowski, 2018. "ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models," GUT FME Working Paper Series A 50, Faculty of Management and Economics, Gdansk University of Technology.
- Kamber, Güneş & Wong, Benjamin, 2020.
"Global factors and trend inflation,"
Journal of International Economics, Elsevier, vol. 122(C).
- Jonathan Kearns & Philip Lowe, 2011.
"Australia's Prosperous 2000s: Housing and the Mining Boom,"
RBA Research Discussion Papers
rdp2011-07, Reserve Bank of Australia.
- Jonathan Kearns & Philip Lowe, 2011. "Australia's Prosperous 2000s: Housing and the Mining Boom," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.
Cited by:
- Daniel Rees & Penelope Smith & Jamie Hall, 2015.
"A Multi-sector Model of the Australian Economy,"
RBA Research Discussion Papers
rdp2015-07, Reserve Bank of Australia.
- Daniel M. Rees & Penelope Smith & Jamie Hall, 2016. "A Multi-sector Model of the Australian Economy," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 374-408, September.
- Daniel Rees, 2013. "Terms of Trade Shocks and Incomplete Information," RBA Research Discussion Papers rdp2013-09, Reserve Bank of Australia.
- Ellis Connolly & Jarkko Jääskelä & Michelle van der Merwe, 2013. "The Performance of Resource-exporting Economies," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 19-30, September.
- Peter Tulip & Stephanie Wallace, 2012. "Estimates of Uncertainty around the RBA's Forecasts," RBA Research Discussion Papers rdp2012-07, Reserve Bank of Australia.
- Stephen J. Knop & Joaquin L. Vespignani, 2014.
"The sectorial impact of commodity price shocks in Australia,"
CAMA Working Papers
2014-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Economic Modelling, Elsevier, vol. 42(C), pages 257-271.
- Vespignani, Joaquin L. & Knop, Stephen J, 2014. "The sectorial impact of commodity price shocks in Australia," MPRA Paper 55435, University Library of Munich, Germany.
- Knop, Stephen J. & Vespignani, Joaquin L., 2014. "The sectorial impact of commodity price shocks in Australia," Working Papers 2014-05, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
- Knop, Stephen J & Vespignani, Joaquin L., 2014. "Industrial Impact of Commodity Price Shocks in Australia," MPRA Paper 104678, University Library of Munich, Germany.
- Christian Gillitzer & Jonathan Kearns, 2007.
"Forecasting with Factors: The Accuracy of Timeliness,"
RBA Research Discussion Papers
rdp2007-03, Reserve Bank of Australia.
Cited by:
- Hartigan, Luke & Morley, James, 2019.
"A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting,"
Working Papers
2019-10, University of Sydney, School of Economics, revised Nov 2019.
- Luke Hartigan & James Morley, 2020. "A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 271-293, September.
- Viktors Ajevskis & Gundars Davidsons, 2008. "Dynamic Factor Models in Forecasting Latvia's Gross Domestic Product," Working Papers 2008/02, Latvijas Banka.
- Hugo Gerard & Kristoffer Nimark, 2008.
"Combining Multivariate Density Forecasts Using Predictive Criteria,"
RBA Research Discussion Papers
rdp2008-02, Reserve Bank of Australia.
- Hugo Gerard & Kristoffer Nimark, 2008. "Combining multivariate density forecasts using predictive criteria," Economics Working Papers 1117, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2008.
- Luke Hartigan & Tom Rosewall, 2024.
"Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator,"
Working Papers
2024-15, University of Sydney, School of Economics.
- Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
- Luke Hartigan & James Morley, 2018. "A Factor Model Analysis of the Effects on Inflation Targeting on the Australian Economy," RBA Annual Conference Volume (Discontinued), in: John Simon & Maxwell Sutton (ed.),Central Bank Frameworks: Evolution or Revolution?, Reserve Bank of Australia.
- Hartigan, Luke & Morley, James, 2019.
"A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting,"
Working Papers
2019-10, University of Sydney, School of Economics, revised Nov 2019.
- Jonathan Kearns & Phil Manners, 2005.
"The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data,"
RBA Research Discussion Papers
rdp2005-02, Reserve Bank of Australia.
- Jonathan Kearns & Phil Manners, 2006. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," International Journal of Central Banking, International Journal of Central Banking, vol. 2(4), December.
Cited by:
- Anella Munro, 2014.
"Exchange rates, expected returns and risk: UIP unbound,"
CAMA Working Papers
2014-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Anella Munro, 2014. "Exchange rates, expected returns and risk," Reserve Bank of New Zealand Discussion Paper Series DP2014/01, Reserve Bank of New Zealand.
- Kim Nguyen & Gianni La Cava, 2020. "Start Spreading the News: News Sentiment and Economic Activity in Australia," RBA Research Discussion Papers rdp2020-08, Reserve Bank of Australia.
- Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
- Hussain, Syed Mujahid & Ben Omrane, Walid, 2021. "The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data," Finance Research Letters, Elsevier, vol. 38(C).
- Amna Nazeer & Wu Jun & Khuram Shafi & Liu Yan Yan, 2015. "Fluctuation of Yuan/Dollar: Time Series Co Integration Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 5(1), pages 317-326, January.
- Bernd Hayo & Matthias Neuenkirch, 2012.
"Domestic Or U.S. News: What Drives Canadian Financial Markets?,"
Economic Inquiry, Western Economic Association International, vol. 50(3), pages 690-706, July.
- Bernd Hayo & Matthias Neuenkirch, 2009. "Domestic or U.S. News: What Drives Canadian Financial Markets?," MAGKS Papers on Economics 200908, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Marc Burri & Daniel Kaufmann, 2024. "Multi-dimensional monetary policy shocks based on heteroscedasticity," IRENE Working Papers 24-03, IRENE Institute of Economic Research.
- Rezania, Omid & Rachev, Svetlozar T. & Sun, Edward & Fabozzi, Frank J., 2010.
"Analysis of the intraday effects of economic releases on the currency market,"
Working Paper Series in Economics
3, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Sun, Edward W. & Rezania, Omid & Rachev, Svetlozar T. & Fabozzi, Frank J., 2011. "Analysis of the intraday effects of economic releases on the currency market," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 692-707, June.
- Aliyu, Shehu Usman Rano, 2011. "Reactions of stock market to monetary policy shocks during the global financial crisis: the Nigerian case," MPRA Paper 35581, University Library of Munich, Germany, revised 28 Dec 2011.
- Kohlscheen, Emanuel, 2014. "The impact of monetary policy on the exchange rate: A high frequency exchange rate puzzle in emerging economies," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 69-96.
- Shahriyar Aliev & Evžen Kočenda, 2022.
"ECB monetary policy and commodity prices,"
FFA Working Papers
4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
- Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Coleman, Andrew & Karagedikli, Özer, 2012. "The relative size of exchange rate and interest rate responses to news: An empirical investigation," The North American Journal of Economics and Finance, Elsevier, vol. 23(1), pages 1-19.
- Bronwyn McCredie, 2020. "The discrete and differential impact of monetary policy," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2919-2937, September.
- Jean-Yves Filbien & Fabien Labondance, 2012. "Reactions Des Marches D’Actions De La Zone Euro Aux Annonces Non Anticipees De La Bce," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 55(2), pages 179-204.
- Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2024.
"The Impact of SNB Monetary Policy on the Swiss Franc and Longer-Term Interest Rates,"
International Journal of Central Banking, International Journal of Central Banking, vol. 20(1), pages 53-92, February.
- Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
- Hilde C. Bjørnland & Jørn I. Halvorsen, 2008.
"How does monetary policy respond to exchange rate movements? New international evidence,"
Working Paper
2008/15, Norges Bank.
- Hilde C. Bjørnland & Jørn I. Halvorsen, 2014. "How does Monetary Policy Respond to Exchange Rate Movements? New International Evidence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 76(2), pages 208-232, April.
- Hilde C. Bjørnland & J rn I. Halvorsen, 2010. "How does monetary policy respond to exchange rate movements? New international evidence," Working Papers No 1/2010, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
- Hilde C. Bjørnland, 2006.
"Monetary Policy and the Illusionary Exchange Rate Puzzle,"
Computing in Economics and Finance 2006
45, Society for Computational Economics.
- Bjørnland, Hilde C., 2005. "Monetary Policy and the Illusionary Exchange Rate Puzzle," Memorandum 26/2005, Oslo University, Department of Economics.
- Hilde C. Bjørnland, 2005. "Monetary policy and the illusionary exchange rate puzzle," Working Paper 2005/11, Norges Bank.
- Rudan Wang & Bruce Morley & Javier Ordóñez, 2015.
"The Taylor Rule, Wealth Effects and the Exchange Rate,"
Working Papers
2015/08, Economics Department, Universitat Jaume I, Castellón (Spain).
- Rudan Wang & Bruce Morley & Javier Ordóñez, 2016. "The Taylor Rule, Wealth Effects and the Exchange Rate," Review of International Economics, Wiley Blackwell, vol. 24(2), pages 282-301, May.
- Christian Conrad & Michael J. Lamla, 2010.
"The High‐Frequency Response of the EUR‐USD Exchange Rate to ECB Communication,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- Christian Conrad & Michael J. Lamla, 2010. "The High-Frequency Response of the EUR-USD Exchange Rate to ECB Communication," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1391-1417, October.
- Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
- Kugler, Peter, 2020. "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers 2020/01, Faculty of Business and Economics - University of Basel.
- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011.
"The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?,"
Working Papers on Regional Economic Integration
72, Asian Development Bank.
- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2015. "The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 60-70.
- Solís, Pavel, 2023. "Do central bank words matter in emerging markets? Evidence from Mexico," Journal of Macroeconomics, Elsevier, vol. 78(C).
- José Valentim Machado Vicente & Jaqueline Terra Moura Marins & Wagner Piazza Gaglianone, 2021. "Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil," Working Papers Series 552, Central Bank of Brazil, Research Department.
- Schrimpf, Paul & Kearns, Jonathan & Ferrari, Massimo, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Xinsheng Lu & Ling Qu & Ying Zhou, 2015. "The Impact of Monetary Surprises on Australian Financial Futures Markets: An Insight into Cash Rate Target Announcements," Australian Economic Papers, Wiley Blackwell, vol. 54(3), pages 151-166, September.
- Rosa, Carlo, 2011. "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 478-489, February.
- Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
- Ivrendi, Mehmet & Yildirim, Zekeriya, 2013. "Monetary policy shocks and macroeconomic variables: Evidence from fast growing emerging economies," Economics Discussion Papers 2013-61, Kiel Institute for the World Economy (IfW Kiel).
- Bjørnland, Hilde C., 2005.
"Monetary policy and exchange rate interactions in a small open economy,"
Memorandum
31/2005, Oslo University, Department of Economics.
- Hilde C. Bjørnland, 2005. "Monetary policy and exchange rate interactions in a small open economy," Working Paper 2005/16, Norges Bank.
- Hilde C. Bjørnland, 2008. "Monetary Policy and Exchange Rate Interactions in a Small Open Economy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(1), pages 197-221, March.
- Cyril May & Greg Farrell & Jannie Rossouw, 2018. "Do Monetary Policy Announcements Affect Exchange Rate Returns and Volatility of Returns? Some Evidence from High‐Frequency Intra‐Day South African Data," South African Journal of Economics, Economic Society of South Africa, vol. 86(3), pages 308-338, September.
- Hilde C. Bjørnland, 2009.
"Monetary policy and exchange rate overshooting: Dornbusch was right after all,"
Working Paper
2009/09, Norges Bank.
- Bjørnland, Hilde C., 2009. "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Journal of International Economics, Elsevier, vol. 79(1), pages 64-77, September.
- James Bishop & Peter Tulip, 2017. "Anticipatory Monetary Policy and the 'Price Puzzle'," RBA Research Discussion Papers rdp2017-02, Reserve Bank of Australia.
- Munazza Jabeen & Abdul Rashid & Hajra Ihsan, 2022. "The news effects on exchange rate returns and volatility: Evidence from Pakistan," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(1), pages 745-769, January.
- Massimo Ferrari & Kristyna Ters, 2017. "The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
- Pavel Solís, 2023. "Does the Exchange Rate Respond to Monetary Policy in Mexico? Solving an Exchange Rate Puzzle in Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2093-2113, December.
- Azad, Abul Kalam, 2016. "The impact of monetary policy on exchange rate dynamics of Bangladesh: a co integration approach," MPRA Paper 114944, University Library of Munich, Germany, revised 31 May 2016.
- Rodolfo Cermeño & Julio Mamani-Palacios, 2013. "Regímenes Monetarios y Volatilidad del Tipo de Cambio Real: El Caso Peruano, 1995-2012," Working Papers DTE 565, CIDE, División de Economía.
- Justine Pedrono, 2015.
"Banking Leverage Procyclicality: A Theoretical Model Introducing Currency Diversification,"
Working Papers
halshs-01203758, HAL.
- Justine Pedrono, 2017. "Banking Leverage Procyclicality: a Theoretical Model Introducing Currency Diversification," Working Papers 2017-06, CEPII research center.
- Emanuel Kohlscheen, 2011. "The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies," Working Papers Series 259, Central Bank of Brazil, Research Department.
- Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios, 2015. "On quantitative easing and high frequency exchange rate dynamics," Research in International Business and Finance, Elsevier, vol. 34(C), pages 110-125.
- Christian Gillitzer & Jonathan Kearns, 2005.
"Long-term Patterns in Australia’s Terms of Trade,"
RBA Research Discussion Papers
rdp2005-01, Reserve Bank of Australia.
Cited by:
- Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang, 2014.
"Macroeconomic Consequences of Terms of Trade Episodes, Past and Present,"
CAMA Working Papers
2014-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang, 2014. "Macroeconomic Consequences of Terms of Trade Episodes, Past and Present," CEH Discussion Papers 022, Centre for Economic History, Research School of Economics, Australian National University.
- Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang, 2014. "Macroeconomic Consequences of Terms of Trade Episodes, Past and Present," RBA Research Discussion Papers rdp2014-01, Reserve Bank of Australia.
- Tim Robinson & Tim Atkin & Mark Caputo & Hao Wang, 2017. "Macroeconomic Consequences of Terms of Trade Episodes, Past and Present," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 57(3), pages 291-315, November.
- José Luis Arrufat & Alberto Martín Díaz Cafferata & José Antonio Viceconte, 2011. "Terms of trade cycles in extreme land abundant countries, 1870-2009. Spectral analysis," Working Papers 05/11, Instituto Universitario de Análisis Económico y Social.
- Vanessa Rayner & James Bishop, 2013. "Industry Dimensions of the Resource Boom: An Input-Output Analysis," RBA Research Discussion Papers rdp2013-02, Reserve Bank of Australia.
- Ian W. McLean, 2010. "Responding to Shocks: Australia's Institutions and Policies," School of Economics and Public Policy Working Papers 2010-30, University of Adelaide, School of Economics and Public Policy.
- Kym Anderson, 2016.
"Sectoral trends and shocks in Australia’s economic growth,"
Departmental Working Papers
2016-18, The Australian National University, Arndt-Corden Department of Economics.
- Kym Anderson, 2017. "Sectoral Trends and Shocks in Australia's Economic Growth," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 57(1), pages 2-21, March.
- Ellis Connolly & David Orsmond, 2011. "The Mining Industry: From Bust to Boom," RBA Research Discussion Papers rdp2011-08, Reserve Bank of Australia.
- Kym Anderson, 2018. "Mining’s impact on the competitiveness of other sectors in a resource-rich economy: Australia since the 1840s," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 31(1), pages 141-151, May.
- María Virginia Mattheus & Alberto Martín Díaz Cafferata, 2011. "Co-movements in terms of trade volatility in land-abundant countries," Working Papers 07/11, Instituto Universitario de Análisis Económico y Social.
- Ellis Connolly & David Orsmond, 2011. "The Mining Industry: From Bust to Boom," RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s, Reserve Bank of Australia.
- Jarkko Jääskelä & Penelope Smith, 2011.
"Terms of Trade Shocks: What are They and What Do They Do?,"
RBA Research Discussion Papers
rdp2011-05, Reserve Bank of Australia.
- Jarkko P. Jääskelä & Penelope Smith, 2013. "Terms of Trade Shocks: What Are They and What Do They Do?," The Economic Record, The Economic Society of Australia, vol. 89(285), pages 145-159, June.
- Anderson, Kym, 2016. "Sectoral Trends and Shocks in Australia’s Economic Growth," CEPR Discussion Papers 11598, C.E.P.R. Discussion Papers.
- Alan Bollard & Mark Smith, 2006. "Major global developments in the new millennium," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 69, pages 1-14., June.
- Tim Atkin & Mark Caputo & Tim Robinson & Hao Wang, 2014.
"Macroeconomic Consequences of Terms of Trade Episodes, Past and Present,"
CAMA Working Papers
2014-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005.
"The Australian Business Cycle: A Coincident Indicator Approach,"
RBA Research Discussion Papers
rdp2005-07, Reserve Bank of Australia.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle, Reserve Bank of Australia.
Cited by:
- Hartigan, Luke & Morley, James, 2019.
"A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting,"
Working Papers
2019-10, University of Sydney, School of Economics, revised Nov 2019.
- Luke Hartigan & James Morley, 2020. "A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 271-293, September.
- Gerardo Alberto Villa Durán, 2014. "Un índice coincidente para Medellín," Ensayos sobre Economía Regional (ESER) 58, Banco de la Republica de Colombia.
- Philip Liu, 2010. "The Effects of International Shocks on Australia's Business Cycle," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 486-503, December.
- Jeff Borland, 2009. "What Happens to the Australian Labour Market in Recessions?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 232-242, June.
- Nan Li & Simon S. Kwok, 2021. "Jointly determining the state dimension and lag order for Markov‐switching vector autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 471-491, July.
- Philip Liu, 2007. "Stabilizing The Australian Business Cycle: Good Luck Or Good Policy?," CAMA Working Papers 2007-24, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Luke Hartigan & Tom Rosewall, 2024.
"Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator,"
Working Papers
2024-15, University of Sydney, School of Economics.
- Luke Hartigan & Tom Rosewall, 2024. "Nowcasting Quarterly GDP Growth during the COVID-19 Crisis Using a Monthly Activity Indicator," RBA Research Discussion Papers rdp2024-04, Reserve Bank of Australia.
- Gerardo Alberto Villa Durán, 2014. "Un índice coincidente para Medellín," Ensayos Sobre Economía Regional (ESER) 13858, Banco de la República - Economía Regional.
- Philip Liu, 2008. "The Role of International Shocks in Australia’s Business Cycle," RBA Research Discussion Papers rdp2008-08, Reserve Bank of Australia.
- Pandey, Radhika & Patnaik, Ila & Shah, Ajay, 2019. "Measuring business cycle conditions in India," Working Papers 19/269, National Institute of Public Finance and Policy.
- Jonathan Kearns & Ricardo J. Caballero & Kevin Cowan, 2004.
"Fear of Sudden Stops: lessons from Australia and Chile,"
Econometric Society 2004 Latin American Meetings
185, Econometric Society.
- Ricardo J. Caballero & Kevin Cowan & Jonathan Kearns, 2005. "Fear of Sudden Stops: Lessons from Australia and Chile," Research Department Publications 4363, Inter-American Development Bank, Research Department.
- Ricardo J Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," RBA Research Discussion Papers rdp2004-03, Reserve Bank of Australia.
- Ricardo Caballero & Kevin Cowan & Jonathan Kearns, 2004. "Fear of Sudden Stops: Lessons from Australia and Chile," NBER Working Papers 10519, National Bureau of Economic Research, Inc.
Cited by:
- Aizenman, Joshua, 2005.
"Financial Liberalizations in Latin-America in the 1990s: A Reassessment,"
Santa Cruz Department of Economics, Working Paper Series
qt6cb8b11h, Department of Economics, UC Santa Cruz.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Center for International Economics, Working Paper Series qt6cb8b11h, Center for International Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalization in Latin-America in the 1990s: A Reassessment," NBER Working Papers 11145, National Bureau of Economic Research, Inc.
- Aizenman, Joshua, 2005. "Financial Liberalizations in Latin-America in the 1990s: A Reassessment," Santa Cruz Department of Economics, Working Paper Series qt8g77c9dh, Department of Economics, UC Santa Cruz.
- Joshua Aizenman, 2005. "Financial Liberalisations in Latin America in the 1990s: A Reassessment," The World Economy, Wiley Blackwell, vol. 28(7), pages 959-983, July.
- Kevin Cowan & José De Gregorio, 2007.
"International Borrowing, Capital Controls, and the Exchange Rate: Lessons from Chile,"
NBER Chapters, in: Capital Controls and Capital Flows in Emerging Economies: Policies, Practices, and Consequences, pages 241-296,
National Bureau of Economic Research, Inc.
- Kevin Cowan & Jose De Gregorio, 2005. "International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile," Working Papers Central Bank of Chile 322, Central Bank of Chile.
- Kevin Cowan & Jose De Gregorio, 2005. "International Borrowing, Capital Controls and the Exchange Rate: Lessons from Chile," NBER Working Papers 11382, National Bureau of Economic Research, Inc.
- Michael D. Bordo, 2008. "Growing up to Financial Stability," Working Papers 85, Bank of Greece.
- Michael D. Bordo, 2007.
"Growing Up to Financial Stability,"
NBER Working Papers
12993, National Bureau of Economic Research, Inc.
- Bordo, Michael D., 2008. "Growing up to Financial Stability," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 2, pages 1-17.
- Bordo, Michael D., 2007. "Growing up to Financial Stability," Economics Discussion Papers 2007-33, Kiel Institute for the World Economy (IfW Kiel).
- Adam Cagliarini & Christopher Kent & Glenn Stevens, 2010. "Fifty Years of Monetary Policy: What Have We Learned?," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Michael Robson (ed.),Reserve Bank of Australia 50th Anniversary Symposium, Reserve Bank of Australia.
- Alberola, Enrique & Erce, Aitor & Serena, José Maria, 2016.
"International reserves and gross capital flows dynamics,"
Journal of International Money and Finance, Elsevier, vol. 60(C), pages 151-171.
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- Juan José Echavarría & Luis Fernando Melo Velandia & Santiago Téllez & Mauricio Villamizar, 2013.
"The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate,"
Borradores de Economia
10767, Banco de la Republica.
- Juan José Echavarría & Luis Fernando Melo velandia & Santiago Téllez & Mauricio Villamizar Villegas, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 767, Banco de la Republica de Colombia.
- Juan J. Echavarría & Luis F. Melo-Velandia & Mauricio Villamizar-Villegas, 2018. "The impact of pre-announced day-to-day interventions on the Colombian exchange rate," Empirical Economics, Springer, vol. 55(3), pages 1319-1336, November.
- Juan José Echavarría & Luis Fernando Melo & Santiago Téllez & Mauricio Villamizar, 2013. "The impact of pre-announced day-to-day interventions on the Colombian exchange rate," BIS Working Papers 428, Bank for International Settlements.
- Valeria Bejarano-Salcedo & William Iván Moreno-Jimenez & Juan Manuel Julio-Román, 2020. "La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano," Borradores de Economia 1142, Banco de la Republica de Colombia.
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"A Survey on the Effects of Sterilized Foreign Exchange Intervention,"
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International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 159-199, January.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 893, Banco de la Republica de Colombia.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2015. "Simultaneous Monetary Policies in the Context of the Trilemma: Evidence from the Central Bank of Turkey," Borradores de Economia 13203, Banco de la Republica.
- Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 173-194, April.
- Sebastian Edwards, 2006. "External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand," NBER Working Papers 12620, National Bureau of Economic Research, Inc.
- Ms. Hong Liang & Mr. Paul Cashin & Ms. Hali J Edison, 2003.
"Foreign Exchange Intervention and the Australian Dollar: Has it Mattered?,"
IMF Working Papers
2003/099, International Monetary Fund.
- Hali Edison & Paul Cashin & Hong Liang, 2006. "Foreign exchange intervention and the Australian dollar: has it mattered?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(2), pages 155-171.
- Piti Disyatat & Gabriele Galati, 2005. "The effectiveness of foreign exchange intervention in emerging market countries," BIS Papers chapters, in: Bank for International Settlements (ed.), Foreign exchange market intervention in emerging markets: motives, techniques and implications, volume 24, pages 97-113, Bank for International Settlements.
- 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.
- Bal??zs ??gert & Maroje Lang, 2005. "Foreign Exchange Interventions in Croatia and Turkey: Should We Give a Damn?," William Davidson Institute Working Papers Series wp755, William Davidson Institute at the University of Michigan.
- Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016.
"Uncovering the portfolio balance channel with the use of sovereign credit ratings,"
Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 34(81), pages 191-205, November.
- Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016. "Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings," Borradores de Economia 941, Banco de la Republica de Colombia.
- Laura Andrade-Pardo & Oscar Valencia-Arana & Diego Vásquez-Escobar & Mauricio Villamizar-Villegas, 2016. "Uncovering the portfolio balance channel with the use of sovereign credit ratings," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 34(81), pages 191-205, December.
- Landerretche, Oscar & Rigobón, Roberto, 2004. "Comments," LSE Research Online Documents on Economics 123279, London School of Economics and Political Science, LSE Library.
- Kisukyabo Simwaka & Leslie Kwacha Mkandawire, 2004.
"The Efficacy of Foreign Exchange Market Intervention in Malawi,"
Macroeconomics
0407022, University Library of Munich, Germany.
- Simwaka, Kisu & Mkandawire, Leslie, 2008. "The efficacy of foreign exchange market intervention in Malawi," MPRA Paper 15946, University Library of Munich, Germany.
- Sebastian Edwards, 2006.
"The Relationship Between Exchange Rates and Inflation Targeting Revisited,"
NBER Working Papers
12163, National Bureau of Economic Research, Inc.
- Sebastian Edwards, 2006. "The Relationship Between Exchange Rates and Inflation Targeting Revisited," Working Papers Central Bank of Chile 409, Central Bank of Chile.
- Muhammad Kashif Ali Shah & Zulfiqar Hyder & Muhammad Khalid Pervaiz, 2009. "Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model," Applied Financial Economics, Taylor & Francis Journals, vol. 19(18), pages 1497-1508.
- Christopher J. Neely, 2005.
"An analysis of recent studies of the effect of foreign exchange intervention,"
Review, Federal Reserve Bank of St. Louis, vol. 87(Nov), pages 685-718.
- Christopher J. Neely, 2005. "An analysis of recent studies of the effect of foreign exchange intervention," Working Papers 2005-030, Federal Reserve Bank of St. Louis.
- Matías Tapia & Andrea Tokman, 2004.
"Effects of Foreign Exchange Intervention under Public Information: The Chilean Case,"
Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 215-256, January.
- Matías Tapia & Andrea Tokman, 2004. "Effects of Foreign Exchange Intervention Under Public Information: the Chilean Case," Working Papers Central Bank of Chile 255, Central Bank of Chile.
- Tapia, Matías & Tokman, Andrea, 2004. "Effects of foreign exchange intervention under public information: the Chilean case," LSE Research Online Documents on Economics 123134, London School of Economics and Political Science, LSE Library.
- John Goddard & Enrico Onali, 2016.
"Long memory and multifractality: A joint test,"
Papers
1601.00903, arXiv.org.
- Goddard, John & Onali, Enrico, 2016. "Long memory and multifractality: A joint test," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 288-294.
- João Barata Ribeiro Blanco Barroso, 2018.
"Realized Volatility as an Instrument to Official Intervention,"
Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 8, pages 259-281,
Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- João Barata R. B. Barroso, 2014. "Realized Volatility as an Instrument to Official Intervention," Working Papers Series 363, Central Bank of Brazil, Research Department.
- Mauricio Villamizar-Villegas & Yasin Kursat Onder, 2020. "Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs," Borradores de Economia 1141, Banco de la Republica de Colombia.
- Disyatat, Piti & Galati, Gabriele, 2007.
"The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna,"
Journal of International Money and Finance, Elsevier, vol. 26(3), pages 383-402, April.
- Gabriele Galati & Piti Disyatat, 2005. "The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna," BIS Working Papers 172, Bank for International Settlements.
- Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Papers (Old Series) 0315, Federal Reserve Bank of Cleveland.
- Christopher J. Neely, 2006. "Identifying the effects of U.S. intervention on the levels of exchange rates," Working Papers 2005-031, Federal Reserve Bank of St. Louis.
- Balázs Égert & Maroje Lang, 2006. "Foreign exchange interventions in a small emerging market: the case of Croatia," Economic Change and Restructuring, Springer, vol. 39(1), pages 35-62, June.
- Simwaka, Kisu, 2006. "The effectiveness of official intervention in foreign exchange market in Malawi," MPRA Paper 1123, University Library of Munich, Germany.
- International Monetary Fund, 2008. "Colombia: Selected Issues," IMF Staff Country Reports 2008/032, International Monetary Fund.
- Holub, Tomáš, 2004.
"Foreign exchange interventions under inflation targeting: the Czech Experience,"
Research Notes
17, Deutsche Bank Research.
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"The Distribution and Measurement of Inflation,"
RBA Research Discussion Papers
rdp9810, Reserve Bank of Australia.
Cited by:
- Bermingham, Colin, 2006. "How Useful is Core Inflation for Forecasting Headline Inflation?," Research Technical Papers 11/RT/06, Central Bank of Ireland.
- Robert Dixon & Guay Lim, 2003.
"Underlying Inflation in Australia: Are the Existing Measures Satisfactory?,"
Department of Economics - Working Papers Series
878, The University of Melbourne.
- Robert Dixon & G.C. Lim, 2004. "Underlying Inflation in Australia: Are the Existing Measures Satisfactory?," The Economic Record, The Economic Society of Australia, vol. 80(251), pages 373-386, December.
- Landau, Bettina, 2000. "Core inflation rates: a comparison of methods based on west German data," Discussion Paper Series 1: Economic Studies 2000,04, Deutsche Bundesbank.
- Edward P. Santos & Dennis S. Mapa & Eloisa T. Glindro, 2010.
"Estimating inflation-at-risk (IaR) using extreme value theory (EVT),"
Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 47(2), pages 21-40, December.
- Santos, Edward P. & Mapa, Dennis S. & Glindro, Eloisa T., 2011. "Estimating Inflation-at-Risk (IaR) using Extreme Value Theory (EVT)," MPRA Paper 28266, University Library of Munich, Germany.
- Lei Lei Song, 2003. "The Role of the Unit of Analysis in Tax Policy Reform Evaluations," Melbourne Institute Working Paper Series wp2003n29, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
- Meyler, Aidan, 1999.
"A Statistical Measure Of Core Inflation,"
Research Technical Papers
2/RT/99, Central Bank of Ireland.
- Meyler, Aidan, 1999. "A statistical measure of core inflation," MPRA Paper 11362, University Library of Munich, Germany.
- Vega Juan-Luis & Wynne Mark A., 2003.
"A First Assessment of Some Measures of Core Inflation for the Euro Area,"
German Economic Review, De Gruyter, vol. 4(3), pages 269-306, August.
- Juan-Luis Vega & Mark A. Wynne, 2002. "A first assessment of some measures of core inflation for the euro area," Working Papers 0205, Federal Reserve Bank of Dallas.
- Juan‐Luis Vega & Mark A. Wynne, 2003. "A First Assessment of Some Measures of Core Inflation for the Euro Area," German Economic Review, Verein für Socialpolitik, vol. 4(3), pages 269-306, August.
- Lei Lei Song, 2005. "Do underlying measures of inflation outperform headline rates? Evidence from Australian data," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 339-345.
- Vega, Juan Luis & Wynne, Mark A., 2001. "An evaluation of some measures of core inflation for the euro area," Working Paper Series 53, European Central Bank.
- Sadia Tahir, 2003. "Core Inflation Measures for Pakistan," SBP Working Paper Series 04, State Bank of Pakistan, Research Department.
- Naresh Kumar Sharma & Motilal Bicchal & Caroline Elliott, 2015. "Measuring core inflation in India: An asymmetric trimmed mean approach," Cogent Economics & Finance, Taylor & Francis Journals, vol. 3(1), pages 1014252-101, December.
- Gagik G. Aghajanyan, 2005. "Core inflation in a small transition country: choice of optimal measures," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 2(1), pages 83-110, June.
- Jamie Armour, 2006. "An Evaluation of Core Inflation Measures," Staff Working Papers 06-10, Bank of Canada.
- Mick Silver, 2006. "Core Inflation Measures and Statistical Issues in Choosing Among Them," IMF Working Papers 2006/097, International Monetary Fund.
- Luc Aucremanne, 2000. "The use of robust estimators as measures of core inflation," Working Paper Research 02, National Bank of Belgium.
- Ivan Roberts, 2005. "Underlying Inflation: Concepts, Measurement and Performance," RBA Research Discussion Papers rdp2005-05, Reserve Bank of Australia.
- Chris Aylmer & Troy Gill, 2003. "Business Surveys and Economic Activity," RBA Research Discussion Papers rdp2003-01, Reserve Bank of Australia.
- Colin Bermingham, 2007. "How Useful is Core Inflation for Forecasting Headline Inflation?," The Economic and Social Review, Economic and Social Studies, vol. 38(3), pages 355-377.
- Shahiduzzaman, Md, 2009. "Measuring Core Inflation in Bangladesh: The Choice of Alternative Methods," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 23-44, March.
- Dospinescu, Andrei Silviu, 2010. "Measuring Core Inflation in Romania Using the Dobrescu Method – A Comparative Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 308-319, July.
- Zelda Blignaut & Greg Farrell & Victor Munyama & Logan Rangasamy, 2009. "A Note On The Trimmed Mean Measure Of Core Inflation In South Africa," South African Journal of Economics, Economic Society of South Africa, vol. 77(4), pages 538-552, December.
- Andrea Brischetto & Anthony Richards, 2006. "The Performance of Trimmed Mean Measures of Underlying Inflation," RBA Research Discussion Papers rdp2006-10, Reserve Bank of Australia.
- Luc Aucremanne & Guy Brys & Peter J Rousseeuw & Anja Struyf & Mia Hubert, 2003.
"Inflation, relative prices and nominal rigidities,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Monetary policy in a changing environment, volume 19, pages 81-105,
Bank for International Settlements.
- Luc Aucremanne & Guy Brys & Mia Hubert & Peter J. Rousseeuw & Anja Struyf, 2002. "Inflation, relative prices and nominal rigidities," Working Paper Research 20, National Bank of Belgium.
- Alexandra Heath & Ivan Roberts & Tim Bulman, 2004. "Inflation in Australia: Measurement and Modelling," RBA Annual Conference Volume (Discontinued), in: Christopher Kent & Simon Guttmann (ed.),The Future of Inflation Targeting, Reserve Bank of Australia.
- Iris Day, 2017. "Underlying Consumer Price Inflation in China," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 29-36, December.
Articles
- Jonathan Kearns & Nikhil Patel, 2016.
"Does the financial channel of exchange rates offset the trade channel?,"
BIS Quarterly Review, Bank for International Settlements, December.
Cited by:
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"Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles,"
Working Papers
PKWP1906, Post Keynesian Economics Society (PKES).
- Kohler, Karsten, 2019. "Exchange rate dynamics, balance sheet effects, and capital flows. A Minskyan model of emerging market boom-bust cycles," Structural Change and Economic Dynamics, Elsevier, vol. 51(C), pages 270-283.
- Prabheesh, K.P. & Anglingkusumo, Reza & Juhro, Solikin M., 2021. "The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia," Economic Modelling, Elsevier, vol. 94(C), pages 831-842.
- Georgiadis, Georgios & Zhu, Feng, 2019.
"Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates,"
Working Paper Series
2267, European Central Bank.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates," BIS Working Papers 797, Bank for International Settlements.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates," Globalization Institute Working Papers 363, Federal Reserve Bank of Dallas.
- Georgios Georgiadis & Feng Zhu, 2019. "Monetary policy spillovers, capital controls and exchange rate flexibility, and the financial channel of exchange rates," GRU Working Paper Series GRU_2019_009, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Pym Manopimoke & Nuwat Nookhwun & Jettawat Pattararangrong, 2024.
"Exchange Rate in Emerging Markets: Shock Absorber or Source of Shock?,"
PIER Discussion Papers
220, Puey Ungphakorn Institute for Economic Research.
- Manopimoke, Pym & Nookhwun, Nuwat & Pattararangrong, Jettawat, 2024. "Exchange rate in emerging markets: Shock absorber or source of shock?," Journal of International Money and Finance, Elsevier, vol. 148(C).
- Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing credit gaps in CESEE based on levels justified by fundamentals – a comparison across different estimation approaches," Bank of Lithuania Working Paper Series 74, Bank of Lithuania.
- Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022.
"Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness,"
Working Papers
wp48, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Karsten Kohler & Engelbert Stockhammer, 2022.
"Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?,"
Working Papers
PKWP2205, Post Keynesian Economics Society (PKES).
- Karsten Kohler & Engelbert Stockhammer, 2023. "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 32(2), pages 551-572.
- Beckmann, Joscha & Comunale, Mariarosaria, 2021.
"Exchange rate fluctuations and the financial channel in emerging economies,"
BOFIT Discussion Papers
11/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
- Joscha Beckmann & Mariarosaria Comunale, 2020. "Exchange rate fluctuations and the financial channel in emerging economies," Bank of Lithuania Working Paper Series 83, Bank of Lithuania.
- Boris Hofmann & Hyun Song Shin & Mauricio Villamizar-Villegas, 2019.
"FX intervention and domestic credit: evidence from high-frequency micro data,"
Borradores de Economia
1069, Banco de la Republica de Colombia.
- Boris Hofmann & Hyun Song Shin & Mauricio Villamizar-Villegas, 2019. "FX intervention and domestic credit: Evidence from high-frequency micro data," BIS Working Papers 774, Bank for International Settlements.
- Sunghee Choi & Md. Abdus Salam & Ki-Dong Lee, 2019. "The Nature of Exchange Rate Movements and Exchange Rate Exposure: The Bangladesh Case," Journal of South Asian Development, , vol. 14(2), pages 180-222, August.
- Pierre-Richard Agénor & Timothy P. Jackson & Luiz Pereira da Silva, 2020.
"Foreign Exchange Intervention and Financial Stability,"
Working Papers
202027, University of Liverpool, Department of Economics.
- Pierre-Richard Agénor & Timothy Jackson & Luiz Awazu Pereira da Silva, 2020. "Foreign exchange intervention and financial stability," BIS Working Papers 889, Bank for International Settlements.
- Hyeon‐seung Huh & David Kim, 2021. "The risk‐taking channel of currency appreciation: A structural VAR investigation of Asian emerging market economies," International Finance, Wiley Blackwell, vol. 24(3), pages 313-331, December.
- Pierre Siklos, 2018.
"Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?,"
LCERPA Working Papers
0108, Laurier Centre for Economic Research and Policy Analysis, revised 30 Jan 2018.
- Siklos, Pierre L., 2018. "Boom-and-bust cycles in emerging markets: How important is the exchange rate?," Journal of Macroeconomics, Elsevier, vol. 56(C), pages 172-187.
- Elías Albagli & Mauricio Calani & Metodij Hadzi-Vaskov & Mario Marcel & Mr. Luca A Ricci, 2020.
"Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile,"
IMF Working Papers
2020/100, International Monetary Fund.
- Albagli, Elias & Calani, Mauricio & Hadzi-Vaskov, Metodij & Marcel, Mario & Ricci, Luca Antonio, 2020. "Comfort in Floating: Taking Stock of Twenty Years of Freely-Floating Exchange Rate in Chile," CEPR Discussion Papers 14967, C.E.P.R. Discussion Papers.
- David Perez-Reyna & Filippo Rebessi, 2018. "Devaluations and Growth: The Role of Financial Development," 2018 Meeting Papers 1118, Society for Economic Dynamics.
- Boris Hofmann & Nikhil Patel & Steve Pak Yeung Wu, 2022. "Original sin redux: a model-based evaluation," BIS Working Papers 1004, Bank for International Settlements.
- Yasin Mimir, 2023. "Fear (no more) of Floating: Asset Purchases and Exchange Rate Dynamics," Working Papers 57, European Stability Mechanism.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018.
"Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?,"
NBER Working Papers
25083, National Bureau of Economic Research, Inc.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021. "Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?," Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
- Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers 12766, C.E.P.R. Discussion Papers.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," Staff Working Papers 18-55, Bank of Canada.
- Financial Stability Committee, Task Force on cross-border Spillover Effects of macroprudential measures & Kok, Christoffer & Reinhardt, Dennis, 2020. "Cross-border spillover effects of macroprudential policies: a conceptual framework," Occasional Paper Series 242, European Central Bank.
- Mahmood, Asif & Ali, Ringchan, 2024. "A Measure of Financial Conditions for Pakistan," MPRA Paper 121952, University Library of Munich, Germany.
- Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
- Satoshi Tobe, 2017. "Local Banking Systems and Sensitivity of Capital Inflows to Global Factors," Economics Bulletin, AccessEcon, vol. 37(3), pages 1861-1872.
- Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2020. "Assessing Credit Gaps in CESEE Based on Levels Justified by Fundamentals – A Comparison Across Different Estimation Approaches (Mariarosaria Comunale, Markus Eller, Mathias Lahnsteiner)," Working Papers 229, Oesterreichische Nationalbank (Austrian Central Bank).
- Longaric, Pablo Anaya, 2022. "Foreign currency exposure and the financial channel of exchange rates," Working Paper Series 2739, European Central Bank.
- Fisera, Boris, 2024. "Exchange rates and the speed of economic recovery: The role of financial development," Economic Systems, Elsevier, vol. 48(1).
- Bagnai, Alberto & Granville, Brigitte & Mongeau Ospina, Christian A., 2017. "Withdrawal of Italy from the euro area: Stochastic simulations of a structural macroeconometric model," Economic Modelling, Elsevier, vol. 64(C), pages 524-538.
- Carl Grekou, 2015.
"Currency misalignments and economic growth: the foreign currency-denominated debt channel,"
EconomiX Working Papers
2015-23, University of Paris Nanterre, EconomiX.
- Carl Grekou, 2018. "Currency Misalignments and Economic Growth: The Foreign Currency-Denominated Debt Channel," Working Papers 2018-12, CEPII research center.
- Kose, M. Ayhan & Claessens, Stijn, 2017.
"Asset Prices and Macroeconomic Outcomes: A Survey,"
CEPR Discussion Papers
12460, C.E.P.R. Discussion Papers.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Stijn Claessens & M. Ayhan Kose, 2017. "Asset Prices and Macroeconomic Outcomes: A Survey," Koç University-TUSIAD Economic Research Forum Working Papers 1718, Koc University-TUSIAD Economic Research Forum.
- Claessens,Stijn & Kose,Ayhan, 2017. "Asset prices and macroeconomic outcomes : a survey," Policy Research Working Paper Series 8259, The World Bank.
- Stijn Claessens & M Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: a survey," BIS Working Papers 676, Bank for International Settlements.
- Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
- Ibhagui, Oyakhilome & Olarewaju, Favour, 2020. "Broad Dollar Shocks and Economic Activity in Trade-Heavy Countries: The Role of Government Size," MPRA Paper 100944, University Library of Munich, Germany.
- Bampi, Rodrigo E. & Colombo, Jefferson A., 2021. "Heterogeneous effects of foreign exchange appreciation on industrial output: Evidence from disaggregated manufacturing data," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 431-451.
- M S Mohanty & Suresh Sundaresan, 2018. "FX hedging and creditor rights," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 19-36, Bank for International Settlements.
- Luis Cabezas & José Gregorio, 2019. "Accumulation of reserves in emerging and developing countries: mercantilism versus insurance," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 155(4), pages 819-857, November.
- Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2018.
"Cross-Border Bank Flows and Monetary Policy,"
International Finance Discussion Papers
1241, Board of Governors of the Federal Reserve System (U.S.).
- Ricardo Correa & Teodora Paligorova & Horacio Sapriza & Andrei Zlate, 2022. "Cross-Border Bank Flows and Monetary Policy," The Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 438-481.
- Lorenzo Nalin & Giuliano Toshiro Yajima, 2020. "Balance Sheet Effects of a Currency Devaluation: A Stock-Flow Consistent Framework for Mexico?," Economics Working Paper Archive wp_980, Levy Economics Institute.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020.
"Bond Risk Premia and The Exchange Rate,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.
- Prabheesh, K.P. & Sasongko, Aryo & Indawan, Fiskara, 2023. "Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 243-255.
- Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
- Irving Fisher Committee, 2017. "Uses of central balance sheet data offices' information," IFC Bulletins, Bank for International Settlements, number 45.
- Samuel Howorth & Domenico Lombardi & Pierre L. Siklos, 2019. "Together or Apart? Monetary Policy Divergences in the G4," Open Economies Review, Springer, vol. 30(2), pages 191-217, April.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
- Mariarosaria Comunale & Markus Eller & Mathias Lahnsteiner, 2018. "Has private sector credit in CESEE approached levels justified by fundamentals? A post-crisis assessment," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue Q3-18, pages 141-154.
- Banerjee, Ryan & Hofmann, Boris & Mehrotra, Aaron N., 2020.
"Corporate investment and the exchange rate: The financial channel,"
BOFIT Discussion Papers
6/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ryan Niladri Banerjee & Boris Hofmann & Aaron Mehrotra, 2020. "Corporate investment and the exchange rate: The financial channel," BIS Working Papers 839, Bank for International Settlements.
- Ryan Banerjee & Boris Hofmann & Aaron Mehrotra, 2022. "Corporate investment and the exchange rate: The financial channel," International Finance, Wiley Blackwell, vol. 25(3), pages 296-312, December.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018.
"Cross-border spillovers of monetary policy: What changes during a financial crisis?,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 154-174.
- Barbosa, Luciana & Bonfim, Diana & Costa, Sónia & Everett, Mary, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Research Technical Papers 10/RT/18, Central Bank of Ireland.
- Diana Bonfim & Luciana Barbosa & Sónia Costa & Mary Everett, 2018. "Cross-border spillovers of monetary policy: what changes during a financial crisis?," Working Papers w201815, Banco de Portugal, Economics and Research Department.
- Phornchanok Cumperayot & Roy Kouwenberg, 2021. "Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls," The World Economy, Wiley Blackwell, vol. 44(9), pages 2738-2757, September.
- Stefan Avdjiev & Valentina Bruno & Catherine Koch, 2018.
"The dollar exchange rate as a global risk factor: evidence from investment,"
BIS Working Papers
695, Bank for International Settlements.
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- Pippenger, John, 2018. "Forward Bias, Uncovered Interest Parity And Related Puzzles," University of California at Santa Barbara, Economics Working Paper Series qt1778z416, Department of Economics, UC Santa Barbara.
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Cited by:
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
- Hillebrand, Eric & Schnabl, Gunther & Ulu, Yasemin, 2009. "Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 490-505, July.
- Holub, Tomáš, 2004.
"Foreign exchange interventions under inflation targeting: the Czech Experience,"
Research Notes
17, Deutsche Bank Research.
- Adam Geršl & Tomáš Holub, 2006. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Contemporary Economic Policy, Western Economic Association International, vol. 24(4), pages 475-491, October.
- Tomas Holub, 2004. "Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience," Research and Policy Notes 2004/01, Czech National Bank.
- Juan José Echavarría & Luis Fernando Melo Velandia & Santiago Téllez & Mauricio Villamizar, 2013.
"The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate,"
Borradores de Economia
10767, Banco de la Republica.
- Juan José Echavarría & Luis Fernando Melo velandia & Santiago Téllez & Mauricio Villamizar Villegas, 2013. "The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate," Borradores de Economia 767, Banco de la Republica de Colombia.
- Juan J. Echavarría & Luis F. Melo-Velandia & Mauricio Villamizar-Villegas, 2018. "The impact of pre-announced day-to-day interventions on the Colombian exchange rate," Empirical Economics, Springer, vol. 55(3), pages 1319-1336, November.
- Juan José Echavarría & Luis Fernando Melo & Santiago Téllez & Mauricio Villamizar, 2013. "The impact of pre-announced day-to-day interventions on the Colombian exchange rate," BIS Working Papers 428, Bank for International Settlements.
- Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2018.
"Hedger of last resort: Evidence from Brazilian FX interventions, local credit, and global financial cycles,"
Economics Working Papers
1648, Department of Economics and Business, Universitat Pompeu Fabra, revised Nov 2022.
- Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2020. "Hedger of last resort: evidence from Brazilian FX interventions, local credit, and global financial cycles," Working Papers 2014, Banco de España.
- Polo, Andrea & Gonzalez, Rodrigo & Khametshin, Dmitry & Peydró, José-Luis, 2018. "Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles," CEPR Discussion Papers 12817, C.E.P.R. Discussion Papers.
- Rodrigo Barbone Gonzalez & Dmitry Khametshin & José-Luis Peydró & Andrea Polo, 2019. "Hedger of Last Resort: evidence from Brazilian FX interventions, local credit, and global financial cycles," Working Papers Series 509, Central Bank of Brazil, Research Department.
- Dmitry Khametshin & Andrea Polo & José-Luis Peydró, 2019. "Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit, and Global Financial Cycles," Working Papers 1089, Barcelona School of Economics.
- Rodrigo Barbone Gonzalez & Dmitry Khametshin & RJose-Luis Peydro & Andrea Polo, 2019. "Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit and Global Financial Cycles," BIS Working Papers 832, Bank for International Settlements.
- Barbone Gonzalez, Rodrigo & Khametshin, Dmitry & Peydró, José-Luis & Polo, Andrea, 2022. "Hedger of Last Resort: Evidence from Brazil on FX Interventions, Local Credit and Global Financial Cycles," EconStor Preprints 216798, ZBW - Leibniz Information Centre for Economics.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010.
"Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?,"
Working Papers
602, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," NBER Working Papers 16044, National Bureau of Economic Research, Inc.
- Kathryn Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does foreign exchange reserve decumulation lead to currency appreciation?," Globalization Institute Working Papers 48, Federal Reserve Bank of Dallas.
- Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2010. "Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?," EPRU Working Paper Series 2010-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
- Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May.
- Michel Beine & Jerome Lahaye & Sebastien Laurent & Christopher J. Neely & Franz C. Palm, 2007.
"Central bank intervention and exchange rate volatility, its continuous and jump components,"
Working Papers
2006-031, Federal Reserve Bank of St. Louis.
- Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher J. Neely & Franz C. Palm, 2007. "Central bank intervention and exchange rate volatility, its continuous and jump components," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 201-223.
- Michel Beine & Jérôme Lahaye & Sébastien Laurent & Christopher Neely & Franz Palm, 2007. "Central Bank intervention and exchange rate volatility: its continuous and jump components," ULB Institutional Repository 2013/10413, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- Kim, Suk-Joong, 2007. "Intraday evidence of efficacy of 1991-2004 Yen intervention by the Bank of Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(4), pages 341-360, October.
- Schnabl, Gunther & Hillebrand, Eric, 2006.
"A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility,"
Working Paper Series
650, European Central Bank.
- Eric Hillebrand & Gunther Schnabl, 2008. "A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility," International Economics and Economic Policy, Springer, vol. 5(4), pages 389-401, December.
- Garcia-Cicco Javier & Bucacos Elizabeth & Mello Miguel, 2023.
"Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay,"
Asociación Argentina de Economía Política: Working Papers
4657, Asociación Argentina de Economía Política.
- Elizabeth Bucacos & Javier García-Cicco & Miguel Mello, 2023. "Foreign Exchange Interventions and Foreign Shocks. The case of Uruguay," Documentos de trabajo 2023008, Banco Central del Uruguay.
- Ai-ru (Meg) Cheng & Kuntal Das & Takeshi Shimatani, 2013.
"Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility,"
Working Papers in Economics
13/19, University of Canterbury, Department of Economics and Finance.
- Cheng, Ai-ru (Meg) & Das, Kuntal & Shimatani, Takeshi, 2013. "Central bank intervention and exchange rate volatility: Evidence from Japan using realized volatility," Journal of Asian Economics, Elsevier, vol. 28(C), pages 87-98.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2007.
"What prompts Japan to intervene in the Forex market? A new approach to a reaction function,"
Journal of International Money and Finance, Elsevier, vol. 26(2), pages 193-212, March.
- Takatoshi Ito & Tomoyoshi Yabu, 2004. "What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function," NBER Working Papers 10456, National Bureau of Economic Research, Inc.
- Sebastián Fanelli & Ludwig Straub, 2020.
"A Theory of Foreign Exchange Interventions,"
Working Papers
wp2020_2019, CEMFI.
- Sebastián Fanelli & Ludwig Straub, 2020. "A Theory of Foreign Exchange Interventions," NBER Working Papers 27872, National Bureau of Economic Research, Inc.
- Sebastian Fanelli & Ludwig Straub, 2018. "A Theory of Foreign Exchange Interventions," 2018 Meeting Papers 1270, Society for Economic Dynamics.
- Sebastián Fanelli & Ludwig Straub, 2021. "A Theory of Foreign Exchange Interventions [The Cost of Foreign Exchange Intervention: Concepts and Measurement]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(6), pages 2857-2885.
- Grégory Claeys & Chara Papioti & Andreas Tryphonides, 2023.
"Liquidity risk, market power and the informational effects of policy,"
Post-Print
hal-04164592, HAL.
- Claeys, Grégory & Papioti, Chara & Tryphonides, Andreas, 2023. "Liquidity risk, market power and the informational effects of policy," Journal of International Economics, Elsevier, vol. 142(C).
- Andreas Tryphonides & Grégory Claeys, 2020. "Liquidity Risk, Market Power and the Informational Effects of Policy," Working Papers 1206, Barcelona School of Economics.
- Melvin, Michael & Menkhoff, Lukas & Schmeling, Maik, 2009.
"Exchange rate management in emerging markets: Intervention via an electronic limit order book,"
Journal of International Economics, Elsevier, vol. 79(1), pages 54-63, September.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2656, CESifo.
- Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
- Fayyaz Hussain & Abdul Jalil, 2006.
"Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan,"
SBP Working Paper Series
14, State Bank of Pakistan, Research Department.
- Fayyaz Hussain & Abdul Jalil, 2007. "Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 191-208.
- Naef, Alain, 2022.
"Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention,"
SocArXiv
u59gc, Center for Open Science.
- Alain Naef, 2020. "Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention," Working Papers 0188, European Historical Economics Society (EHES).
- Alain Naef, 2023. "Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention," Working papers 911, Banque de France.
- Simatele, Munacinga C H, 2004. "Financial sector reforms and monetary policy reforms in Zambia," MPRA Paper 21575, University Library of Munich, Germany.
- Martha Misas A & Juan José Echavarría S & Enrique López E, 2010.
"Intervenciones cambiarias y política monetaria en Colombia. Un análisis de var estructural,"
Vniversitas Económica, Universidad Javeriana - Bogotá, vol. 0(0), pages 1-37, May.
- Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2009. "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia 580, Banco de la Republica de Colombia.
- Juan José Echavarría & Enrique López E. & Martha Misas A., 2009. "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia 6127, Banco de la Republica.
- Beine, Michel & Bernal, Oscar, 2007. "Why do central banks intervene secretly?: Preliminary evidence from the BoJ," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 291-306, July.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2020.
"The dynamic impact of FX interventions on financial markets,"
Kiel Working Papers
2151, Kiel Institute for the World Economy (IfW Kiel).
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2019. "The Dynamic Impact of FX Interventions on Financial Markets," Rationality and Competition Discussion Paper Series 205, CRC TRR 190 Rationality and Competition.
- Lukas Menkhoff & Malte Rieth & Tobias Stöhr, 2020. "The Dynamic Impact of FX Interventions on Financial Markets," Discussion Papers of DIW Berlin 1854, DIW Berlin, German Institute for Economic Research.
- Menkhoff, Lukas & Rieth, Malte & Stöhr, Tobias, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 103(5), pages 939-953.
- Lukas Menkhoff & Malte Rieth & Tobias Stohr, 2021. "The Dynamic Impact of FX Interventions on Financial Markets," The Review of Economics and Statistics, MIT Press, vol. 103(5), pages 939-953, December.
- Rieth, Malte & Menkhoff, Lukas & Stöhr, Tobias, 2019. "The dynamic impact of FX interventions on financial markets," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203504, Verein für Socialpolitik / German Economic Association.
- Michael Smith & Andrew Pitts, 2006. "Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model," Econometric Reviews, Taylor & Francis Journals, vol. 25(2-3), pages 425-451.
- Frankel, Jeffrey, 2017.
"Systematic Managed Floating,"
Working Paper Series
rwp17-025, Harvard University, John F. Kennedy School of Government.
- Jeffrey Frankel, 2021. "Systematic Managed Floating," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 5, pages 160-221, World Scientific Publishing Co. Pte. Ltd..
- Jeffrey A. Frankel, 2017. "Systematic Managed Floating," NBER Working Papers 23663, National Bureau of Economic Research, Inc.
- Jeffrey Frankel, 2019. "Systematic Managed Floating," Open Economies Review, Springer, vol. 30(2), pages 255-295, April.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2006.
"Intervention policy of the BoJ: a unified approach,"
DULBEA Working Papers
06-15.RS, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: A Unified Approach," CESifo Working Paper Series 1894, CESifo.
- Michel Beine & Oscar Bernal & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," LSF Research Working Paper Series 07-19, Luxembourg School of Finance, University of Luxembourg.
- Michel Beine & Oscar Bernal Diaz & Jean-Yves Gnabo & Christelle Lecourt, 2007. "Intervention Policy of the BoJ: a Unified Approach," Working Papers CEB 07-013.RS, ULB -- Universite Libre de Bruxelles.
- Beine, Michel & Bernal, Oscar & Gnabo, Jean-Yves & Lecourt, Christelle, 2009. "Intervention policy of the BoJ: A unified approach," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 904-913, May.
- Balazs Egert & Lubos Komarek, 2005.
"Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?,"
Working Papers
2005/07, Czech National Bank.
- Egert, Balazs & Komarek, Lubos, 2006. "Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove?," Economic Systems, Elsevier, vol. 30(2), pages 121-140, June.
- Moura, Marcelo L. & Pereira, Fatima R. & Attuy, Guilherme de Moraes, 2013. "Currency Wars in Action: How Foreign Exchange Interventions Work in an Emerging Economy," Insper Working Papers wpe_304, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
- Nikkinen, Jussi & Vähämaa, Sami, 2009. "Central bank interventions and implied exchange rate correlations," Journal of Empirical Finance, Elsevier, vol. 16(5), pages 862-873, December.
- 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.
- Haryo Kuncoro & Caroline Geetha & Fafurida Fafurida, 2024. "Central Bank Intervention and Exchange Rate Volatility in the Inflation-Targeting Regime," Economic Research Guardian, Mutascu Publishing, vol. 14(1), pages 2-15, June.
- Frömmel, Michael & Midiliç, Murat, 2021. "Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function," Economic Modelling, Elsevier, vol. 97(C), pages 461-476.
- Reitz, Stefan & Ruelke, Jan C. & Taylor, Mark P., 2010.
"On the nonlinear influence of Reserve Bank of Australia interventions on exchange rates,"
Discussion Paper Series 1: Economic Studies
2010,08, Deutsche Bundesbank.
- Stefan Reitz & Jan C. Rülke & Mark P. Taylor, 2011. "On the Nonlinear Influence of Reserve Bank of Australia Interventions on Exchange Rates," The Economic Record, The Economic Society of Australia, vol. 87(278), pages 465-479, September.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009.
"Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia,"
Borradores de Economia
5509, Banco de la Republica.
- Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
- Seok Gil Park, 2007. "Solving Endogeneity in Assessing the Efficacy of Foreign Exchange Market Interventions," CAEPR Working Papers 2007-004, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
- Zulfiqar Hyder & Muhammad Mazhar Khan, 2007.
"Monetary Conditions Index for Pakistan,"
SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 3, pages 165-190.
- Zulfiqar Hyder & Muhammad Mazhar Khan, 2006. "Monetary Conditions Index for Pakistan," SBP Working Paper Series 11, State Bank of Pakistan, Research Department.
- FATUM, Rasmus & YAMAMOTO, Yohei & CHEN, Binwei, 2023. "The Trend Effect of Foreign Exchange Intervention," Discussion paper series HIAS-E-132, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.
- Gabriela Mundaca, 2018. "Central bank interventions in a dollarized economy: managed floating versus inflation targeting," Empirical Economics, Springer, vol. 55(4), pages 1507-1535, December.
- Srđan Marinković, 2014. "Non-Parametric Sign Test And Paired Samples Test Of Effectiveness Of Official Fx Intervention," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 59(202), pages 107-130, July – Se.
- Adam Geršl, 2006. "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
- Sebastian Edwards & Roberto Rigobon, 2005. "Capital Controls, Exchange Rate Volatility and External Vulnerability," NBER Working Papers 11434, National Bureau of Economic Research, Inc.
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015.
"Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach,"
IMF Working Papers
2015/130, International Monetary Fund.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019. "Unveiling the effects of foreign exchange intervention: A panel approach," Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Fratzscher, Marcel & Mehl, Arnaud, 2008.
"Do China and oil exporters influence major currency configurations?,"
Working Paper Series
973, European Central Bank.
- Marcel Fratzscher & Arnaud Mehl, 2009. "Do China and oil exporters influence major currency configurations?," Globalization Institute Working Papers 25, Federal Reserve Bank of Dallas.
- Fratzscher, Marcel & Mehl, Arnaud, 2009. "Do China and oil exporters influence major currency configurations?," Journal of Comparative Economics, Elsevier, vol. 37(3), pages 335-358, September.
- Fatum, Rasmus & Hutchison, Michael M., 2006.
"Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects,"
Santa Cruz Center for International Economics, Working Paper Series
qt02c028gr, Center for International Economics, UC Santa Cruz.
- Fatum, Rasmus & Hutchison, Michael M., 2010. "Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 570-584, April.
- Rasmus Fatum & Michael M. Hutchison, 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," EPRU Working Paper Series 06-04, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
- Rasmus Fatum & Michael M. Hutchison, 2008. "Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects," Working Papers 022008, Hong Kong Institute for Monetary Research.
- Fatum, Rasmus & Hutchison, Michael M., 2006. "Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects," Santa Cruz Department of Economics, Working Paper Series qt02c028gr, Department of Economics, UC Santa Cruz.
- Tsutomu Watanabe & Tomoyoshi Yabu, 2011.
"The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004,"
CARF F-Series
CARF-F-266, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Watanabe, Tsutomu & Yabu, Tomoyoshi, 2013. "The great intervention and massive money injection: The Japanese experience 2003–2004," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 428-443.
- Ali, Amjad & Ehsan, Rehan & Audi, Marc & Hamadeh, Hani Fayad, 2022.
"Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization,"
MPRA Paper
115304, University Library of Munich, Germany.
- Audi, Marc & Ehsan, Rehan & Ali, Amjad, 2022. "Does Globalization Promote Financial Integration in South Asian Economies? Unveiling the Role of Monetary and Fiscal Performance in Internationalization," MPRA Paper 119365, University Library of Munich, Germany, revised 2023.
- Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
- Kim, Suk-Joong & Sheen, Jeffrey, 2006.
"Interventions in the Yen-dollar spot market: A story of price, volatility and volume,"
Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3191-3214, November.
- Suk-Joong Kim & Jeffrey Sheen, 2018. "Interventions in the Yen-Dollar Spot Market: A Story of Price, Volatility and Volume," World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 3, pages 73-106, World Scientific Publishing Co. Pte. Ltd..
- Bernal, Oscar & Gnabo, Jean-Yves, 2009. "Announcements, financial operations or both? Generalizing central banks' FX reaction functions," Journal of the Japanese and International Economies, Elsevier, vol. 23(4), pages 367-394, December.
- Marjan Petreski, 2009. "A Critique On Inflation Targeting," Journal Articles, Center For Economic Analyses, pages 11-24, December.
- Luis Felipe Céspedes & Andrés Velasco, 2012.
"Macroeconomic Performance During Commodity Price Booms and Busts,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 60(4), pages 570-599, December.
- Luis Felipe Céspedes & Andrés Velasco, 2012. "Macroeconomic Performance During Commodity Price Booms and Busts," NBER Working Papers 18569, National Bureau of Economic Research, Inc.
- Pontines, Victor, 2018. "Self-selection and treatment effects: Revisiting the effectiveness of foreign exchange intervention," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 299-316.
- Naef, Alain, 2024. "Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention," Journal of International Money and Finance, Elsevier, vol. 146(C).
- Gabriele Galati & Patrick Higgins & Owen Humpage & William Melick, 2007.
"Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 225-247.
- Gabriele Galati & Patrick C. Higgins & Owen F. Humpage & William R. Melick, 2006. "Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide," Working Papers (Old Series) 0618, Federal Reserve Bank of Cleveland.
- Brause, Alexander, 2008. "Foreign exchange interventions in emerging market countries: New lessons from Argentina," W.E.P. - Würzburg Economic Papers 79, University of Würzburg, Department of Economics.
- Pippenger, John, 2007. "How should we think about markets for foreign exchange?," University of California at Santa Barbara, Economics Working Paper Series qt3w40w1b5, Department of Economics, UC Santa Barbara.
- Charles Engel, 2013.
"Exchange Rates and Interest Parity,"
NBER Working Papers
19336, National Bureau of Economic Research, Inc.
- Engel, Charles, 2014. "Exchange Rates and Interest Parity," Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522, Elsevier.
- Chih-nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2009.
"A New Method for Identifying the Effects of Foreign Exchange Interventions,"
IMES Discussion Paper Series
09-E-06, Institute for Monetary and Economic Studies, Bank of Japan.
- Chih-Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Chih‐Nan Chen & Tsutomu Watanabe & Tomoyoshi Yabu, 2012. "A New Method for Identifying the Effects of Foreign Exchange Interventions," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 44(8), pages 1507-1533, December.
- Biswajit Banerjee & Juraj Zeman & Ľudovít Ódor & William O. Riiska, 2018.
"On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007,"
Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 60(3), pages 442-474, September.
- Juraj Zeman & Biswajit Banerjee & Ludovit Odor & William O. Riiska Jr., 2017. "On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007," Working and Discussion Papers WP 4/2017, Research Department, National Bank of Slovakia.
- Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series 2221, CESifo.
- Jean-Yves Gnabo & Luiz de Mello & Diego Moccero, 2008.
"Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic,"
WIDER Working Paper Series
RP2008-95, World Institute for Development Economic Research (UNU-WIDER).
- Luiz de Mello & Diego Moccero & Jean-Yves Gnabo, 2008. "Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," OECD Economics Department Working Papers 593, OECD Publishing.
- Jean‐Yves Gnabo & Luiz De Mello & Diego Moccero, 2010. "Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic," International Finance, Wiley Blackwell, vol. 13(2), pages 195-221, August.
- Ricardo T. Fernholz, 2015. "Exchange Rate Manipulation And Constructive Ambiguity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1323-1348, November.
- Kao, Erin H. & Yeh, Chih-Chuan & Wang, Li-Hsun & Fung, Hung-Gay, 2018. "The relationship between CSR and performance: Evidence in China," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 155-170.
- Christopher J. Neely, 2011. "A foreign exchange intervention in an era of restraint," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 303-324.
- Richard K. Lyons & Ganesh Viswanath-Natraj, 2020. "What Keeps Stablecoins Stable?," NBER Working Papers 27136, National Bureau of Economic Research, Inc.
- Athanasiou, George & Kotsios, Stelios, 2008. "An algorithmic approach to exchange rate stabilization," Economic Modelling, Elsevier, vol. 25(6), pages 1246-1260, November.
- Charles Engel, 2010.
"Exchange rate policies,"
BIS Papers chapters, in: Bank for International Settlements (ed.), The international financial crisis and policy challenges in Asia and the Pacific, volume 52, pages 229-250,
Bank for International Settlements.
- Charles Engel, 2009. "Exchange rate policies," Staff Papers, Federal Reserve Bank of Dallas, issue Nov.
- Jeffrey Frankel, 2015.
"The Plaza Accord, 30 Years Later,"
NBER Working Papers
21813, National Bureau of Economic Research, Inc.
- Frankel, Jeffrey, 2015. "The Plaza Accord, 30 Years Later," Working Paper Series 15-056, Harvard University, John F. Kennedy School of Government.
- Ronald McDonald & Xuxin Mao, 2016. "Japan's Currency Intervention Regimes: A Microstructural Analysis with Speculation and Sentiment," Working Papers 2016_06, Business School - Economics, University of Glasgow.
- Shirota, Toyoichiro, 2018. "Evaluating the Unconventional Monetary Policy in Stock Markets : A Semi-parametric Approach," Discussion paper series. A 322, Graduate School of Economics and Business Administration, Hokkaido University.
- João Barata Ribeiro Blanco Barroso, 2018.
"Realized Volatility as an Instrument to Official Intervention,"
Investigación Conjunta-Joint Research, in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, volume 1, chapter 8, pages 259-281,
Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- João Barata R. B. Barroso, 2014. "Realized Volatility as an Instrument to Official Intervention," Working Papers Series 363, Central Bank of Brazil, Research Department.
- Naef, Alain, 2022. "Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention," SocArXiv u59gc_v1, Center for Open Science.
- Edwards, Sebastian & Rigobon, Roberto, 2009. "Capital controls on inflows, exchange rate volatility and external vulnerability," Journal of International Economics, Elsevier, vol. 78(2), pages 256-267, July.
- Chen, Pei-Fen & Zeng, Jhih-Hong & Lee, Chien-Chiang, 2018. "Renminbi exchange rate assessment and competitors' exports: New perspective," China Economic Review, Elsevier, vol. 50(C), pages 187-205.
- Edgar Ventura Neyra & Gabriel Rodríguez, 2015.
"Explaining the Determinants of the Frequency of Exchange Rate Interventions in Peru Using Count Models,"
Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, vol. 61(3), pages 261-292.
- Edgar Ventura & Gabriel Rodríguez, 2012. "Explaining The Determinants Of The Frequency Of Exchange Rate Interventions In Peru Using Count Models," Documentos de Trabajo / Working Papers 2012-340, Departamento de Economía - Pontificia Universidad Católica del Perú.
- Peter Andersen & Suk-Joong Kim, 2018.
"Intraday Timing of AUD Intervention by the Reserve Bank of Australia: Evidence from Microstructural Analyses,"
World Scientific Book Chapters, in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 2, pages 43-71,
World Scientific Publishing Co. Pte. Ltd..
- Andersen, Peter & Kim, Suk-Joong, 2011. "Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(2), pages 277-295, April.
- Erick Lahura & Marco Vega, 2013. "Asymmetric effects of FOREX intervention using intraday data: evidence from Peru," BIS Working Papers 430, Bank for International Settlements.
- Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
- Ito, Takatoshi & Yabu, Tomoyoshi, 2020.
"Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy,"
Journal of the Japanese and International Economies, Elsevier, vol. 58(C).
- Takatoshi Ito & Tomoyoshi Yabu, 2020. "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," NBER Working Papers 26644, National Bureau of Economic Research, Inc.
- Tabak, Benjamin M. & Cajueiro, Daniel O., 2006. "Assessing inefficiency in euro bilateral exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 319-327.
- Shawn Chen‐Yu Leu, 2009. "Managed Floating in Australia," Economic Papers, The Economic Society of Australia, vol. 28(4), pages 310-322, December.
- Toshio Utsunomiya, 2013. "A new approach to the effect of intervention frequency on the foreign exchange market: evidence from Japan," Applied Economics, Taylor & Francis Journals, vol. 45(26), pages 3742-3759, September.
- ABBUY, Kwami Edem, 2018. "An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks," MPRA Paper 89647, University Library of Munich, Germany.
- Jorge Carvalho & Gualter Couto & Pedro Pimentel, 2022. "EUR/USD Exchange Rate Characterization: Study of Events," Economies, MDPI, vol. 10(12), pages 1-14, November.
- Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(5), pages 446-467, December.
- Pontines, Victor & Siregar, Reza, 2009. "Intervention index and exchange rate regimes: the cases of selected East-Asian economies," MPRA Paper 17138, University Library of Munich, Germany.
- Herman Kamil, 2008. "Is Central Bank Intervention Effective Under Inflation Targeting Regimes? The Case of Colombia," IMF Working Papers 2008/088, International Monetary Fund.
- Alexandre Cunha, 2013. "On the relevance of floating exchange rate policies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 53(2), pages 357-382, June.
- Chen, Ho-Chyuan & Chang, Kuang-Liang & Yu, Shih-Ti, 2012. "Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions," Japan and the World Economy, Elsevier, vol. 24(4), pages 274-282.
- Nuttathum Chutasripanich & James Yetman, 2015. "Foreign exchange intervention: strategies and effectiveness," BIS Working Papers 499, Bank for International Settlements.
- Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
- Melesse Tashu, 2014. "Motives and Effectiveness of Forex Interventions: Evidence from Peru," IMF Working Papers 2014/217, International Monetary Fund.
- Mariko Hatase & Mototsugu Shintani & Tomoyoshi Yabu, 2013. "Great earthquakes, exchange rate volatility and government interventions," Vanderbilt University Department of Economics Working Papers 13-00007, Vanderbilt University Department of Economics.
- Eric Hillebrand & Gunther Schnabl & Yasemin Ulu, 2006.
"Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility,"
CESifo Working Paper Series
1766, CESifo.
Chapters
- Hugo Gerard & Jonathan Kearns, 2011.
"Introduction to The Australian Economy in the 2000s,"
RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s,
Reserve Bank of Australia.
Cited by:
- Sean Langcake & Tim Robinson, 2018. "Forecasting the Australian economy with DSGE and BVAR models," Applied Economics, Taylor & Francis Journals, vol. 50(3), pages 251-267, January.
- Aubrey Poon, 2018. "Assessing the Synchronicity and Nature of Australian State Business Cycles," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 372-390, December.
- Jonathan Kearns & Philip Lowe, 2011.
"Australia's Prosperous 2000s: Housing and the Mining Boom,"
RBA Annual Conference Volume (Discontinued), in: Hugo Gerard & Jonathan Kearns (ed.),The Australian Economy in the 2000s,
Reserve Bank of Australia.
See citations under working paper version above.
- Jonathan Kearns & Philip Lowe, 2011. "Australia's Prosperous 2000s: Housing and the Mining Boom," RBA Research Discussion Papers rdp2011-07, Reserve Bank of Australia.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005.
"The Australian Business Cycle: A Coincident Indicator Approach,"
RBA Annual Conference Volume (Discontinued), in: Christopher Kent & David Norman (ed.),The Changing Nature of the Business Cycle,
Reserve Bank of Australia.
See citations under working paper version above.
- Christian Gillitzer & Jonathan Kearns & Anthony Richards, 2005. "The Australian Business Cycle: A Coincident Indicator Approach," RBA Research Discussion Papers rdp2005-07, Reserve Bank of Australia.