Will Melick
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:- William R. Melick, 2014.
"The Energy Boom and Manufacturing in the United States,"
International Finance Discussion Papers
1108, Board of Governors of the Federal Reserve System (U.S.).
Mentioned in:
- Le secteur manufacturé américain connaît-il une renaissance ?
by ? in D'un champ l'autre on 2014-09-09 03:34:00
- Le secteur manufacturé américain connaît-il une renaissance ?
Working papers
- William R. Melick, 2014.
"The Energy Boom and Manufacturing in the United States,"
International Finance Discussion Papers
1108, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Mar Reguant & Meredith Fowlie, 2017. "Measuring and Mitigating Leakage Risk," 2017 Meeting Papers 383, Society for Economic Dynamics.
- Gabriele Galati & William R. Melick, 2006.
"The evolving inflation process: an overview,"
BIS Working Papers
196, Bank for International Settlements.
Cited by:
- Stephen G. Cecchetti & Peter Hooper & Bruce C. Kasman & Kermit L. Schoenholtz & Mark W. Watson, 2007. "Understanding the Evolving the Evolving Inflation Process," Working Papers 2007-4, Princeton University. Economics Department..
- Isabell Koske & Nigel Pain, 2008. "The Usefulness of Output Gaps for Policy Analysis," OECD Economics Department Working Papers 621, OECD Publishing.
- Toshitaka Sekine, 2009.
"Another look at global disinflation,"
BIS Working Papers
283, Bank for International Settlements.
- Toshitaka Sekine, 2009. "Another Look at Global Disinflation," NBER Chapters, in: Financial Globalization, 20th Anniversary Conference, NBER-TCER-CEPR, National Bureau of Economic Research, Inc.
- Sekine, Toshitaka, 2009. "Another look at global disinflation," Journal of the Japanese and International Economies, Elsevier, vol. 23(2), pages 220-239, June.
- Christian Dreger & Malte Rieth & David Pothier, 2015. "Is Globalization Reducing the Ability of Central Banks to Control Inflation? In-Depth Analysis," DIW Berlin: Politikberatung kompakt, DIW Berlin, German Institute for Economic Research, volume 106, number pbk106.
- Janine Aron & Ronald Macdonald & John Muellbauer, 2014. "Exchange Rate Pass-Through in Developing and Emerging Markets: A Survey of Conceptual, Methodological and Policy Issues, and Selected Empirical Findings," Journal of Development Studies, Taylor & Francis Journals, vol. 50(1), pages 101-143, January.
- Forte, Antonio, 2009.
"The European Central Bank, the Federal Reserve and the Bank of England: is the Taylor Rule an useful benchmark for the last decade?,"
MPRA Paper
18309, University Library of Munich, Germany.
- Antonio Forte, 2010. "The European Central Bank, the Federal Reserve and the Bank of England: Is the Taylor Rule a useful benchmark for the last decade?," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 53(2), pages 1-31.
- Jane E. Ihrig & Steven B. Kamin & Deborah J. Lindner & Jaime R. Marquez, 2007. "Some simple tests of the globalization and inflation hypothesis," International Finance Discussion Papers 891, Board of Governors of the Federal Reserve System (U.S.).
- Chengsi Zhang & Joel Clovis, 2009. "Modeling China Inflation Persistence," Annals of Economics and Finance, Society for AEF, vol. 10(1), pages 89-110, May.
- Toshitaka Sekine & Yuki Teranishi, 2008. "Inflation Targeting and Monetary Policy Activism," IMES Discussion Paper Series 08-E-13, Institute for Monetary and Economic Studies, Bank of Japan.
- Ernest Gnan & Maria Teresa Valderrama, 2006. "Globalization, Inflation and Monetary Policy," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 37-54.
- Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012.
"Monetary Policy Rules in a Small Open Economy: An Application to Mexico,"
Journal of Applied Economics, Taylor & Francis Journals, vol. 15(2), pages 259-286, November.
- Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary policy rules in a small open economy: an application to Mexico :," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 259-286, November.
- Forte, Antonio, 2009.
"The pass-through effect: a twofold analysis,"
MPRA Paper
16527, University Library of Munich, Germany.
- Antonio Forte, 2009. "The pass-through effect: a twofold analysis," EERI Research Paper Series EERI_RP_2009_08, Economics and Econometrics Research Institute (EERI), Brussels.
- Aleksejs Melihovs & Anna Zasova, 2007. "Estimation of the Phillips Curve for Latvia," Working Papers 2007/03, Latvijas Banka.
- Stracca, Livio & Musso, Alberto & van Dijk, Dick, 2007.
"Instability and nonlinearity in the euro area Phillips curve,"
Working Paper Series
811, European Central Bank.
- Alberto Musso & Livio Stracca & Dick van Dijk, 2009. "Instability and Nonlinearity in the Euro-Area Phillips Curve," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 181-212, June.
- Claudio E. V. Borio & Andrew Filardo, 2007. "Globalisation and inflation: New cross-country evidence on the global determinants of domestic inflation," BIS Working Papers 227, Bank for International Settlements.
- Qin, Duo & He, Xinhua, 2013.
"Globalisation effect on inflation in the Great Moderation era: New evidence from G10 countries,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 7, pages 1-32.
- Qin, Duo & He, Xinhua, 2012. "Globalisation effect on inflation in the great moderation era: New evidence from G10 countries," Economics Discussion Papers 2012-56, Kiel Institute for the World Economy (IfW Kiel).
- Qin, Duo & He, Xinhua, 2011. "Globalisation effect on inflation in the great moderation era: new evidence from G10 countries," MPRA Paper 32994, University Library of Munich, Germany.
- Forte, Antonio, 2009. "The stability of the inflation rate in the Euro area: the role of Globalization and labour market," MPRA Paper 16587, University Library of Munich, Germany.
- Villagómez, F. Alejandro & Orellana Polo, Javier, 2009.
"Monetary policy rules in a small open economy: An application to Mexico,"
EGAP Working Papers
2009-01, Tecnológico de Monterrey, Campus Ciudad de México.
- Rodolfo Cermeño & F. Alejandro Villagómez & Javier Orellana Polo, 2012. "Monetary policy rules in a small open economy: an application to Mexico :," Journal of Applied Economics, Universidad del CEMA, vol. 15, pages 259-286, November.
- Verheyen, Florian, 2010. "Monetary Policy, Commodity Prices and Infl ation – Empirical Evidence from the US," Ruhr Economic Papers 216, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Aristidou, Chrystalleni, 2018. "The meta-Phillips Curve: Modelling U.S. inflation in the presence of regime change," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 367-379.
- William R. White, 2012. "Ultra easy monetary policy and the law of unintended consequences," Globalization Institute Working Papers 126, Federal Reserve Bank of Dallas.
- Siklos, Pierre L., 2010. "Meeting Maastricht: Nominal convergence of the new member states toward EMU," Economic Modelling, Elsevier, vol. 27(2), pages 507-515, March.
- 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.
- 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.
Cited by:
- Hutchison, Michael & Sushko, Vladyslav, 2013. "Impact of macro-economic surprises on carry trade activity," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1133-1147.
- Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
- Rasmus Fatum, 2009.
"Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?,"
IMES Discussion Paper Series
09-E-12, Institute for Monetary and Economic Studies, Bank of Japan.
- Rasmus Fatum, "undated". "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?," EPRU Working Paper Series 2009-02, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
- Rasmus Fatum, 2009. "Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 75-98, November.
- He Li & Zhixiang Yu & Chuanjie Zhang & Zhuang Zhang, 2017. "Determination of China’s foreign exchange intervention: evidence from the Yuan/Dollar market," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 62-81, March.
- Huang, Alex YiHou & Peng, Sheng-Pen & Li, Fangjhy & Ke, Ching-Jie, 2011. "Volatility forecasting of exchange rate by quantile regression," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 591-606, October.
- 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.
- Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005.
"Recovering market expectations of FOMC rate changes with options on federal funds futures,"
Working Papers (Old Series)
0507, Federal Reserve Bank of Cleveland.
- John B. Carlson & Ben R. Craig & William R. Melick, 2005. "Recovering market expectations of FOMC rate changes with options on federal funds futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 25(12), pages 1203-1242, December.
Cited by:
- Jahangir Sultan, 2012. "Options on federal funds futures and interest rate volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(4), pages 330-359, April.
- John C. Williams, 2009.
"Heeding Daedalus: Optimal Inflation and the Zero Lower Bound,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(2 (Fall)), pages 1-49.
- John C. Williams, 2009. "Heeding Daedalus: Optimal inflation and the zero lower bound," Working Paper Series 2009-23, Federal Reserve Bank of San Francisco.
- Jukka Sihvonen & Sami Vähämaa, 2014. "Forward‐Looking Monetary Policy Rules and Option‐Implied Interest Rate Expectations," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(4), pages 346-373, April.
- Chen, Zhengyang, 2019.
"The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission,"
EconStor Preprints
204579, ZBW - Leibniz Information Centre for Economics.
- Chen, Zhengyang, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," MPRA Paper 96339, University Library of Munich, Germany.
- Zhengyang Chen, 2019. "The Long-term Rate and Interest Rate Volatility in Monetary Policy Transmission," 2019 Papers pch1858, Job Market Papers.
- Husted, Lucas & Rogers, John & Sun, Bo, 2020.
"Monetary policy uncertainty,"
Journal of Monetary Economics, Elsevier, vol. 115(C), pages 20-36.
- Lucas F. Husted & John H. Rogers & Bo Sun, 2017. "Monetary Policy Uncertainty," International Finance Discussion Papers 1215, Board of Governors of the Federal Reserve System (U.S.).
- Renne, Jean-Paul, 2016. "A tractable interest rate model with explicit monetary policy rates," European Journal of Operational Research, Elsevier, vol. 251(3), pages 873-887.
- Amine Bouden, 2008. "The Behavior Of The Implied Volatility Surface: Evidence From Crude Oil Futures Options," World Scientific Book Chapters, in: Mondher Bellalah & Jean-Luc Prigent & Jean-Michel Sahut & Georges Pariente & Olivier Levyne & Michel (ed.), Risk Management And Value Valuation and Asset Pricing, chapter 8, pages 151-175, World Scientific Publishing Co. Pte. Ltd..
- Bo Young Chang & Bruno Feunou, 2013. "Measuring Uncertainty in Monetary Policy Using Implied Volatility and Realized Volatility," Staff Working Papers 13-37, Bank of Canada.
- Maarten van Oordt, 2017. "Which Model to Forecast the Target Rate?," Staff Working Papers 17-60, Bank of Canada.
- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique Ter Horst, 2014.
"A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities,"
Working Papers
2014:22, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst, 2014. "A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities," Papers 1409.1956, arXiv.org.
- William R. Emmons & Aeimit K. Lakdawala & Christopher J. Neely, 2006. "What are the odds? option-based forecasts of FOMC target changes," Review, Federal Reserve Bank of St. Louis, vol. 88(Nov), pages 543-562.
- Nikolay Gospodinov & Ibrahim Jamali, 2018. "Monetary policy uncertainty, positions of traders and changes in commodity futures prices," European Financial Management, European Financial Management Association, vol. 24(2), pages 239-260, March.
- William Melick & Gabriele Galati, 1999.
"Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96,"
BIS Working Papers
77, Bank for International Settlements.
Cited by:
- Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz C., 2009. "Central bank FOREX interventions assessed using realized moments," LIDAM Reprints CORE 2135, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Beine, M. & Laurent, S. & Palm, F.C., 2003. "Central bank FOREX interventions assessed using realized moments," Research Memorandum 043, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- BEINE, Michel & LAURENT, Sébastien & PALM, Franz, 2004. "Central Bank forex interventions assessed using realized moments," LIDAM Discussion Papers CORE 2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Deniz Erdemlioglu & Sébastien Laurent & Christopher J. Neely, 2013.
"Econometric modeling of exchange rate volatility and jumps,"
Chapters, in: Adrian R. Bell & Chris Brooks & Marcel Prokopczuk (ed.), Handbook of Research Methods and Applications in Empirical Finance, chapter 16, pages 373-427,
Edward Elgar Publishing.
- Deniz Erdemlioglu & Sebastien Laurent & Christopher J. Neely, 2012. "Econometric modeling of exchange rate volatility and jumps," Working Papers 2012-008, Federal Reserve Bank of St. Louis.
- Baillie, Richard T. & Humpage, Owen F. & Osterberg, William P., 2000. "Intervention from an information perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 407-421, December.
- Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2005.
"The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility,"
International Review of Economics & Finance, Elsevier, vol. 14(1), pages 27-39.
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2003. "The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility," Kiel Working Papers 1165, Kiel Institute for the World Economy (IfW Kiel).
- Michel Beine & Ariane Szafarz, 2006. "Size matters: Central bank interventions on the Yen/Dollar exchange rate," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 49(1), pages 5-20.
- Hu, May & Li, Yunfeng & Yang, Jingjing & Chao, Chi-Chur, 2016. "Actual intervention and verbal intervention in the Chinese RMB exchange rate," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 499-508.
- 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.
- 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.
- Michel Beine & Ariane Szafarz, 2003. "The design of effective Central Bank interventions: the yen/dollar case," Working Papers CEB 03-008.RS, ULB -- Universite Libre de Bruxelles.
- João Barata R. B. Barroso, 2014.
"Realized Volatility as an Instrument to Official Intervention,"
Working Papers Series
363, Central Bank of Brazil, Research Department.
- Fatum, Rasmus & Hutchison, Michael M., 2003.
"Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan,"
Santa Cruz Department of Economics, Working Paper Series
qt3rg5p5j2, Department of Economics, UC Santa Cruz.
- Rasmus Fatum & Michael Hutchison, 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," NBER Working Papers 9648, National Bureau of Economic Research, Inc.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Center for International Economics, Working Paper Series qt2883n7z5, Center for International Economics, UC Santa Cruz.
- Rasmus Fatum & Michael M. Hutchison, 2002. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Pacific Basin Working Paper Series 2003-01, Federal Reserve Bank of San Francisco.
- Fatum, Rasmus & Hutchison, Michael, 2006. "Effectiveness of official daily foreign exchange market intervention operations in Japan," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 199-219, March.
- Fatum, Rasmus & Hutchison, Michael M., 2003. "Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan," Santa Cruz Department of Economics, Working Paper Series qt2883n7z5, Department of Economics, UC Santa Cruz.
- Jean-Yves Gnabo & J�rôme Lahaye & S�bastien Laurent & Christelle Lecourt, 2012. "Do jumps mislead the FX market?," Quantitative Finance, Taylor & Francis Journals, vol. 12(10), pages 1521-1532, October.
- Morel, Christophe & Teïletche, Jérôme, 2008. "Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004," Journal of Empirical Finance, Elsevier, vol. 15(2), pages 211-231, March.
- Michel Beine & Sébastien Laurent & Franz Palm, 2007. "Central bank intervention in the foreign exchange markets assessed using realized moments," ULB Institutional Repository 2013/10407, ULB -- Universite Libre de Bruxelles.
- 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.
- Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019. "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, vol. 2(1), pages 24-47.
- Jean-Yves Gnabo & Christelle Lecourt, 2008. "Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan," Economie Internationale, CEPII research center, issue 113, pages 5-34.
- Viola, Alessandra Pasqualina & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2019. "Foreign exchange interventions in Brazil and their impact on volatility: A quantile regression approach," Research in International Business and Finance, Elsevier, vol. 47(C), pages 251-263.
- Yushi Yoshida & Jan C. Rülke, 2009. "On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data," Discussion Papers 35, Kyushu Sangyo University, Faculty of Economics, revised Dec 2009.
- Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(1), pages 112-127, February.
- William R. Melick & Charles P. Thomas, 1996.
"Using options prices to infer PDF'S for asset prices: an application to oil prices during the Gulf crisis,"
International Finance Discussion Papers
541, Board of Governors of the Federal Reserve System (U.S.).
Cited by:
- Campa, J.M. & Chang, P.H.K., 1995.
"The Forecasting Ability of Correlations Implied in Foreign Exchange Options,"
Papers
95-26, Columbia - Graduate School of Business.
- Jose M. Campa & P. H. Kevin Chang, 1997. "The Forecasting Ability of Correlations Implied in Foreign Exchange Options," NBER Working Papers 5974, National Bureau of Economic Research, Inc.
- Campa, Jose Manuel & Chang, P. H. Kevin, 1998. "The forecasting ability of correlations implied in foreign exchange options," Journal of International Money and Finance, Elsevier, vol. 17(6), pages 855-880, December.
- Gabriele Galati & William Melick, 2002. "Central bank intervention and market expectations," BIS Papers, Bank for International Settlements, number 10.
- Michael P. Leahy & Charles P. Thomas, 1996. "The sovereignty option: the Quebec referendum and market views on the Canadian dollar," International Finance Discussion Papers 555, Board of Governors of the Federal Reserve System (U.S.).
- Sheri Markose & Amadeo Alentorn, 2005. "Option Pricing and the Implied Tail Index with the Generalized Extreme Value (GEV) Distribution," Computing in Economics and Finance 2005 397, Society for Computational Economics.
- Bronka Rzepkowski, 2001. "Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate," Working Papers 2001-03, CEPII research center.
- Bronka Rzepkowski, 2000. "The Expectations of Hong Kong Dollar Devaluation and Their Determinants," Working Papers 2000-04, CEPII research center.
- Campa, J.M. & Chang, P.H.K., 1995.
"The Forecasting Ability of Correlations Implied in Foreign Exchange Options,"
Papers
95-26, Columbia - Graduate School of Business.
- William R. Melick, 1996.
"Estimation of speculative attack models: Mexico yet again,"
BIS Working Papers
36, Bank for International Settlements.
Cited by:
- Mark Kruger & Patrick Osakwe & Jennifer Page, 1998.
"Fundamentals, Contagion and Currency Crises: An Empirical Analysis,"
Staff Working Papers
98-10, Bank of Canada.
- Mark Kruger & Patrick N. Osakwe & Jennifer Page, 2000. "Fundamentals, Contagion and Currency Crises: An Empirical Analysis," Development Policy Review, Overseas Development Institute, vol. 18(3), pages 257-274, September.
- Mark Kruger & Patrick Osakwe & Jennifer Page, 1998.
"Fundamentals, Contagion and Currency Crises: An Empirical Analysis,"
Staff Working Papers
98-10, Bank of Canada.
- Hali J. Edison & William R. Melick, 1995.
"Alternative approaches to real exchange rates and real interest rates: three up and three down,"
International Finance Discussion Papers
518, Board of Governors of the Federal Reserve System (U.S.).
- Edison, Hali J & Melick, William R, 1999. "Alternative Approaches to Real Exchange Rates and Real Interest Rates: Three Up and Three Down," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(2), pages 93-111, April.
Cited by:
- Byrne, Joseph P. & Nagayasu, Jun, 2008.
"Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship,"
SIRE Discussion Papers
2008-52, Scottish Institute for Research in Economics (SIRE).
- Byrne, Joseph P. & Nagayasu, Jun, 2010. "Structural breaks in the real exchange rate and real interest rate relationship," Global Finance Journal, Elsevier, vol. 21(2), pages 138-151.
- Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Business School - Economics, University of Glasgow.
- Frédérique Bec & Mélika Ben Salem & Ronald MacDonald, 2006.
"Real exchange rates and real interest rates : a nonlinear perspective,"
Recherches économiques de Louvain, De Boeck Université, vol. 72(2), pages 177-194.
- F. Bec & M. Ben Salem & R. MacDonald, 1999. "Real exchange rates and real interest rates : A nonlinear perspective," THEMA Working Papers 99-17, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Bec, F. & Salem, M.B. & MacDonald, R., 1999. "Real Exchange Rates and Real Interest Rates: a nonlinear Perspective," Papers 99-17, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Frédérique Bec & Mélika Ben Salem & Ronald Macdonald, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Post-Print hal-04176239, HAL.
- Frédérique BEC & Mélika BEN SALEM & Ronald MACDONALD, 2006. "Real exchange rates and real interest rates : a nonlinear perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2006024, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Apergis, Nicholas, 2014. "Can gold prices forecast the Australian dollar movements?," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 75-82.
- Leonardo Hernández & Klaus Schmidt-Hebbel, 2001.
"Banking, financial integration, and international crises : an overview,"
Working Papers Central Bank of Chile
100, Central Bank of Chile.
- Leonardo Hernández & Klaus Schmidt-Hebbel, 2002. "Banking, Financial Integration, and International Crises: An Overview," Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 1, pages 001-030, Central Bank of Chile.
- Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004.
"A new interpretation of the exchange rate-yield differential nexus,"
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"Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide,"
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See citations under working paper version above.
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European Economic Review, Elsevier, vol. 85(C), pages 84-111.
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- 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.
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- 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
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- Nedeljković, Milan & Urošević, Branko, 2012. "Determinants of the Dinar-Euro Nominal Exchange Rate," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 121-141, September.
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- Kathryn M. E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," Working Papers 506, Research Seminar in International Economics, University of Michigan.
- Kathryn M.E. Dominguez, 2003. "When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?," NBER Working Papers 9875, National Bureau of Economic Research, Inc.
- Georgios Chortareas & Ying Jiang & John C. Nankervis, 2013. "Volatility and Spillover Effects of Yen Interventions," Review of International Economics, Wiley Blackwell, vol. 21(4), pages 671-689, September.
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"FX intervention in the yen-US dollar market: A coordination channel perspective,"
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- Stefan Reitz & Mark Taylor, 2012. "FX intervention in the Yen-US dollar market: a coordination channel perspective," International Economics and Economic Policy, Springer, vol. 9(2), pages 111-128, June.
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- Michael D. Bordo & Owen F. Humpage & Anna J. Schwartz, 2012. "The Federal Reserve as an Informed Foreign Exchange Trader: 1973–1995," International Journal of Central Banking, International Journal of Central Banking, vol. 8(1), pages 127-160, March.
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"Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run,"
Ruhr Economic Papers
428, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Joscha Beckmann & Ansgar Belke & Michael Kuehl, 2013. "Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run," ROME Working Papers 201307, ROME Network.
- Joscha Beckmann & Ansgar Belke & Michael Kühl, 2015. "Foreign exchange market interventions and the $-¥ exchange rate in the long run," Applied Economics, Taylor & Francis Journals, vol. 47(38), pages 4037-4055, August.
- 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.
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- 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.
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"Realized Volatility as an Instrument to Official Intervention,"
Working Papers Series
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- Hartmann, Daniel & Pierdzioch, Christian, 2007. "Exchange rates, interventions, and the predictability of stock returns in Japan," Journal of Multinational Financial Management, Elsevier, vol. 17(2), pages 155-172, April.
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- 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.
- Langnan Chen & Xun Huang, 2008. "The effectiveness of joint intervention on the yen/US dollar exchange rate," Applied Economics Letters, Taylor & Francis Journals, vol. 15(5), pages 375-378.
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"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.
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- 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.
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