IDEAS home Printed from https://ideas.repec.org/f/pfa285.html
   My authors  Follow this author

Rasmus Fatum

Personal Details

First Name:Rasmus
Middle Name:
Last Name:Fatum
Suffix:
RePEc Short-ID:pfa285
[This author has chosen not to make the email address public]

Affiliation

School of Business
University of Alberta

Edmonton, Canada
http://www.business.ualberta.ca/
RePEc:edi:sbualca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. 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.
  2. Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto, 2020. "Reserves and Risk: Evidence from China," GRU Working Paper Series GRU_2020_013, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  3. Rasmus Fatum & Naoko Hara & Yohei Yamamoto, 2019. "Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields," GRU Working Paper Series GRU_2019_006, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  4. Rasmus Fatum & James Yetman, 2018. "Accumulation of foreign currency reserves and risk-taking," BIS Working Papers 728, Bank for International Settlements.
  5. Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto, 2017. "The Exchange Rate Effects of Macro News after the Global Financial Crisis," GRU Working Paper Series GRU_2017_007, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  6. Rasmus Fatum & Yohei Yamamoto, 2014. "Intra-safe haven currency behavior during the global financial crisis," Globalization Institute Working Papers 199, Federal Reserve Bank of Dallas.
  7. Rasmus Fatum & Yohei Yamamoto, 2012. "Does foreign exchange intervention volume matter?," Globalization Institute Working Papers 115, Federal Reserve Bank of Dallas.
  8. Rasmus Fatum & Michael M. Hutchison & Thomas Wu, 2010. "Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates," Globalization Institute Working Papers 49, Federal Reserve Bank of Dallas.
  9. Rasmus Fatum, 2010. "Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?," Globalization Institute Working Papers 57, Federal Reserve Bank of Dallas.
  10. 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.
  11. Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen, 2010. "Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?," Globalization Institute Working Papers 59, Federal Reserve Bank of Dallas.
  12. 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.
  13. Rasmus Fatum & Michael Hutchison & Thomas Wu, 2008. "Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan," EPRU Working Paper Series 2009-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2009.
  14. 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.
  15. 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.
  16. Rasmus Fatum & Michael R. King, 2005. "Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data," EPRU Working Paper Series 05-06, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  17. Rasmus Fatum & Michael M. Hutchison, 2005. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004," Hi-Stat Discussion Paper Series d05-93, Institute of Economic Research, Hitotsubashi University.
  18. Rasmus Fatum, 2005. "Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data," EPRU Working Paper Series 05-07, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  19. Michael R. King & Rasmus Fatum, 2005. "The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar," Staff Working Papers 05-21, Bank of Canada.
  20. Rasmus Fatum & Michael M. Hutchison, 2004. "Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04," EPRU Working Paper Series 05-05, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Jan 2005.
  21. 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.
  22. Rasmus Fatum, 2003. "One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation," EPRU Working Paper Series 03-19, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  23. Fatum, Rasmus & Scholnick, Barry, 2003. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market," Santa Cruz Center for International Economics, Working Paper Series qt4cc3291n, Center for International Economics, UC Santa Cruz.
  24. Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series 10, European Central Bank.
  25. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan," EPRU Working Paper Series 02-11, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  26. Rasmus Fatum & Barry Scholnick, "undated". "Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?," EPRU Working Paper Series 05-14, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics, revised Nov 2005.
  27. Rasmus Fatum & Michael M. Hutchison, "undated". "ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention," EPRU Working Paper Series 02-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  28. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market," EPRU Working Paper Series 96-13, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
  29. Rasmas Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu, "undated". "Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data," GRU Working Paper Series GRU_2016_004, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  30. Rasmas Fatum & Yohei Yamamoto & Guozhong Zhu, "undated". "Is the Renminbi a safe haven?," GRU Working Paper Series GRU_2016_018, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  31. Rasmus Fatum & Guozhong Zhu & Wenjie Hui, "undated". "Do Oil Endowment and Productivity Matter for Accumulation of International Reserves?," GRU Working Paper Series GRU_2016_027, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  32. Rasmus Fatum & Michael M. Hutchison, "undated". "Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach," EPRU Working Paper Series 99-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.

Articles

  1. Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei, 2023. "Reserves and risk: Evidence from China," Journal of International Money and Finance, Elsevier, vol. 134(C).
  2. Fatum, Rasmus & Zhu, Guozhong & Hui, Wenjie, 2021. "Do oil endowment and productivity matter for accumulation of international reserves?," Journal of International Money and Finance, Elsevier, vol. 117(C).
  3. Fatum, Rasmus & Yetman, James, 2020. "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, vol. 102(C).
  4. Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei, 2019. "The exchange rate effects of macro news after the global Financial Crisis," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 424-443.
  5. Fatum, Rasmus & Liu, Runjuan & Tong, Jiadong & Xu, Jiayun, 2018. "Beggar thy neighbor or beggar thy domestic firms? Evidence from 2000 to 2011 Chinese customs data," Journal of International Economics, Elsevier, vol. 115(C), pages 16-29.
  6. Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong, 2017. "Is the Renminbi a safe haven?," Journal of International Money and Finance, Elsevier, vol. 79(C), pages 189-202.
  7. Fatum, Rasmus & Yamamoto, Yohei, 2016. "Intra-safe haven currency behavior during the global financial crisis," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 49-64.
  8. Fatum, Rasmus, 2015. "Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 185-199.
  9. Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
  10. Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek, 2013. "Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 867-890, August.
  11. Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman, 2013. "The intraday effects of central bank intervention on exchange rate spreads," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 103-117.
  12. Fatum, Rasmus & Hutchison, Michael & Wu, Thomas, 2012. "Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates," Journal of the Japanese and International Economies, Elsevier, vol. 26(4), pages 542-560.
  13. 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.
  14. 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.
  15. 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.
  16. Fatum, Rasmus, 2008. "Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data," Journal of International Money and Finance, Elsevier, vol. 27(3), pages 438-454, April.
  17. Fatum, Rasmus & Scholnick, Barry, 2008. "Monetary policy news and exchange rate responses: Do only surprises matter?," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1076-1086, June.
  18. 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.
  19. Fatum, Rasmus & Scholnick, Barry, 2006. "Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(6), pages 1641-1657, September.
  20. Fatum, Rasmus, 2006. "One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation," Journal of Monetary Economics, Elsevier, vol. 53(4), pages 659-669, May.
  21. Rasmus Fatum & Michael Hutchison, 2005. "Foreign exchange intervention and monetary policy in Japan, 2003–04," International Economics and Economic Policy, Springer, vol. 2(2), pages 241-260, November.
  22. Rasmus Fatum & Michael M. Hutchison, 2003. "Is sterilised foreign exchange intervention effective after all? an event study approach," Economic Journal, Royal Economic Society, vol. 113(487), pages 390-411, April.
  23. Rasmus Fatum, 2002. "Post-Plaza intervention in the DEM/USD exchange rate," Canadian Journal of Economics, Canadian Economics Association, vol. 35(3), pages 556-567, August.
  24. Rasmus Fatum & Michael Hutchison, 2002. "ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention," Open Economies Review, Springer, vol. 13(4), pages 413-425, October.
  25. Fatum, Rasmus & Hutchison, Michael, 1999. "Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 31(1), pages 54-69, February.

Chapters

  1. Rasmus Fatum & James Yetman, 2018. "Does the accumulation of foreign currency reserves affect risk-taking? An event study approach," BIS Papers chapters, in: Bank for International Settlements (ed.), The price, real and financial effects of exchange rates, volume 96, pages 41-52, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. University of Alberta Economists (UAE)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 48 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (31) 2002-10-18 2003-12-07 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13 2014-11-17 2017-02-05 2017-03-12 2018-03-05 2019-03-11 2019-04-15 2019-07-15 2019-07-15 2023-09-25. Author is listed
  2. NEP-IFN: International Finance (27) 2002-10-18 2002-10-18 2003-05-08 2003-05-08 2003-05-08 2003-05-08 2003-12-07 2003-12-07 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-14 2009-03-28 2009-04-18 2010-05-29 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-09-11 2010-09-25 2012-06-13 2016-02-04. Author is listed
  3. NEP-CBA: Central Banking (21) 2002-10-18 2002-10-18 2003-12-07 2003-12-07 2005-06-27 2005-09-11 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-06-04 2010-07-24 2010-07-24 2010-08-14 2010-08-14 2010-09-11 2010-09-25 2019-04-15 2023-09-25. Author is listed
  4. NEP-MAC: Macroeconomics (18) 2003-12-07 2005-06-27 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10 2007-04-09 2008-07-20 2009-03-28 2009-04-18 2010-08-14 2017-01-15 2019-03-11 2019-04-15 2019-07-15 2019-07-15. Author is listed
  5. NEP-MST: Market Microstructure (8) 2007-04-09 2009-03-14 2010-05-29 2010-06-04 2010-09-11 2010-09-25 2017-03-12 2019-07-15. Author is listed
  6. NEP-FIN: Finance (7) 2002-10-18 2002-10-18 2003-05-08 2005-08-13 2005-09-17 2005-12-20 2006-06-10. Author is listed
  7. NEP-FMK: Financial Markets (6) 2005-08-13 2005-09-11 2005-09-11 2005-09-17 2005-12-20 2006-06-10. Author is listed
  8. NEP-RMG: Risk Management (6) 2002-10-18 2002-10-18 2003-05-08 2003-05-08 2003-05-08 2003-05-08. Author is listed
  9. NEP-SEA: South East Asia (6) 2005-06-27 2005-09-11 2006-06-10 2018-08-13 2019-09-09 2019-09-09. Author is listed
  10. NEP-EEC: European Economics (5) 2002-10-18 2003-05-08 2003-12-07 2007-04-09 2019-03-11. Author is listed
  11. NEP-CNA: China (4) 2016-02-04 2020-06-15 2020-07-20 2020-07-27
  12. NEP-IAS: Insurance Economics (3) 2020-06-15 2020-07-20 2020-07-27
  13. NEP-ENE: Energy Economics (2) 2017-01-15 2019-07-15
  14. NEP-INT: International Trade (2) 2016-02-04 2019-07-08
  15. NEP-OPM: Open Economy Macroeconomics (2) 2010-06-04 2019-07-08
  16. NEP-BEC: Business Economics (1) 2016-02-04
  17. NEP-CFN: Corporate Finance (1) 2003-12-07
  18. NEP-TRA: Transition Economics (1) 2016-02-04

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Rasmus Fatum should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.