Tro Kortian
Personal Details
First Name: | Tro |
Middle Name: | |
Last Name: | Kortian |
Suffix: | |
RePEc Short-ID: | pko212 |
| |
Affiliation
Discipline of Finance
Business School
University of Sydney
Sydney, Australiahttp://sydney.edu.au/business/finance
RePEc:edi:dfusyau (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Tro Kortian & James O’Regan, 1996. "Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages," RBA Research Discussion Papers rdp9609, Reserve Bank of Australia.
- David Gruen & Tro Kortian, 1996.
"Why Does the Australian Dollar Move so Closely with the Terms of Trade?,"
RBA Research Discussion Papers
rdp9601, Reserve Bank of Australia.
- D. Gruen & T. Kortian, 1998. "Why does the Australian Dollar Move so Closely with the Terms of Trade?," Economics Discussion / Working Papers 98-26, The University of Western Australia, Department of Economics.
- Tro Kortian, 1995.
"Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature,"
RBA Research Discussion Papers
rdp9501, Reserve Bank of Australia.
repec:fth:sydnec:99-05 is not listed on IDEAS
repec:wop:syecwp:9905 is not listed on IDEAS
Articles
- Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000. "Central bank intervention and exchange rate volatility -- Australian evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 381-405, December.
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.Working papers
- Tro Kortian & James O’Regan, 1996.
"Australian Financial Market Volatility: An Exploration of Cross-country and Cross-market Linkages,"
RBA Research Discussion Papers
rdp9609, Reserve Bank of Australia.
Cited by:
- David Gruen & John Romalis & Naveen Chandra, 1999.
"The Lags of Monetary Policy,"
The Economic Record, The Economic Society of Australia, vol. 75(3), pages 280-294, September.
- David Gruen & John Romalis & Naveen Chandra, 1997. "The Lags of Monetary Policy," RBA Research Discussion Papers rdp9702, Reserve Bank of Australia.
- Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson, 2000. "A Small Model of the Australian Macroeconomy," RBA Research Discussion Papers rdp2000-05, Reserve Bank of Australia.
- Frank Campbell & Eleanor Lewis, 1998. "What Moves Yields in Australia?," RBA Research Discussion Papers rdp9808, Reserve Bank of Australia.
- Luci Ellis & Eleanor Lewis, 2001. "The Response of Financial Markets in Australia and New Zealand to News about the Asian Crisis," RBA Research Discussion Papers rdp2001-03, Reserve Bank of Australia.
- Robert McCauley, 2006. "Internationalising a currency: the case of the Australian dollar," BIS Quarterly Review, Bank for International Settlements, December.
- David Gruen & John Romalis & Naveen Chandra, 1999.
"The Lags of Monetary Policy,"
The Economic Record, The Economic Society of Australia, vol. 75(3), pages 280-294, September.
- David Gruen & Tro Kortian, 1996.
"Why Does the Australian Dollar Move so Closely with the Terms of Trade?,"
RBA Research Discussion Papers
rdp9601, Reserve Bank of Australia.
- D. Gruen & T. Kortian, 1998. "Why does the Australian Dollar Move so Closely with the Terms of Trade?," Economics Discussion / Working Papers 98-26, The University of Western Australia, Department of Economics.
Cited by:
- Tiffany Hutcheson, 2000. "Trading in the Australian Foreign Exchange Market," Working Paper Series 107, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Valadkhani, Abbas & Layton, Allan P. & Karunaratne, Neil D., 2005. "Export Price Volatility in Australia: An Application of ARCH and GARCH Models," Economics Working Papers wp05-11, School of Economics, University of Wollongong, NSW, Australia.
- Gordon de Brouwer, 1999. "Deregulation and Open Capital Markets: The Australian Experience Before Wallis," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 6(1), pages 51-68.
- Kenneth W. Clements & Renee Fry, 2006.
"Commodity Currencies And Currency Commodities,"
CAMA Working Papers
2006-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Clements, Kenneth W. & Fry, Renée, 2008. "Commodity currencies and currency commodities," Resources Policy, Elsevier, vol. 33(2), pages 55-73, June.
- Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies and Currency Commodities," Economics Discussion / Working Papers 06-17, The University of Western Australia, Department of Economics.
- Balázs Égert, 2012.
"Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?,"
EconomiX Working Papers
2012-18, University of Paris Nanterre, EconomiX.
- Balázs Egert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust Are They?," Working Papers hal-04141078, HAL.
- Balazs Egert, 2012. "Nominal and Real Exchange Rate Models in South Africa: How Robust are they?," CESifo Working Paper Series 3853, CESifo.
- Alison Tarditi, 1996. "Modelling the Australian Exchange Rate, Long Bond Yield and Inflationary Expectations," RBA Research Discussion Papers rdp9608, Reserve Bank of Australia.
- Sambit Bhattacharyya & Jeffrey G Williamson, 2010.
"Commodity Price Shocks and the Australian Economy since Federation,"
OxCarre Working Papers
041, Oxford Centre for the Analysis of Resource Rich Economies, University of Oxford.
- Sambit Bhattacharyya & Jeffrey G. Williamson, 2011. "Commodity Price Shocks And The Australian Economy Since Federation," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 51(2), pages 150-177, July.
- Sambit Bhattacharyya & Jeffrey G. Williamson, 2009. "Commodity Price Shocks and the Australian Economy since Federation," NBER Working Papers 14694, National Bureau of Economic Research, Inc.
- Sambit Bhattacharyya & Jeffrey G Williamson, 2009. "Commodity Price Shocks and the Australian Economy since Federation," Departmental Working Papers 2009-02, The Australian National University, Arndt-Corden Department of Economics.
- Sambit Bhattacharyya & Jeffrey G. Williamson, 2009. "Commodity Price Shocks and the Australian Economy since Federation," CEPR Discussion Papers 605, Centre for Economic Policy Research, Research School of Economics, Australian National University.
- Meredith Beechey & Nargis Bharucha & Adam Cagliarini & David Gruen & Christopher Thompson, 2000. "A Small Model of the Australian Macroeconomy," RBA Research Discussion Papers rdp2000-05, Reserve Bank of Australia.
- Balazs Egert, 2009.
"The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa,"
William Davidson Institute Working Papers Series
wp955, William Davidson Institute at the University of Michigan.
- Balázs Égert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," OECD Economics Department Working Papers 692, OECD Publishing.
- Balázs Égert, 2010. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," Open Economies Review, Springer, vol. 21(5), pages 655-677, November.
- Balazs Egert, 2009. "The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa," CESifo Working Paper Series 2612, CESifo.
- Kieran Burgess & Nicholas Rohde, 2013. "Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data," Economics Bulletin, AccessEcon, vol. 33(1), pages 511-518.
- Christian Gillitzer & Jonathan Kearns, 2005. "Long-term Patterns in Australia’s Terms of Trade," RBA Research Discussion Papers rdp2005-01, Reserve Bank of Australia.
- de Brouwer,Gordon, 1999. "Financial Integration in East Asia," Cambridge Books, Cambridge University Press, number 9780521651486, October.
- Mei-Hsiu Chen & Kenneth W Clements & Grace Gao, 2013. "Three Facts About World Metal Prices," Economics Discussion / Working Papers 13-01, The University of Western Australia, Department of Economics.
- Mr. Craig Beaumont & Li Cui, 2007. "Conquering Fear of Floating: Australia's Successful Adaptation to a Flexible Exchange Rate," IMF Policy Discussion Papers 2007/002, International Monetary Fund.
- Magali Dauvin, 2013.
"Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries,"
Working Papers
2013.102, Fondazione Eni Enrico Mattei.
- Magali Dauvin, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Working Papers 2013-28, CEPII research center.
- Dauvin, Magali, 2013. "Energy Prices and the Real Exchange Rate of Commodity-Exporting Countries," Energy: Resources and Markets 162418, Fondazione Eni Enrico Mattei (FEEM).
- Magali Dauvin, 2013. "Energy prices and the real exchange rate of commodity-exporting countries," EconomiX Working Papers 2013-33, University of Paris Nanterre, EconomiX.
- Chen, Yu-chin & Rogoff, Kenneth, 2003. "Commodity currencies," Journal of International Economics, Elsevier, vol. 60(1), pages 133-160, May.
- Sambit Bhattacharyya, 2021. "Commodity boom‐bust cycles and the resource curse in Australia: 1900 to 2007," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 61(2), pages 186-203, July.
- Kevin Clinton, 2001. "On Commodity-Sensitive Currencies and Inflation Targeting," Staff Working Papers 01-3, Bank of Canada.
- Khorshed Chowdhury, 2011. "Dynamics, Structural Breaks and the Determinants of the Real Exchange Rate of Australia," Economics Working Papers wp11-11, School of Economics, University of Wollongong, NSW, Australia.
- Tiffany Hutcheson, 2003. "Exchange Rate Movements As Explained By Dealers," Economic Papers, The Economic Society of Australia, vol. 22(3), pages 35-46, September.
- Malcolm Edey & John Romalis, 1996. "Issues in Modelling Monetary Policy," RBA Research Discussion Papers rdp9604, Reserve Bank of Australia.
- Stephen Grenville, 2010. "Central Banks and Capital Flows," Chapters, in: Masahiro Kawai & Mario B. Lamberte (ed.), Managing Capital Flows, chapter 3, Edward Elgar Publishing.
- Yu-chin Chen & Kenneth Rogoff, 2006.
"Are the Commodity Currencies an Exception to the Rule?,"
Working Papers
UWEC-2006-28, University of Washington, Department of Economics, revised Mar 2012.
- Chen Yu-Chin & Rogoff Kenneth, 2012. "Are The Commodity Currencies An Exception To The Rule?," Global Journal of Economics (GJE), World Scientific Publishing Co. Pte. Ltd., vol. 1(01), pages 1-28.
- Chowdhury, Khorshed, 2007. "Are The Real Exchange Rate Indices of Australia Non-Stationary in the Presence of Structural Break?," Economics Working Papers wp07-05, School of Economics, University of Wollongong, NSW, Australia.
- Barry Eichengreen & Ricardo Hausmann, 1999.
"Exchange rates and financial fragility,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 329-368.
- Barry Eichengreen & Ricardo Hausmann, 1999. "Exchange Rates and Financial Fragility," NBER Working Papers 7418, National Bureau of Economic Research, Inc.
- Chowdhury, Khorshed, 2012. "Modelling the dynamics, structural breaks and the determinants of the real exchange rate of Australia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 343-358.
- Evgenia Passari, 2015. "Commodity Currencies Revisited," Post-Print hal-01453266, HAL.
- Jonathan Hambur & Lynne Cockerell & Christopher Potter & Penelope Smith & Michelle Wright, 2015. "Modelling the Australian Dollar," RBA Research Discussion Papers rdp2015-12, Reserve Bank of Australia.
- Tro Kortian, 1995.
"Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature,"
RBA Research Discussion Papers
rdp9501, Reserve Bank of Australia.
Cited by:
- Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023.
"Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether,"
Journal of International Money and Finance, Elsevier, vol. 139(C).
- Antoine Djobenou & Emre Inan & Joann Jasiak, 2023. "Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether," Papers 2301.00509, arXiv.org.
- Alexandros Kontonikas & Christos Ioannidis, 2003.
"Should Monetary Policy Respond to Asset Price Misalignments?,"
Public Policy Discussion Papers
03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontonikas & Christos Ioannidis, 2003. "Should Monetary Policy Respond to Asset Price Misalignments?," Economics and Finance Discussion Papers 03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontonikas & Christos Ioannidis, 2004. "Should Monetary Policy Respond to Asset Price Misalignments?," Macroeconomics 0404026, University Library of Munich, Germany.
- Kontonikas, Alexandros & Ioannidis, Christos, 2005. "Should monetary policy respond to asset price misalignments?," Economic Modelling, Elsevier, vol. 22(6), pages 1105-1121, December.
- Maria Grazia Romano, 2007.
"Learning, Cascades, and Transaction Costs,"
Review of Finance, European Finance Association, vol. 11(3), pages 527-560.
- Maria Grazia Romano, 2004. "Learning, Cascades and Transaction Costs," CSEF Working Papers 123, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 01 Feb 2006.
- Alberto Montagnoli & Oreste Napolitano, 2004.
"Financial Condition Index and interest rate settings: a comparative analysis,"
Money Macro and Finance (MMF) Research Group Conference 2004
1, Money Macro and Finance Research Group.
- Alberto Montagnoli & Oreste Napolitano, 2005. "Financial Condition Index And Interest Rate Settings: A Comparative Analysis," Working Papers 8_2005, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Alberto Montagnoli & Oreste Napolitano, 2006. "Financial Condition Index and interest rate settings: a comparative analysis," Discussion Papers 2_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Rüffer, Rasmus, 1999. "Implicit government guarantees and bank herding behavior," Discussion Paper Series 1: Economic Studies 1999,06, Deutsche Bundesbank.
- Alexandros Kontonikas & Alberto Montagnoli, 2003.
"Optimal Monetary Policy and Asset Price Misalignments,"
Economics and Finance Discussion Papers
03-22, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontikas & Alberto Montagnoli, 2004. "Optimal Monetary Policy and Asset Price Misalignments," Money Macro and Finance (MMF) Research Group Conference 2004 80, Money Macro and Finance Research Group.
- Alexandros Kontonikas & Alberto Montagnoli, 2003. "Optimal Monetary Policy and Asset Price Misalignments," Public Policy Discussion Papers 03-22, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontonikas & Alberto Montagnoli, 2006. "Optimal Monetary Policy And Asset Price Misalignments," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(5), pages 636-654, November.
- Alexandros Kontonikas & Alberto Montagnoli, 2005. "Optimal Monetary Policy and Asset Price Misalignments," Working Papers 2005_9, Business School - Economics, University of Glasgow.
- Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia.
- Aguilar, Javiera & Nydahl, Stefan, 2000. "Central bank intervention and exchange rates: the case of Sweden," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 303-322, December.
- Long, Shaobo & Zuo, Yulan & Tian, Hao, 2023. "Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 278-296.
- Demmler, Michael & Fernández, Amilcar Orlian, 2024. "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
- Alexandra Lai, 2002. "Modelling Financial Instability: A Survey of the Literature," Staff Working Papers 02-12, Bank of Canada.
- Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023.
"Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether,"
Journal of International Money and Finance, Elsevier, vol. 139(C).
Articles
- Kim, Suk-Joong & Kortian, Tro & Sheen, Jeffrey, 2000.
"Central bank intervention and exchange rate volatility -- Australian evidence,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 381-405, December.
Cited by:
- 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.
- Daniel Ordoñez-Callamand & Juan D. Hernandez-Leal & Mauricio Villamizar-Villegas, 2017.
"When Multiple Objectives Meet Multiple Instruments: Identifying Simultaneous Monetary Shocks,"
Borradores de Economia
997, Banco de la Republica de Colombia.
- Ordoñez-Callamand, Daniel & Hernandez-Leal, Juan D. & Villamizar-Villegas, Mauricio, 2018. "When multiple objectives meet multiple instruments: Identifying simultaneous monetary shocks," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 78-101.
- 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.
- Koji Kubo, 2017.
"Impacts of Foreign Exchange Auctions on the Informal Market Rate in Myanmar,"
Global Economic Review, Taylor & Francis Journals, vol. 46(2), pages 189-202, April.
- Kubo, Koji, 2015. "Impacts of foreign exchange auctions on the informal market rate in Myanmar," IDE Discussion Papers 532, Institute of Developing Economies, Japan External Trade Organization(JETRO).
- Jonathan Kearns & Roberto Rigobon, 2002. "Identifying the Efficacy of Central Bank Interventions: The Australian Case," NBER Working Papers 9062, National Bureau of Economic Research, Inc.
- Jonathan Kearns & Roberto Rigobon, 2003. "Identifying the Efficacy of Central Bank Interventions: Evidence from Australia," RBA Research Discussion Papers rdp2003-04, Reserve Bank of Australia.
- Christopher J. Neely, 2007.
"Central bank authorities’ beliefs about foreign exchange intervention,"
Working Papers
2006-045, Federal Reserve Bank of St. Louis.
- 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.
- Andrea Monticini & Giacomo Vaciago, 2005.
"Are Europe's Interest Rates led by FED Announcements?,"
Macroeconomics
0507022, University Library of Munich, Germany.
- Monticini & Vaciago, 2004. "Are Europe Interest Rates led by FED's Announcements?," Macroeconomics 0407025, University Library of Munich, Germany.
- 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..
- 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.
- 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.
- Eria Hisali, 2012. "The Efficacy Of Central Bank Intervention On The Foreign Exchange Market: Uganda'S Experience," Journal of International Development, John Wiley & Sons, Ltd., vol. 24(2), pages 185-207, March.
- Yasin Kursat Onder & Mauricio Villamizar-Villegas, 2018.
"The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy,"
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.
- Diwa C Guinigundo, 2013. "A note on the effectiveness of intervention in the foreign exchange market: the case of the Philippines," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 263-277, Bank for International Settlements.
- Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
- Hasan Fehmi Baklaci & Tezer Yelkenci, 2022. "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 267-314, June.
- Michel Beine, 2003.
"Volatility expectations and asymmetric effects of direct interventions in the FX market,"
ULB Institutional Repository
2013/10439, ULB -- Universite Libre de Bruxelles.
- Beine, Michel, 2003. "Volatility expectations and asymmetric effects of direct interventions in the FX market," Journal of the Japanese and International Economies, Elsevier, vol. 17(1), pages 55-80, March.
- 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.
- Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások [Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
- 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.
- 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.
- Bal??zs ??gert & Lubo?? Kom??rek, 2000. "Official Foreign Exchange Interventions in the Czech Republic: Did They Matter?," William Davidson Institute Working Papers Series wp760, William Davidson Institute at the University of Michigan.
- Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005.
"Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach,"
Borradores de Economia
347, Banco de la Republica de Colombia.
- Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia 2605, Banco de la Republica.
- 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.
- Ferhan SALMAN & Tolga CASKURLU & Mustafa PINAR & Aslihan SALIH, 2008.
"Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming,"
EcoMod2008
23800121, EcoMod.
- Tolga Caskurlu & Mustafa C. Pinar & Aslihan Salih & Ferhan Salman, 2008. "Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming," Working Papers 0806, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Seojin Lee & Young Min Kim, 2020. "Effect of foreign exchange intervention: The case of Korea," Pacific Economic Review, Wiley Blackwell, vol. 25(5), pages 641-659, December.
- 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.
- Yin Germaschewski & Jaroslav Horvath & Jiansheng Zhong, 2022. "Oral interventions in the foreign exchange market: evidence from Australia," Empirical Economics, Springer, vol. 62(6), pages 2713-2737, June.
- Dimitrios A. Sideris, 2007.
"Foreign Exchange Intervention and Equilibrium Real Exchange Rates,"
Working Papers
56, Bank of Greece.
- Sideris, Dimitrios A., 2008. "Foreign exchange intervention and equilibrium real exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 344-357, October.
- Fatum, Rasmus & Yamamoto, Yohei, 2014. "Large versus small foreign exchange interventions," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 114-123.
- 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.
- Domac, Ilker & Mendoza, Alfonso, 2004. "Is there room for foreign exchange interventions under an inflation targeting framework ? Evidence from Mexico and Turkey," Policy Research Working Paper Series 3288, The World Bank.
- Zoe McLaren, 2002. "The Effectiveness Of Reserve Bank Of Australia Foreign Exchange Intervention," Department of Economics - Working Papers Series 849, The University of Melbourne.
- 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.
- 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.
- Carmen Broto, 2012.
"The effectiveness of forex interventions in four Latin American countries,"
Working Papers
1226, Banco de España.
- Broto, Carmen, 2013. "The effectiveness of forex interventions in four Latin American countries," Emerging Markets Review, Elsevier, vol. 17(C), pages 224-240.
- Daniel Ordoñez‐Callamand & Mauricio Villamizar‐Villegas & Luis F. Melo‐Velandia, 2018.
"Foreign exchange intervention revisited: A new way of estimating censored models,"
International Finance, Wiley Blackwell, vol. 21(2), pages 195-213, June.
- Daniel Ordoñez-Callamand & Mauricio Villamizar-Villegas & Luis F. Melo-Velandia, 2016. "Foreign Exchange Intervention Revisited: A New Way of Estimating Censored Models," Borradores de Economia 972, Banco de la Republica de Colombia.
- 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.
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