Foreign exchange markets, intervention and exchange rate regimes
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Ashima Goyal, 2006. "Exchange Rate Regimes: Middling Through," Global Economic Review, Taylor & Francis Journals, vol. 35(2), pages 153-175.
- Michael J. Sager & Mark P. Taylor, 2006. "Under the microscope: the structure of the foreign exchange market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 81-95.
- Guonan Ma & Corrinne Ho & Robert N McCauley, 2004. "The markets for non-deliverable forwards in Asian currencies," BIS Quarterly Review, Bank for International Settlements, June.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sergio, 2001.
"Hedging and financial fragility in fixed exchange rate regimes,"
European Economic Review, Elsevier, vol. 45(7), pages 1151-1193.
- Burnside, Craig & Eichenbaum, Martin & Rebelo, Sérgio, 1999. "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," CEPR Discussion Papers 2171, C.E.P.R. Discussion Papers.
- Craig Burnside & Martin S. Eichenbaum & Sergio Rebelo, 1999. "Hedging and financial fragility in fixed exchange rate regimes," Working Paper Series WP-99-11, Federal Reserve Bank of Chicago.
- Craig Burnside & Martin Eichenbaum & Sergio Rebelo, 1999. "Hedging and Financial Fragility in Fixed Exchange Rate Regimes," NBER Working Papers 7143, National Bureau of Economic Research, Inc.
- Harendra Kumar Behera, 2011.
"Onshore and offshore market for Indian rupee: recent evidence on volatility and shock spillover,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(1), pages 43-55.
- Behera, Harendra, 2010. "Onshore and offshore market for Indian Rupee: recent evidence on volatility and shock spillover," MPRA Paper 22247, University Library of Munich, Germany.
- Hart, Oliver D & Kreps, David M, 1986.
"Price Destabilizing Speculation,"
Journal of Political Economy, University of Chicago Press, vol. 94(5), pages 927-952, October.
- Hart, Oliver D. & Kreps, David M., 1986. "Price Destabilizing Speculation," Scholarly Articles 3448679, Harvard University Department of Economics.
- Olivier Jeanne & Andrew K. Rose, 2002.
"Noise Trading and Exchange Rate Regimes,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(2), pages 537-569.
- Jeanne, Olivier & Rose, Andrew K, 1999. "Noise Trading and Exchange Rate Regimes," CEPR Discussion Papers 2142, C.E.P.R. Discussion Papers.
- Olivier Jeanne & Andrew K Rose, 1999. "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G99/2, Reserve Bank of New Zealand.
- Olivier Jeanne & Andrew K. Rose, 1999. "Noise Trading and Exchange Rate Regimes," NBER Working Papers 7104, National Bureau of Economic Research, Inc.
- Goyal, Ashima & Arora, Sanchit, 2012.
"The Indian exchange rate and Central Bank action: An EGARCH analysis,"
Journal of Asian Economics, Elsevier, vol. 23(1), pages 60-72.
- Ashima Goyal & Sanchit Arora, 2010. "The Indian Exchange Rate and Central Bank Action : A GARCH Analysis," Macroeconomics Working Papers 23016, East Asian Bureau of Economic Research.
- Ashima Goyal & Sanchit Arora, 2010. "The Indian exchange rate and central bank action: A GARCH analysis," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2010-009, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal, 2009. "Monetary Policy, Forex Markets and Feedback Under Uncertainity in an Opening Economy," Working Papers id:2208, eSocialSciences.
- Maendra Dev, S., 2015. "India Development Report 2015," OUP Catalogue, Oxford University Press, number 9780199459452.
- Ashima Goyal, 2014.
"External shocks,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2014-046, Indira Gandhi Institute of Development Research, Mumbai, India.
- Goyal, Ashima, 2014. "External shocks," MPRA Paper 72498, University Library of Munich, Germany.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Ashima Goyal, 2017. "Intervention And Signaling: Interaction Between Central Banks And Fx Markets In An Emerging Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(01), pages 193-225, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Goyal, Ashima, 2006. "Macroeconomic policy and the exchange rate: working together?," MPRA Paper 27768, University Library of Munich, Germany.
- 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.
- Ashima Goyal & Abhishek Kumar, 2018.
"The effect of oil shocks and cyclicality in hiding Indian twin deficits,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(1), pages 27-45, January.
- Ashima Goyal & Abhishek Kumar, 2017. "The Effect of oil shocks and cyclicality in hiding Indian twin deficits," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-005, Indira Gandhi Institute of Development Research, Mumbai, India.
- Ashima Goyal & Abhishek Kumar, 2017. "The Effect of Oil Shocks and Cyclicality in Hiding Indian Twin Deficits," Working Papers id:11894, eSocialSciences.
- Ashima Goyal, 2018.
"Evaluating India’s exchange rate regime under global shocks,"
Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 11(3), pages 304-321, September.
- Ashima Goyal, 2018. "Evaluating India's Exchange Rate Regime Under Global Shocks," Working Papers id:12894, eSocialSciences.
- Ashima Goyal, 2018. "Evaluating India's exchange rate regime under global shocks," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2018-019, Indira Gandhi Institute of Development Research, Mumbai, India.
- Robert N McCauley & Chang Shu & Guonan Ma, 2014. "Non-deliverable forwards: 2013 and beyond," BIS Quarterly Review, Bank for International Settlements, March.
- Ashima Goyal & Vaishnavi Sharma, 2019.
"Estimating the Relationship Between the Current Account, the Capital Account and Investment for India,"
Foreign Trade Review, , vol. 54(1), pages 29-45, February.
- Ashima Goyal & Vaishnavi Sharma, 2017. "Estimating the Relationship between the Current Account, the Capital Account and Investment for India," Working Papers id:12099, eSocialSciences.
- Ashima Goyal & Vaishnavi Sharma, 2017. "Estimating the relationship between the current account, the capital account and investment for India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2017-016, Indira Gandhi Institute of Development Research, Mumbai, India.
- Tsuyuguchi, Yosuke & Wooldridge, Philip D., 2008.
"The evolution of trading activity in Asian foreign exchange markets,"
Emerging Markets Review, Elsevier, vol. 9(4), pages 231-246, December.
- Yosuke Tsuyuguchi & Philip D Wooldridge, 2008. "The evolution of trading activity in Asian foreign exchange markets," BIS Working Papers 252, Bank for International Settlements.
- Yosuke Tsuyuguchi & Philip Wooldridge, 2008. "The evolution of trading activity in Asian foreign exchange markets," Bank of Japan Working Paper Series 08-E-5, Bank of Japan.
- Ashima Goyal, 2015. "Financial stability: Underlining context," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2015-014, Indira Gandhi Institute of Development Research, Mumbai, India.
- Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2009.
"Exchange rate dynamics in a target zone--A heterogeneous expectations approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(2), pages 329-344, February.
- Bauer, Christian & De Grauwe, Paul & Reitz, Stefan, 2007. "Exchange rate dynamics in a target zone: a heterogeneous expectations approach," Discussion Paper Series 1: Economic Studies 2007,11, Deutsche Bundesbank.
- Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series 2080, CESifo.
- Jimmy Melo, 2014. "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 27-62, May.
- Samar Maziad & Mr. Joong S Kang, 2012. "RMB Internationalization: O+L5022nshore/Offshore Links," IMF Working Papers 2012/133, International Monetary Fund.
- R. Andergassen, 2003. "Rational destabilising speculation and the riding of bubbles," Working Papers 475, Dipartimento Scienze Economiche, Universita' di Bologna.
- Yeyati, Eduardo Levy & Morón, Eduardo, 2006. "Comments," LSE Research Online Documents on Economics 123116, London School of Economics and Political Science, LSE Library.
- Caballero, Ricardo J. & Krishnamurthy, Arvind, 2004.
"Smoothing sudden stops,"
Journal of Economic Theory, Elsevier, vol. 119(1), pages 104-127, November.
- Ricardo Caballero & Arvind Krishnamurthy, 2001. "Smoothing Sudden Stops," NBER Working Papers 8427, National Bureau of Economic Research, Inc.
- Britta Gehrke & Fang Yao, 2016.
"Persistence and volatility of real exchange rates: the role of supply shocks revisited,"
Reserve Bank of New Zealand Discussion Paper Series
DP2016/02, Reserve Bank of New Zealand.
- Gehrke, Britta & Yao, Fang, 2016. "Persistence and Volatility of Real Exchange Rates: The Role of Supply Shocks Revisited," VfS Annual Conference 2016 (Augsburg): Demographic Change 145752, Verein für Socialpolitik / German Economic Association.
- Adrian, Tobias, 2009.
"Inference, arbitrage, and asset price volatility,"
Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 49-64, January.
- Tobias Adrian, 2004. "Inference, arbitrage, and asset price volatility," Staff Reports 187, Federal Reserve Bank of New York.
- Kollmann, Robert, 2003. "Monetary Policy Rules in an Interdependent World," CEPR Discussion Papers 4012, C.E.P.R. Discussion Papers.
- Cheung, Yin-Wong (ed.), 2012.
"The Evolving Role of China in the Global Economy,"
MIT Press Books,
The MIT Press,
edition 1, volume 1, number 0262018234, December.
- Jinzhao Chen, 2012. "Crisis, Capital Controls and Covered Interest Parity: Evidence from China in Transformation," PSE Working Papers halshs-00660654, HAL.
- Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
- Cook, David & Devereux, Michael B., 2006.
"External currency pricing and the East Asian crisis,"
Journal of International Economics, Elsevier, vol. 69(1), pages 37-63, June.
- Devereux, Michael B & Cook, David, 2004. "External Currency Pricing and the East Asian Crisis," CEPR Discussion Papers 4642, C.E.P.R. Discussion Papers.
More about this item
Keywords
Foreign exchange markets; intervention; information; exchange rate bounds;All these keywords.
JEL classification:
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2015-06-20 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ind:igiwpp:2015-011. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Shamprasad M. Pujar (email available below). General contact details of provider: https://edirc.repec.org/data/igidrin.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.