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On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market

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  • Eijffinger, S.C.W.

    (Tilburg University, Faculty of Economics)

  • Gruijters, A.P.D.

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  • Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Research Memorandum FEW 394, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiurem:cd65eff1-5f9e-4262-8f38-b590a3c83ca0
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    References listed on IDEAS

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    1. Jos A. M. Potters & Stef H. Tijs, 1992. "The Nucleolus of a Matrix Game and Other Nucleoli," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 164-174, February.
    2. Arthur van Soest & Isolde Woittiez & Arie Kapteyn, 1990. "Labor Supply, Income Taxes, and Hours Restrictions in the Netherlands," Journal of Human Resources, University of Wisconsin Press, vol. 25(3), pages 517-558.
    3. Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the short term objectives of daily intervention by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM b3c9a534-131a-48b4-abbb-c, Tilburg University, School of Economics and Management.
    4. Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992. "The Compromise Value for NTU-Games," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
    5. van de Klundert, T.C.M.J. & Smulders, J.A., 1991. "Reconstructing growth theory : A survey," Other publications TiSEM 19355c51-17eb-4d5d-aa66-b, Tilburg University, School of Economics and Management.
    6. Lehment, Harmen, 1980. "Devisenmarktinterventionen bei flexiblen Wechselkursen: Die Politik des Managed Floating," Open Access Publications from Kiel Institute for the World Economy 28785, Kiel Institute for the World Economy (IfW Kiel).
    7. Owen F. Humpage, 1988. "Comment--Intervention and the dollar's decline," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 32-34.
    8. Bettonvil, B.W.M., 1988. "Factor screening by sequential bifurcation," Other publications TiSEM 8f5e33e9-c1e3-4c85-9f1d-2, Tilburg University, School of Economics and Management.
    9. Maschler, M. & Potters, J.A.M. & Tijs, S.H., 1992. "The general nucleolus and the reduced game property," Other publications TiSEM ab187dab-1b5b-40c3-a673-8, Tilburg University, School of Economics and Management.
    10. Raa, Thijs ten & Wolff, Edward N., 1991. "Secondary products and the measurement of productivity growth," Regional Science and Urban Economics, Elsevier, vol. 21(4), pages 581-615, December.
    11. Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM cd65eff1-5f9e-4262-8f38-b, Tilburg University, School of Economics and Management.
    12. Verbeek, Marno & Nijman, Theo, 1992. "Testing for Selectivity Bias in Panel Data Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(3), pages 681-703, August.
    13. Gilles, R.P., 1988. "On perfect competition in an economy with a coalitional structure," Research Memorandum FEW 298, Tilburg University, School of Economics and Management.
    14. Owen F. Humpage, 1988. "Intervention and the dollar's decline," Economic Review, Federal Reserve Bank of Cleveland, vol. 24(Q II), pages 2-16.
    15. Loopesko, Bonnie E., 1984. "Relationships among exchange rates, intervention, and interest rates: An empirical investigation," Journal of International Money and Finance, Elsevier, vol. 3(3), pages 257-277, December.
    16. Selen, W.J. & Heuts, R.M.J., 1988. "Capacitated lot-size production planning in process industry," Research Memorandum FEW 299, Tilburg University, School of Economics and Management.
    17. Alessie, Rob & Kapteyn, Arie & Melenberg, Bertrand, 1989. "The effects of liquidity constraints on consumption Estimation from household panel data," European Economic Review, Elsevier, vol. 33(2-3), pages 547-555, March.
    18. Hoque, Asraul & Magnus, Jan R. & Pesaran, Bahram, 1988. "The exact multi-period mean-square forecast error for the first-order autoregressive model," Journal of Econometrics, Elsevier, vol. 39(3), pages 327-346, November.
    19. Greenberg, Joseph, 1992. "On the Sensitivity of von Neumann and Morgenstern Abstract Stable Sets: The Stable and the Individual Stable Bargaining Set," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(1), pages 41-55.
    20. Selen, W.J. & Heuts, R.M.J., 1988. "Capacitated lot-size production planning in process industry," Other publications TiSEM c7e970a0-e194-4a9f-ba61-e, Tilburg University, School of Economics and Management.
    21. Owen F. Humpage, 1986. "Exchange-market intervention: the channels of influence," Economic Review, Federal Reserve Bank of Cleveland, issue Q III, pages 2-13.
    22. Bettonvil, B.W.M., 1988. "Factor screening by sequential bifurcation," Research Memorandum FEW 297, Tilburg University, School of Economics and Management.
    23. Owen F. Humpage, 1988. "Intervention and the dollar," Economic Commentary, Federal Reserve Bank of Cleveland, issue Sep.
    24. Potters, J.A.M. & Tijs, S.H., 1992. "The nucleolus of a matrix game and other nucleoli," Other publications TiSEM ae3402e7-bd19-494b-b0a1-f, Tilburg University, School of Economics and Management.
    25. Gilles, R.P., 1988. "On perfect competition in an economy with a coalitional structure," Other publications TiSEM 61acd137-ecb2-4067-b2d6-6, Tilburg University, School of Economics and Management.
    26. Maschler, M & Potters, J A M & Tijs, S H, 1992. "The General Nucleolus and the Reduced Game Property," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(1), pages 85-106.
    27. Rogoff, Kenneth, 1984. "On the effects of sterilized intervention : An analysis of weekly data," Journal of Monetary Economics, Elsevier, vol. 14(2), pages 133-150, September.
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    Cited by:

    1. Jeffrey A. Frankel & Andrew K. Rose, 1994. "A Survey of Empirical Research on Nominal Exchange Rates," NBER Working Papers 4865, National Bureau of Economic Research, Inc.
    2. Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the effectiveness of daily interventions by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Other publications TiSEM cd65eff1-5f9e-4262-8f38-b, Tilburg University, School of Economics and Management.
    3. Almekinders, G.J. & Eijffinger, S.C.W., 1992. "Daily Bundesbank and federal reserve intervention and the conditional variance tale in DM/$-returns," Other publications TiSEM 85169e0f-3ef5-44a1-a3d0-3, Tilburg University, School of Economics and Management.

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