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Does foreign exchange intervention signal future monetary policy?
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Cited by:
- Andreas M. Fischer, 2000.
"Do Interventions Smooth Interest Rates?,"
Working Papers
00.04, Swiss National Bank, Study Center Gerzensee.
- Fischer, Andreas, 2000. "Do Interventions Smooth Interest Rates?," CEPR Discussion Papers 2479, C.E.P.R. Discussion Papers.
- P. Siklos, D. Waymark, 2006.
"Measuring the Impact of Intervention on Exchange Market Pressure,"
Working Papers
eg0048, Wilfrid Laurier University, Department of Economics, revised 2006.
- Pierre L. Siklos & Diana N. Weymark, 2006. "Measuring the Impact of Intervention on Exchange Market Pressure," Vanderbilt University Department of Economics Working Papers 0604, Vanderbilt University Department of Economics.
- 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 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 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 & 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.
- Harvey, Campbell R. & Huang, Roger D., 2002.
"The impact of the Federal Reserve Bank's open market operations,"
Journal of Financial Markets, Elsevier, vol. 5(2), pages 223-257, April.
- Campbell R. Harvey & Roger D. Huang, 1994. "The Impact of the Federal Reserve Bank's Open Market Operations," NBER Working Papers 4663, National Bureau of Economic Research, Inc.
- Sweeney, R. J., 2000. "Does the Fed beat the foreign-exchange market?," Journal of Banking & Finance, Elsevier, vol. 24(5), pages 665-694, May.
- Barry Eichengreen., 1993.
"International Monetary Arrangements for the 21st Century,"
Center for International and Development Economics Research (CIDER) Working Papers
C93-021, University of California at Berkeley.
- Eichengreen, Barry, 1993. "International Monetary Arrangements for the 21st Century," Center for International and Development Economics Research (CIDER) Working Papers 233202, University of California-Berkeley, Department of Economics.
- Vitale, Paolo, 2003. "Foreign exchange intervention: how to signal policy objectives and stabilise the economy," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 841-870, May.
- Baum, Christopher F. & Caglayan, Mustafa & Barkoulas, John T., 2001.
"Exchange Rate Uncertainty and Firm Profitability,"
Journal of Macroeconomics, Elsevier, vol. 23(4), pages 565-576, October.
- Christopher F. Baum & Mustafa Caglayan & John T. Barkoulas, 1999. "Exchange Rate Uncertainty and Firm Profitability," Boston College Working Papers in Economics 422, Boston College Department of Economics, revised 16 Feb 2000.
- Karunaratne, Neil Dias, 1996. "Exchange rate intervention in Australia (December 1983 to May 1993)," Journal of Policy Modeling, Elsevier, vol. 18(4), pages 397-417, August.
- Dewachter, Hans & Erdemlioglu, Deniz & Gnabo, Jean-Yves & Lecourt, Christelle, 2014.
"The intra-day impact of communication on euro-dollar volatility and jumps,"
Journal of International Money and Finance, Elsevier, vol. 43(C), pages 131-154.
- Hans DEWACHTER & Deniz ERDEMLIOGLU & Jean-Yves GNABO & Christelle LECOURT, 2013. "The intra-day impact of communication on euro-dollar volatility and jumps," Working Papers of Department of Economics, Leuven ces13.04, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
- Jaehun Chung & Yongmiao Hong, 2013. "Model-Free Evaluation of Directional Predictability in Foreign Exchange," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Owen F. Humpage, 1994. "Institutional aspects of U.S. intervention," Economic Review, Federal Reserve Bank of Cleveland, vol. 30(Q I), pages 2-19.
- Roman Horvath, 2007.
"Modelling Central Bank Intervention Activity under Inflation Targeting,"
Economics Bulletin, AccessEcon, vol. 6(29), pages 1-8.
- Horvath, Roman, 2006. "Modelling Central Bank Intervention Activity under Inflation Targeting," MPRA Paper 914, University Library of Munich, Germany.
- 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.
- Ghosh, Atish R. & Ostry, Jonathan D. & Qureshi, Mahvash S., 2018. "Taming the Tide of Capital Flows: A Policy Guide," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262037165, December.
- Anna Schwartz, 2000. "The Rise and Fall of Foreign Exchange Market Intervention as a Policy Tool," Journal of Financial Services Research, Springer;Western Finance Association, vol. 18(2), pages 319-339, December.
- Jaehun Chung & Yongmiao Hong, 2007. "Model-free evaluation of directional predictability in foreign exchange markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 855-889.
- Brandner, Peter & Grech, Harald & Stix, Helmut, 2006.
"The effectiveness of central bank intervention in the EMS: The post 1993 experience,"
Journal of International Money and Finance, Elsevier, vol. 25(4), pages 580-597, June.
- Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience," WIFO Working Papers 168, WIFO.
- Peter Brandner & Harald Grech & Helmut Stix, 2001. "The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience," Working Papers 55, Oesterreichische Nationalbank (Austrian Central Bank).
- Reinhart, Carmen & Reinhart, Vincent, 2000.
"What does a G-3 target zone mean for emerging-market economies?,"
MPRA Paper
14099, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2002. "Is a G-3 Target Zone on Target for Emerging Markets?," MPRA Paper 7581, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2002. "Una banda cambiaria en el G–3 ¿Es lo mejor para los mercados emergentes? [Is a G-3 Target Zone on Target for Emerging Markets?]," MPRA Paper 13694, University Library of Munich, Germany.
- 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.
- Kathryn M. Dominguez, 1993. "Does Central Bank Intervention Increase the Volatility of Foreign Exchange Rates?," NBER Working Papers 4532, National Bureau of Economic Research, Inc.
- 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.
- Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
- Paolo Vitale, 2007.
"A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination,"
Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
- Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
- Engel, Charles, 2014.
"Exchange Rates and Interest Parity,"
Handbook of International Economics, in: Gopinath, G. & Helpman, . & Rogoff, K. (ed.), Handbook of International Economics, edition 1, volume 4, chapter 0, pages 453-522,
Elsevier.
- Charles Engel, 2013. "Exchange Rates and Interest Parity," NBER Working Papers 19336, National Bureau of Economic Research, Inc.
- Kaminsky, Graciela L. & Lewis, Karen K., 1996.
"Does foreign exchange intervention signal future monetary policy?,"
Journal of Monetary Economics, Elsevier, vol. 37(2-3), pages 285-312, April.
- Kaminsky, G.L. & Lewis, K.K., 1992. "Does Foreign Exchange Intervention Signal Future Monetary Policy?," Weiss Center Working Papers 93-3, Wharton School - Weiss Center for International Financial Research.
- Graciela L. Kaminsky & Karen K. Lewis, 1996. "Does foreign exchange intervention signal future monetary policy?," Working Papers 96-7, Federal Reserve Bank of Philadelphia.
- Graciela L. Kaminsky & Karen K. Lewis, 1993. "Does foreign exchange intervention signal future monetary policy?," Finance and Economics Discussion Series 93-1, Board of Governors of the Federal Reserve System (U.S.).
- Graciela Kaminsky & Karen K. Lewis, 1993. "Does Foreign Exchange Intervention Signal Future Monetary Policy?," NBER Working Papers 4298, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2016.
"Bubble thy neighbour: Portfolio effects and externalities from capital controls,"
Journal of International Economics, Elsevier, vol. 99(C), pages 85-104.
- Kristin J. Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-48.
- Kristin Forbes & Marcel Fratzscher & Thomas Kostka & Roland Straub, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," NBER Working Papers 18052, National Bureau of Economic Research, Inc.
- Fratzscher, Marcel & Forbes, Kristin & Straub, Roland, 2012. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," CEPR Discussion Papers 8979, C.E.P.R. Discussion Papers.
- Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas & Straub, Roland, 2012. "Bubble thy neighbor: portfolio effects and externalities from capital controls," Working Paper Series 1456, European Central Bank.
- Straub, Roland & Forbes, Kristin & Fratzscher, Marcel & Kostka, Thomas, 2013. "Bubble Thy Neighbor: Portfolio Effects and Externalities from Capital Controls," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79785, Verein für Socialpolitik / German Economic Association.
- Adler, Gustavo & Lisack, Noëmie & Mano, Rui C., 2019.
"Unveiling the effects of foreign exchange intervention: A panel approach,"
Emerging Markets Review, Elsevier, vol. 40(C), pages 1-1.
- Gustavo Adler & Noemie Lisack & Rui Mano, 2015. "Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach," IMF Working Papers 2015/130, International Monetary Fund.
- Reinhart, Carmen M. & Reinhart, Vincent R., 2011. "Entrada de capitales y acumulación de reservas: evidencia reciente," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 20, pages 15-25.
- Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
- Ayadi, Mohamed A. & Ben Omrane, Walid & Das, Deepan Kumar, 2024. "Macroeconomic news, senior officials' speeches, and emerging currency markets: An intraday analysis of price jump reaction," Emerging Markets Review, Elsevier, vol. 60(C).
- Reinhart, Carmen M & Reinhart, Vincent R, 1999.
"On the Use of Reserve Requirements in Dealing with Capital Flow Problems,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 4(1), pages 27-54, January.
- Reinhart, Carmen & Reinhart, Vincent, 1999. "On the use of reserve requirements in dealing with capital flow problems," MPRA Paper 13703, University Library of Munich, Germany.
- Adebiyi, Michael Adebayo, 2007. "An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003)," MPRA Paper 3817, University Library of Munich, Germany.
- Mickaël Clévenot & Ludovic Desmedt & Matthieu Llorca, 2010. "Le banquier central, du mutisme à la communication permanente : la tonalité du discours de la B.C.E. et son impact," Post-Print hal-01089003, HAL.
- 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.
- 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.
- Juan David Durán-Vanegas, 2015.
"Do foreign exchange interventions work as coordinating signals in Colombia?,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 33(78), pages 169-175, December.
- Juan David Durán-Vanegas, 2015. "Do foreign exchange interventions work as coordinating signals in Colombia?," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 33(78), pages 169-175, December.
- Post, Erik, 2006. "Foreign exchange market interventions as monetary policy," Working Paper Series 2006:21, Uppsala University, Department of Economics.
- 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.
- Pasquariello, Paolo, 2007. "Informative trading or just costly noise? An analysis of Central Bank interventions," Journal of Financial Markets, Elsevier, vol. 10(2), pages 107-143, May.
- Vitale, Paolo, 2006.
"A Market Microstructure Analysis of Foreign Exchange Intervention,"
CEPR Discussion Papers
5468, C.E.P.R. Discussion Papers.
- Vitale, Paolo, 2006. "A market microstructure analysis of foreign exchange intervention," Working Paper Series 629, European Central Bank.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2017.
"A Theoretical Approach To Sterilized Foreign Exchange Intervention,"
Journal of Economic Surveys, Wiley Blackwell, vol. 31(1), pages 343-365, February.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," Borradores de Economia 862, Banco de la Republica de Colombia.
- Mauricio Villamizar-Villegas & David Perez-Reyna, 2015. "A Survey on the Effects of Sterilized Foreign Exchange Intervention," Borradores de Economia 12424, Banco de la Republica.
- Fratzscher, Marcel, 2006. "On the long-term effectiveness of exchange rate communication and interventions," Journal of International Money and Finance, Elsevier, vol. 25(1), pages 146-167, February.
- Sapp, Stephen, 2004. "Are all Central Bank interventions created equal? An empirical investigation," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 443-474, March.
- repec:bla:intfin:v:6:y:2003:i:2:p:249-71 is not listed on IDEAS
- Catherine Bonser-Neal, 1996. "Does central bank intervention stabilize foreign exchange rates?," Economic Review, Federal Reserve Bank of Kansas City, vol. 81(Q I), pages 43-57.
- Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August.
- Benjamin Born & Michael Ehrmann & Marcel Fratzscher, 2011.
"Macroprudential policy and central bank communication,"
BIS Papers chapters, in: Bank for International Settlements (ed.), Macroprudential regulation and policy, volume 60, pages 107-110,
Bank for International Settlements.
- Ehrmann, Michael & Fratzscher, Marcel & Born, Benjamin, 2010. "Macroprudential policy and central bank communication," CEPR Discussion Papers 8094, C.E.P.R. Discussion Papers.
- Dominguez, Kathryn M., 1998. "Central bank intervention and exchange rate volatility1," Journal of International Money and Finance, Elsevier, vol. 17(1), pages 161-190, February.
- Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January.
- Beine, Michel & Janssen, Gust & Lecourt, Christelle, 2009. "Should central bankers talk to the foreign exchange markets?," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 776-803, September.
- 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.
- Lukas Menkhoff, 2010.
"High‐Frequency Analysis Of Foreign Exchange Interventions: What Do We Learn?,"
Journal of Economic Surveys, Wiley Blackwell, vol. 24(1), pages 85-112, February.
- Lukas Menkhoff, 2008. "High-Frequency Analysis of Foreign Exchange Interventions: What do we learn?," CESifo Working Paper Series 2473, CESifo.
- Fratzscher, Marcel, 2005. "Strategies of exchange rate policy in G3 economies," Economics Letters, Elsevier, vol. 89(1), pages 68-74, October.
- Michael Artis, 1993. "The Role of the Exchange Rate in Monetary Policy - the Experience of Other Countries," RBA Annual Conference Volume (Discontinued), in: Adrian Blundell-Wignall (ed.),The Exchange Rate, International Trade and the Balance of Payments, Reserve Bank of Australia.
- Adam Geršl, 2006. "Testing the Effectiveness of the Czech National Bank’s Foreign-Exchange Interventions," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 56(09-10), pages 398-415, September.
- Carmen M. Reinhart & Vincent Raymond Reinhart, 2002.
"What Hurts Emerging Markets Most? G3 Exchange Rate or Interest Rate Volatility?,"
NBER Chapters, in: Preventing Currency Crises in Emerging Markets, pages 133-170,
National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2000. "What does a G-3 target zone mean for emerging-market economies?," MPRA Paper 14099, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2001. "What hurts most?: G-3 exchange rate or interest rate volatility," MPRA Paper 14098, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy in emerging markets," MPRA Paper 13874, University Library of Munich, Germany.
- Reinhart, Carmen & Reinhart, Vincent, 2003. "Twin fallacies about exchange rate policy: A note," MPRA Paper 13763, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2001. "What Hurts Most? G-3 Exchange Rate or Interest Rate Volatility," NBER Working Papers 8535, National Bureau of Economic Research, Inc.
- Reinhart, Carmen & Reinhart, Vincent, 2002. "Una banda cambiaria en el G–3 ¿Es lo mejor para los mercados emergentes? [Is a G-3 Target Zone on Target for Emerging Markets?]," MPRA Paper 13694, University Library of Munich, Germany.
- Carmen M. Reinhart & Vincent R. Reinhart, 2003. "Twin Fallacies About Exchange Rate Policy in Emerging Markets," NBER Working Papers 9670, National Bureau of Economic Research, Inc.
- Kim, Soyoung, 2003. "Monetary policy, foreign exchange intervention, and the exchange rate in a unifying framework," Journal of International Economics, Elsevier, vol. 60(2), pages 355-386, August.
- Elizabeth Bucacos & Javier García-Cicco & Miguel Mello, 2023.
"Foreign Exchange Interventions and Foreign Shocks. The case of Uruguay,"
Documentos de trabajo
2023008, Banco Central del Uruguay.
- Garcia-Cicco Javier & Bucacos Elizabeth & Mello Miguel, 2023. "Foreign Exchange Interventions and Foreign Shocks: The case of Uruguay," Asociación Argentina de Economía Política: Working Papers 4657, Asociación Argentina de Economía Política.
- Owen F. Humpage, 2003. "Government intervention in the foreign exchange market," Working Papers (Old Series) 0315, Federal Reserve Bank of Cleveland.
- Kubo, Akihiro, 2017. "The macroeconomic impact of foreign exchange intervention: An empirical study of Thailand," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 243-254.
- Brissimis, Sophocles N. & Chionis, Dionysios P., 2004. "Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility," Journal of Policy Modeling, Elsevier, vol. 26(6), pages 661-673, September.
- Jean‐Yves Gnabo & Luiz De Mello & Diego Moccero, 2010.
"Interdependencies between Monetary Policy and Foreign Exchange Interventions under Inflation Targeting: The Case of Brazil and the Czech Republic,"
International Finance, Wiley Blackwell, vol. 13(2), pages 195-221, August.
- Luiz de Mello & Diego Moccero & Jean-Yves Gnabo, 2008. "Interdependencies between Monetary policy and Foreign-Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," OECD Economics Department Working Papers 593, OECD Publishing.
- Jean-Yves Gnabo & Luiz de Mello & Diego Moccero, 2008. "Interdependencies between Monetary Policy and Foreign Exchange Intervention under Inflation Targeting: The Case of Brazil and the Czech Republic," WIDER Working Paper Series RP2008-95, World Institute for Development Economic Research (UNU-WIDER).
- 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.
- 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.
- Ho, W.-M.Wai-Ming, 2004. "The liquidity effects of foreign exchange intervention," Journal of International Economics, Elsevier, vol. 63(1), pages 179-208, May.
- Popper, Helen & Montgomery, John D., 2001. "Information sharing and central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 55(2), pages 295-316, December.
- RUGE-MURCIA, Francisco J., 1997. "Credibility and Signaling in Disinflation- a Cross Country Examination," Cahiers de recherche 9712, Universite de Montreal, Departement de sciences economiques.
- Ricardo T. Fernholz, 2015. "Exchange Rate Manipulation And Constructive Ambiguity," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 56(4), pages 1323-1348, November.
- Woosik Moon & Yeongseop Rhee, 2006. "Spot and foward market intervention during the 1997 Korean currency crisis," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 59(238), pages 243-268.
- Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 49(2), pages 245-267, December.
- Fatum, Rasmus, 2000. "On the effectiveness of sterilized foreign exchange intervention," Working Paper Series 0010, European Central Bank.
- Kentaro Iwatsubo & Satoshi Kawanishi, 2011. "The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work?," Discussion Papers 1116, Graduate School of Economics, Kobe University.
- Du, Xiuli & Cheng, Jinfeng & Zhu, Degao & Xing, Mengyue, 2023. "Does central bank communication on financial stability work? ——An empirical study based on Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 390-407.
- Marcel Fratzscher, 2008.
"Oral Interventions Versus Actual Interventions in Fx Markets - An Event-Study Approach,"
Economic Journal, Royal Economic Society, vol. 118(530), pages 1079-1106, July.
- Marcel Fratzscher, 2008. "Oral Interventions Versus Actual Interventions in Fx Markets – An Event‐Study Approach," Economic Journal, Royal Economic Society, vol. 118(530), pages 1079-1106, July.
- Mickaël Clévenot & Ludovic Desmedt & Matthieu Llorca, 2015. "The Power of Words: Issuance and Reception of Central Banker's Discourse [Le pouvoir des mots : émission et réception du discours du banquier central]," Post-Print hal-04711754, HAL.
- Ozge Akinci & Olcay Yucel Culha & Umit Ozlale & Gulbin Sahinbeyoglu, 2005. "The Effectiveness of Foreign Exchange Interventions for the Turkish Economy : A Post-Crisis Period Analysis," Working Papers 0506, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- repec:bla:intfin:v:6:y:2003:i:1:p:109-27 is not listed on IDEAS
- Christopher J. Neely, 2011. "A foreign exchange intervention in an era of restraint," Review, Federal Reserve Bank of St. Louis, vol. 93(Sep), pages 303-324.
- Cheung, Yin-Wong & Chinn, Menzie David, 2001.
"Currency traders and exchange rate dynamics: a survey of the US market,"
Journal of International Money and Finance, Elsevier, vol. 20(4), pages 439-471, August.
- Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series 251, CESifo.
- Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 349-362, December.
- Frenkel, Michael & Pierdzioch, Christian & Stadtmann, Georg, 2006. "The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?," Journal of Policy Modeling, Elsevier, vol. 28(2), pages 141-156, February.
- Fratzscher, Marcel, 2008.
"Communication and exchange rate policy,"
Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1651-1672, December.
- Fratzscher, Marcel, 2004. "Communication and exchange rate policy," Working Paper Series 363, European Central Bank.
- 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.
- Sigal Ribon, 2017. "Why the Bank of Israel Intervenes in the Foreign Exchange Market, and What Happens to the Exchange Rate," Bank of Israel Working Papers 2017.04, Bank of Israel.
- Sweeney, Richard J., 2007. "Fed intervention, dollar appreciation, and systematic risk," Journal of International Money and Finance, Elsevier, vol. 26(2), pages 167-192, March.
- 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.
- Michael Dueker, 2005.
"Dynamic Forecasts of Qualitative Variables: A Qual VAR Model of U.S. Recessions,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 96-104, January.
- Michael J. Dueker, 2003. "Dynamic forecasts of qualitative variables: a Qual VAR model of U.S. recessions," Working Papers 2001-012, Federal Reserve Bank of St. Louis.
- Tom Doan, "undated". "RATS programs to replicate Dueker(2005) JBES dynamic probit model," Statistical Software Components RTZ00049, Boston College Department of Economics.
- Mark P. Taylor & Lucio Sarno, 2001.
"Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?,"
Journal of Economic Literature, American Economic Association, vol. 39(3), pages 839-868, September.
- Taylor, Mark & Sarno, Lucio, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
- Christian Pierdzioch & Georg Stadtmann, 2004.
"The Effectiveness of the Interventions of the Swiss National Bank - An Event-Study Analysis,"
Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(II), pages 229-244, June.
- Pierdzioch, Christian & Stadtmann, Georg, 2003. "The effectiveness of the interventions of the Swiss National Bank: an event-study analysis," Kiel Working Papers 1160, Kiel Institute for the World Economy (IfW Kiel).
- Chang, Mei-Ching & Suardi, Sandy & Chang, Yuanchen, 2017. "Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?," International Review of Economics & Finance, Elsevier, vol. 51(C), pages 370-390.
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