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Daily effects of foreign exchange intervention : evidence from official Bank of Canada data
Fatum, Rasmus - In: Journal of international money and finance 27 (2008) 3, pp. 438-454
Persistent link: https://www.econbiz.de/10003717256
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Evaluating foreign exchange market intervention : self-selection, counterfactuals and average treatment effects
Fatum, Rasmus; Hutchison, Michael M. - 2008
Persistent link: https://www.econbiz.de/10003770517
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Evaluating foreign exchange market intervention : self-selection, counterfactuals and average treatment effects
Fatum, Rasmus (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003327716
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Evaluating foreign exchange market intervention : self-selection, counterfactuals and average treatment effects
Fatum, Rasmus (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003346722
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Official Japanese intervention in JPY/USD exchange rate market : is it effective and through which channel does it work?
Fatum, Rasmus - 2009
This paper investigates whether official Japanese intervention in the JPY/USD exchange rate over the January 1999 to March 2004 time period is effective. By integrating the official intervention data with a comprehensive set of newswire reports capturing days on which there is a rumor or...
Persistent link: https://www.econbiz.de/10003821567
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Real-time effects of central bank interventions in the euro market
Fatum, Rasmus; Pedersen, Jesper - 2007
This paper investigates the real-time effects of foreign exchange intervention using official intraday intervention data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions of the Exchange Rate Mechanism (ERM II) and intervenes on...
Persistent link: https://www.econbiz.de/10003855034
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Real-time effects of central bank interventions in the Euro market
Fatum, Rasmus (contributor); Pedersen, Jesper (contributor) - 2007
Persistent link: https://www.econbiz.de/10003433571
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Real-time effects of central bank interventions in the Euro market
Fatum, Rasmus (contributor); Pedersen, Jesper (contributor) - 2007
This paper investigates the real-time effects of foreign exchange intervention using official intraday intervention data provided by the Danish central bank. Denmark is currently pursuing an active intervention policy under the provisions of the Exchange Rate Mechanism (ERM II) and intervenes on...
Persistent link: https://www.econbiz.de/10003437292
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Official Japanese intervention in the JPY USD exchange rate market : is it effective, and through which channel does it work?
Fatum, Rasmus - In: Monetary and economic studies 27 (2009), pp. 75-98
Persistent link: https://www.econbiz.de/10003910135