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The transparency of the ECB policy: What can we learn from its foreign exchange market interventions?

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: Journal of policy modeling : JPMOD ; a social science … 28 (2006) 2, pp. 141-156

Persistent link: https://www.econbiz.de/10003286122

Exchange rates, interventions, and the predictability of stock returns in Japan

Hartmann, Daniel; Pierdzioch, Christian - In: Journal of multinational financial management 17 (2007) 2, pp. 155-172

Persistent link: https://www.econbiz.de/10003441987

Stock returns, exchange rate movements and central bank interventions

Hartmann, Daniel; Pierdzioch, Christian - In: Applied financial economics letters 3 (2007) 3, pp. 191-195

Persistent link: https://www.econbiz.de/10003540380

The interventions of the European Central Bank : effects, effectiveness, and policy implications

Frenkel, Michael; Stadtmann, Georg; Pierdzioch, Christian - 2001

We analyze the effectiveness of the foreign exchange market interventions conducted by the European Central Bank (ECB) in the fall of 2000 to support the external stability of the euro. To this end, in a first step different channels through which interventions may influence exchange rate...

Persistent link: https://www.econbiz.de/10010503715

The effectiveness of the FX market interventions of the Bundesbank during the Louvre period : an options-based analysis

Pierdzioch, Christian - 2000

The effectiveness of the foreign exchange market interventions conducted by the Deutsche Bundesbank during the Louvre period to alter either the level or the volatility of the $/DM spot rate is examined. Volatility quotes implicit in foreign currency options are employed to recover the impact of...

Persistent link: https://www.econbiz.de/10011476547