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Aggregate exchange rate pass-through : instability and inference

Melick, William Robert - In: Journal of economic integration 9 (1994) 4, pp. 427-443

Persistent link: https://www.econbiz.de/10001177481

Foreign exchange market intervention and expectations : the yen/dollar exchange rate

Galati, Gabriele; Melick, William Robert; Micu, Marian - In: Journal of international money and finance 24 (2005) 6, pp. 982-1011

Persistent link: https://www.econbiz.de/10003114024

Perceived Central Bank Intervention and Market Expectations : An Empirical Study of the Yen/Dollar Exchange Rate, 1993-96

Galati, Gabriele; Melick, William R. - 2013

This paper uses a new data set, based on Reuters news articles, to capture intervention that is perceived by FX traders and probability density functions (PDFs) estimated from option data to describe market expectations. We find that, between September 1993 and April 1996, traders viewed the...

Persistent link: https://www.econbiz.de/10014061174

Perceived central bank intervention and market expectations : an empirical study of the yen, dollar exchange rate, 1993 - 96

Galati, Gabriele; Melick, William Robert - 1999

Persistent link: https://www.econbiz.de/10013431849