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Noise trading, central bank interventions, and the informational content of foreign currency options

Pierdzioch, Christian - 2001

Persistent link: https://www.econbiz.de/10001626608

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

Krieg der Währungen

Pierdzioch, Christian; Stadtmann, Georg - 2011

Persistent link: https://www.econbiz.de/10008906524

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

Using ROC techniques to measure the effectiveness of foreign exchange market interventions

Pierdzioch, Christian - In: Applied economics letters 23 (2016) 4/6, pp. 389-393

Persistent link: https://www.econbiz.de/10011430685

The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan

Frenkel, Michael - 2002

This paper presents evidence on the accuracy of press reports regarding the foreign exchange market interventions conducted by the Bank of Japan (BoJ) between January 1995 and December 1999. We find that the reports of interventions in the financial press are a relatively inaccurate indicator...

Persistent link: https://www.econbiz.de/10011474901

The effectiveness of the interventions of the Swiss national bank : an event-study analysis

Pierdzioch, Christian; Stadtmann, Georg - In: Swiss journal of economics and statistics 140 (2004) 2, pp. 229-244

Persistent link: https://www.econbiz.de/10002086706

On the determinants of "small" and "large" foreign exchange market interventions : the case of the Japanese interventions in the 1990s

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: Review of financial economics : RFE 13 (2004) 3, pp. 232-243

Persistent link: https://www.econbiz.de/10002087611

Japanese and US interventions in the yen/US dollar market : estimating the monetary authorities reaction functions

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: The quarterly review of economics and finance : journal … 45 (2005) 4/5, pp. 680-698

Persistent link: https://www.econbiz.de/10003099289