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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
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A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market
Akiba, Hiroya; Kitamura, Yoshihiro; Matsuda, Shinichi; … - In: Exchange rates in developed and emerging markets : …, (pp. 60-74). 2013
Persistent link: https://www.econbiz.de/10010212668
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09/11 on the USD/EUR foreign exchange market
Mende, Alexander - In: Applied financial economics 16 (2006) 3, pp. 213-222
Persistent link: https://www.econbiz.de/10003291879
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09/11 on the USD/EUR foreign exchange market
Mende, Alexander (contributor) - 2005
We study the relationship between foreign exchange trading activity and volatility on the USD/EUR foreign exchange … market on the basis of a unique data set around the events of 09/11/2001. We find that volatility and bid-ask spreads are by … far larger at that time, but the shock is not persistent. The positive correlation between volume and volatility does not …
Persistent link: https://www.econbiz.de/10002637105
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Liquidity withdrawal in the FX spot market : a cross-country study using high-frequency data
Stenfors, Alexis; Susai, Masayuki - In: Journal of international financial markets, … 59 (2019), pp. 36-57
Persistent link: https://www.econbiz.de/10012127871
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When do central bank interventions influence intra-daily and longer-term exchange rate movements
Dominguez, Kathryn M. - In: Journal of international money and finance 25 (2006) 7, pp. 1051-1071
Persistent link: https://www.econbiz.de/10003394347
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When do central bank interventions influence intra-daily and longer-term exchange rate movements?
Dominguez, Kathryn M. - 2003
Persistent link: https://www.econbiz.de/10001780120
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Central bank intervention and risk in the forward market
Baillie, Richard - In: Journal of international economics 43 (1997) 3, pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
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Intervention and the bid-ask spread in G-3 foreign exchange rates
Osterberg, William P. - In: Economic review 28 (1992) 2, pp. 2-13
Persistent link: https://www.econbiz.de/10001129399
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Intervention and the foreign exchange risk premium : an empirical investigation of daily effects
Humpage, Owen F. - In: Global finance journal 3 (1992) 1, pp. 23-50
Persistent link: https://www.econbiz.de/10001129988