Narrow search
Showing 1 - 10 of 24,864
Cover Image
Foreign exchange intervention and monetary policy design : a market microstructure analysis
Montoro, Carlos; Ortiz, Marco - 2016
Persistent link: https://www.econbiz.de/10011755541
Cover Image
The role of hedge funds in the Swiss franc foreign exchange market
Gentner, Jessica - 2024
Persistent link: https://www.econbiz.de/10014536802
Cover Image
Bank of England interest rate announcements and the foreign exchange market
Melvin, Michael; Saborowski, Christian; Sager, Michael; … - 2009
. Daily data reveal significant differences in volatility on the last of three meeting days when the interest rate … macroeconomic news effects on the foreign exchange market. We find evidence for non-linear regime switching between a high-volatility …, informed-trading state and a low-volatility, liquidity-trading state. MPC surprise announcements are shown significantly to …
Persistent link: https://www.econbiz.de/10003831967
Cover Image
Monetary policy announcements and algorithmic news trading in the foreign exchange market
Goshima, Keiichi; Kumano, Yusuke - In: Monetary and economic studies 37 (2019), pp. 71-98
Persistent link: https://www.econbiz.de/10012140430
Cover Image
Monetary policy announcement and algorithmic news trading in the foreign exchange market
Goshima, Keiichi; Kumano, Yusuke - 2018
Persistent link: https://www.econbiz.de/10013447834
Cover Image
Price discovery and liquidity recovery : forex market reactions to macro announcements
Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013417335
Cover Image
Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market
Frömmel, Michael; Kiss M., Norbert; Pintér, Klára - In: International journal of finance & economics : IJFE 16 (2011) 2, pp. 172-188
Persistent link: https://www.econbiz.de/10009159747
Cover Image
When do central banks prefer to intervene secretly?
Ferré, Montserrat; Manzano Tovar, Carolina - In: International journal of finance & economics : IJFE 14 (2009) 4, pp. 378-393
Persistent link: https://www.econbiz.de/10003902068
Cover Image
Central bank coordinated intervention : a microstructure approach
Ferré Carracedo, Montserrat; Manzano Tovar, Carolina - In: The European journal of finance 19 (2013) 1/2, pp. 113-126
Persistent link: https://www.econbiz.de/10009733292
Cover Image
Central bank information shocks and exchange rates
Franz, Thorsten - 2020 - This version: February 2020
The dynamic effects of ECB announcements, disentangled into pure monetary policy and central bank information shocks, on the euro (EUR) exchange rate are examined using a Bayesian Proxy Vector Autoregressive (VAR) model fed with high-frequency data. Contractionary monetary policy shocks result...
Persistent link: https://www.econbiz.de/10012180641