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Foreign exchange intervention as a monetary policy instrument : evidence for inflation targeting countries
Hüfner, Felix - 2004
Persistent link: https://www.econbiz.de/10001785158
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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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The Reserve Bank of Australia Intervention : Exchange Rate Volatility from FIGARCH Modelling
Ajmi, Ahdi Noomen; Ghorbel, Ahmed; Trabelsi, Abdelwahed - 2003
In this paper, we investigate the effect of the Reserve Bank of Australia on the $US/$A volatility in the period 1983 …
Persistent link: https://www.econbiz.de/10014074870
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Central bank intervention and exchange rate behavior : empirical evidence for India
Inoue, Takeshi - In: The Singapore economic review : journal of the Economic … 60 (2015) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10011387972
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Size matters : central bank interventions on the yen/dollar exchange rate
Beine, Michel; Szafarz, Ariane - In: Brussels economic review 49 (2006) 1, pp. 5-20
Persistent link: https://www.econbiz.de/10003620335
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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
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Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate
Reitz, Stefan - 2002
In this paper we propose a generalisation of the noise trader transmission mechanism to examine the impact of central bank intervention on exchange rates. Within a heterogeneous expectations exchange rate model intervention operations are supposed to provide support to either chartist or...
Persistent link: https://www.econbiz.de/10001683383
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Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate
Reitz, Stefan - 2002
In this paper we propose a generalisation of the noise trader transmission mechanism to examine the impact of central bank intervention on exchange rates. Within a heterogeneous expectations exchange rate model intervention operations are supposed to provide support to either chartist or...
Persistent link: https://www.econbiz.de/10011431685
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Exchange rates and the information channel of monetary policy
Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - Leibniz-Institut für Wirtschaftsforschung Halle - 2020
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock component and a central bank information shock component. We identify both components using changes in interest rate futures and in exchange rates around monetary policy...
Persistent link: https://www.econbiz.de/10012295246
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Exchange rate cointegration across central bank regime shifts
López, José A. - In: Research in finance 22 (2005), pp. 327-356
Persistent link: https://www.econbiz.de/10003753410