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FX intervention in the yen-US dollar market : a coordination channel perspective
Reitz, Stefan; Taylor, Mark P. - 2012
The coordination channel has recently been established as an additional means by which foreign exchange market intervention may be effective. It is conjectured that strong and persistent misalignments of the exchange rate are caused by a coordination failure among fundamentals-based traders. In...
Persistent link: https://www.econbiz.de/10009520140
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Role of cross currency swap markets in funding and investment decisions
Brophy, Thomas J.; Herrala, Niko; Jurado, Raquel; … - 2019
A US dollar funding premium in the EUR/USD cross currency swap market has been in existence since 2008. Whilst there … currency swap markets over balance sheet reporting dates, using the money market statistical reporting (MMSR) dataset in order …
Persistent link: https://www.econbiz.de/10012054472
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Foreign-exchange formulas and how to operate in the currency market
Bourdain, Christopher S. - In: International corporate finance : markets, …, (pp. 88-96). 2012
Persistent link: https://www.econbiz.de/10009685009
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The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans (contributor); Lyrio, Marco (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001772012
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Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate
Reitz, Stefan - 2002
to daily US-dollar/DEM forward rates and intervention data of the Deutsche Bundesbank and the Federal Reserve from 1979 … Chartanalyse beruhende Regeln dann bewährt haben, wenn diese Zentralbanken am Devisenmarkt intervenierten. Ein ähnlicher …
Persistent link: https://www.econbiz.de/10011431685
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Price clustering in the US Dollar/Taiwan Dollar swap market
Liu, Hao-chen; Witte, Mark David - In: The financial review : the official publication of the … 48 (2013) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10009717664
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McCallum rules, exchange rates, and the term structure of interest rates
Díez de los Ríos, Antonio (contributor) - 2008
rates to explain the forward premium puzzle. We estimate this monetary policy reaction function within the framework of an …, Germany and the U.K. respond to nominal exchange rate movements. Our model is also able to replicate the forward premium …
Persistent link: https://www.econbiz.de/10003775749
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Central Bank Intervention and Exchange Rate Expectations: Evidence from the Daily DM/US-Dollar Exchange Rate
Reitz, Stefan - 2002
to daily US-dollar/DEM forward rates and intervention data of the Deutsche Bundesbank and the Federal Reserve from 1979 … Chartanalyse beruhende Regeln dann bewährt haben, wenn diese Zentralbanken am Devisenmarkt intervenierten. Ein ähnlicher …
Persistent link: https://www.econbiz.de/10010295734
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Foreign exchange intervention when interest rates are zero : does the portfolio balance channel matter after all?
Fatum, Rasmus - 2010 - This version: July 24, 2010
The Japanese zero-interest rate period provides a “natural experiment” for investigating the effectiveness and transmission channels of sterilized intervention when traditional monetary policy options are constrained. This paper takes advantage of the fact that all interventions in the...
Persistent link: https://www.econbiz.de/10008698355
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Foreign exchange markets : a guide to foreign currency operations
Riehl, Heinz; Rodriguez, Rita M. - 1977
Persistent link: https://www.econbiz.de/10000032116