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Identifying the efficacy of central bank interventions : evidence from Australia and Japan
Kearns, Jonathan; Rigobón, Roberto - In: Journal of international economics 66 (2005) 1, pp. 31-48
Persistent link: https://www.econbiz.de/10002856609
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The impact of monetary policy on the exchange rate : a study using intraday data
Kearns, Jonathan (contributor); Manners, Phil (contributor) - 2005
Persistent link: https://www.econbiz.de/10003087930
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Identifying the efficacy of central bank interventions : evidence from Australia
Kearns, Jonathan; Rigobón, Roberto - 2003
Persistent link: https://www.econbiz.de/10001764324
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Identifying the efficacy of central bank interventions : the Australian case
Kearns, Jonathan; Rigobón, Roberto - 2002
Persistent link: https://www.econbiz.de/10001683203
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012962972
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012958823
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates : Supplementary Internet Appendix
Ferrari, Massimo - 2017
Persistent link: https://www.econbiz.de/10012958824
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - In: Journal of banking & finance 129 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
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Identifying the Efficacy of Central Bank Interventions : The Australian Case
Kearns, Jonathan; Rigobon, Roberto - 2021
The endogeneity of exchange rates and intervention has long plagued studies of the effectiveness of central banks actions in foreign exchange markets. Researchers have either excluded contemporaneous intervention, so that their explanators are predetermined, or obtained a small, and typically...
Persistent link: https://www.econbiz.de/10013234922
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Identifying the Efficacy of Central Bank Interventions : The Australian Case
Kearns, Jonathan - 2002
The endogeneity of exchange rates and intervention has long plagued studies of the effectiveness of central banks actions in foreign exchange markets. Researchers have either excluded contemporaneous intervention, so that their explanators are predetermined, or obtained a small, and typically...
Persistent link: https://www.econbiz.de/10012469651