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Martinez, Valeria; Tse, Yiuman - In: Research in international business and finance 45 (2018), pp. 271-284

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Foreign exchange intervention and monetary policy design : a market microstructure analysis

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Firm-level effects of asymmetric intervention in foreign exchange markets : evidence from the Swiss currency floor

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Foreign exchange interventions in Brazil and their impact on volatility : a quantile regression approach

Viola, Alessandra Pasqualina; Klotzle, Marcelo Cabus; … - In: Research in international business and finance 47 (2019), pp. 251-263

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Offshore fears and onshore risk : exchange rate pressures and bank volatility contagion in the People's Republic of China

Lai, Jennifer; McNelis, Paul D. - 2019

of China (PRC), the renminbi (listed as CNH), directly affect the volatility of share prices of PRC banks and the overall …. Thus, CNH market volatility is a leading indicator of onshore PRC banking sector volatility. The results suggest that … generate greater volatility in the PRC’s banking sector. Far from being a shock absorber for the financial system of the PRC …

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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets

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Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility

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Monetary policy and noise traders : a welfare analysis

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Forex interventions and exchange rate exposure : evidence from emerging market firms

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An empirical test for the effectiveness of central bank interventions in foreign exchange markets : an application to the Canadian and Swiss Central Banks

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