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Dollar illiquidity and central bank swap arrangements during the global financial crisis

Rose, Andrew; Spiegel, Mark - In: Journal of international economics 88 (2012) 2, pp. 326-340

Persistent link: https://www.econbiz.de/10009691854

Central Bank Exchange Rate Interventions and Market Expectations : The Case of Mexico during the Financial Crisis 2008-2009

Benavides, Guillermo - 2011

The objective of this research paper is to analyze if exchange rate interventions that the Central Bank of Mexico had during the 2008-2009 financial crisis influenced the Mexican Peso-US Dollar exchange rate market expectations. Expectations are gauged by Risk-Neutral Densities (RNDs) extracted...

Persistent link: https://www.econbiz.de/10013120779

Spillovers to exchange rates from monetary and macroeconomic communications events

Rossi, Enzo; Wolff, Vincent - 2020

Persistent link: https://www.econbiz.de/10012301935

Impact of central bank intervention in the foreign exchange market : evidence from India using an event study approach

Trivedi, Smita Roy; Srinivasan, Bobby - In: Economic papers : a journal of applied economics and policy 35 (2016) 4, pp. 389-402

Persistent link: https://www.econbiz.de/10011718842

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 1983-1995, which can be broken into four distinct phases. Equally, we investigate the changing effectiveness of daily intervention into various separate components. We test the...

Persistent link: https://www.econbiz.de/10014074870

Central banks' response to inflation, output gap, and exchange rate in Nigeria and South Africah

Vincent, Olusegun - In: Cogent business & management 8 (2021) 1, pp. 1-12

In Africa, a number of countries like South Africa have adopted inflation targeting. In Nigeria, different monetary … policy regimes have been adopted over the years with rather unsatisfactory success. This study examines inflation targeting … 2016. The study unravels evidence of a significant response of inflation and squared inflation to policy interest rates in …

Persistent link: https://www.econbiz.de/10012628924