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Currency intervention and the global portfolio balance effect: Japanese lessons

Gerlach-Kristen, Petra; McCauley, Robert N.; Ueda, Kazuo - 2012

rates in a wide range of countries, including Japan. It seems that this decline was triggered by the investment of the … intervention proceeds in US bonds and that a global portfolio balance effect spread the resulting decline in US yields to other …

Persistent link: https://www.econbiz.de/10010392522

Currency intervention and the global portfolio balance effect : Japanese lessons

Gerlach-Kristen, Petra; McCauley, Robert N.; Ueda, Kazuo - In: Journal of the Japanese and international economies : … 39 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011666207

How successful are exchange rate communication and interventions? Evidence from time-series and event-study approaches

Fratzscher, Marcel - 2005

The paper analyses whether communication and actual interventions in FX markets are successful in moving exchange rates over the medium- to long-run. It compares empirical evidence based on time-series analysis with that obtained from an eventstudy approach. Both the time-series approach based...

Persistent link: https://www.econbiz.de/10011604574