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Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan.. (2002). Hutchison, Michael ; Fatum, Rasmus.
In: EPRU Working Paper Series.
RePEc:kud:epruwp:02-11.

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  1. .

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  2. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  3. Model-Free Evaluation of Directional Predictability in Foreign Exchange. (2013). Hong, Yongmiao ; Chung, Jaehun.
    In: Working Papers.
    RePEc:wyi:wpaper:001961.

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  4. Flexible Exchange Rate with Inflation Targeting in Chile: Experience and Issues. (2011). Valdés, Rodrigo ; De Gregorio, Jose ; DeGregorio, Jose ; Tokman, Andrea .
    In: IDB Publications (Working Papers).
    RePEc:idb:brikps:1558.

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  5. Roles of Exchange Rate in Monetary Policy under Inflation Targeting: A Case Study for Thailand. (2008). Chai-anant, Chayawadee ; Pongsaparn, Runchana ; Tansuwanarat, Kessarin .
    In: Working Papers.
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  6. Model-free evaluation of directional predictability in foreign exchange markets. (2007). Hong, Yongmiao ; Chung, Jaehun.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889.

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  7. Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan. (2006). Bernal, Oscar.
    In: DULBEA Working Papers.
    RePEc:dul:wpaper:06-03rs.

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  8. Tipo de cambio flexible y fijación de metas inflacionarias en Chile: experiencia y aspectos resaltantes. (2005). Valdés, Rodrigo ; Tokman, Andrea ; De Gregorio, Jose ; Andrea Tokman Author-X-Name_First: Andrea Author-X, ; Rodrigo Valdes Author-X-Name_First: Rodrigo Author, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4428.

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  9. Flexible Exchange Rate with Inflation Targeting in Chile: Experience and Issues. (2005). Valdés, Rodrigo ; Tokman, Andrea ; De Gregorio, Jose ; Andrea Tokman Author-X-Name_First: Andrea Author-X, ; Rodrigo Valdes Author-X-Name_First: Rodrigo Author, .
    In: Research Department Publications.
    RePEc:idb:wpaper:4427.

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  10. Foreign exchange market intervention and expectations: The yen/dollar exchange rate. (2005). Melick, Will ; Galati, Gabriele ; Micu, Marian .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:24:y:2005:i:6:p:982-1011.

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  11. Fear of Floating and Exchange Rate Policy in Chile. (2005). Tokman, Andrea ; De Gregorio, Jose ; Andrea Tokman R., ; Jose De Gregorio R. /, .
    In: Journal Economía Chilena (The Chilean Economy).
    RePEc:chb:bcchec:v:8:y:2005:i:3:p:29-54.

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  12. Flexible exchange rate regime and forex intervention. (2005). Tokman, Andrea ; de Gregorio, Jose ; DeGregorio, Jose .
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:24-10.

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  13. The Zero-Interest-Rate and the Role of the Exchange Rate for Monetary Policy in Japan. (2003). Wieland, Volker ; Coenen, Günter.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200309.

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  14. Government intervention in the foreign exchange market. (2003). Humpage, Owen.
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:0315.

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  15. The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan. (2003). Wieland, Volker ; Coenen, Günter.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:50:y:2003:i:5:p:1071-1101.

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  16. The zero-interest-rate bound and the role of the exchange rate for monetary policy in Japan. (2003). Wieland, Volker ; Coenen, Günter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2003218.

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  17. The Zero-Interest Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan. (2003). Wieland, Volker ; Coenen, Günter.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3895.

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  18. Effective Foreign Exchange Intervention: Matching Strategies with Objectives.. (2003). King, Michael.
    In: International Finance.
    RePEc:bla:intfin:v:6:y:2003:i:2:p:249-71.

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  19. Effective Foreign Exchange Intervention: Matching Strategies with Objectives. (2003). King, Michael.
    In: International Finance.
    RePEc:bla:intfin:v:6:y:2003:i:2:p:249-271.

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References

References cited by this document

  1. b) Daily intervention operations of USD 1000 million or greater, but less than USD 5000 million.
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  2. Ben-Horim, Moshe and Haim Levy: Statistics: Decisions and Applications in Business and Economics. Second Edition. Random House (New York). 1984.
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  3. c) Daily intervention operations of USD 500 million or greater, but less than USD 1000 million. d) Daily intervention operations of USD 100 million or greater, but less than USD 500 million.
    Paper not yet in RePEc: Add citation now

  4. Campbell, Cynthia J. and Charles Wasley: “Measuring Security Price Performance Using Daily NASDAQ Returns.” Journal of Financial Economics 33:1 (February 1993), pp. 73-92.

  5. Dominguez, Kathryn M. and Jeffrey A. Frankel: Does Foreign Exchange Intervention Work? Institute for International Economics (Washington, D.C.). 1993a.
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  6. Fatum, Rasmus and Michael M. Hutchison: “Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach”, UCSC Working Paper No. 02-02 (August 2001). Forthcoming, The Economic Journal (April 2003).
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  7. Galati, Gabriele and William Melick: “Central Bank Intervention and Market expectations: An Empirical Study of the Yen/Dollar, 1993-96”, BIS Working Paper no. 77 (October 1999).
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  8. Glick, Reuven and Michael Hutchison: “Foreign Reserve and Money Dynamics with Asset Portfolio Adjustment: International Evidence,” Journal of International Financial Markets, Institutions and Money 10 (2000), 229-247.

  9. Glick, Reuven and Michael Hutchison: “Monetary Policy, Intervention and Exchange Rates in Japan,” in R. Glick and M. Hutchison (editors) Exchange Rate Policy and Interdependence: Perspectives from the Pacific Basin Cambridge University Press (Cambridge, United Kingdom), 1994 (chapter 10, pp. 225-257).

  10. Ito, Takatoshi and Vance Roley: “News From the US and Japan: What Moves the US-Yen/Dollar Exchange Rate,” Journal of Finance, 1987.

  11. Ito, Takatoshi: “Is Foreign Exchange Intervention Effective? The Japanese Experience in the 1990s,” NBER Working Paper No. 8914 (April 2002).

  12. Jurgensen, P.: “Report of the Working Group on Exchange Market Intervention (Jurgensen Report)”, Washington, Treasury Department (March 1983).
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  13. MacKinlay, A. Craig: “Event Studies in Economics and Finance.” Journal of Economic Literature 35 (March 1997), pp. 13-39.
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  14. Obstfeld, Maurice and Kenneth Rogoff: Foundations of International Macroeconomics, MIT Press, Massachusetts (1996).

  15. Purchases of USD (million USD) Number of Days Cumulated Amount >5000a 0 0 >1000b 0 0 > 500c 3 2,160 > 100d 15 5,184 > 0e 0 0 Total Purchases 18 7,344 Sales of USD (million USD) >5000a 0 0 >1000b 0 0 > 500c 1-833 > 100d 0 0 > 0e 3-200 Total Sales 4-1.033 a) Daily intervention operations of USD 5000 million or greater.
    Paper not yet in RePEc: Add citation now

  16. Sarno, Lucio and Mark P. Taylor: “Official Intervention in the Foreign Exchange Markets: Is it Effective and, If So, How Does It Work?”, Journal of Economic Literature, vol 34, (2001) pp. 839-868. 23 Svensson, Lars E.O. “The Zero Bound in an Open Economy: A Foolproof Way of Escaping from a Liquidity Trap,” Monetary and Economic Studies 19(S-1), February 2001, 277-312.

  17. Watanabe, Tsuomu: “The Signaling Effect of Foreign Exchange Intervention: The Case of Japan,” in R. Glick and M. Hutchison (editors) Exchange Rate Policy and Interdependence: Perspectives from the Pacific Basin Cambridge University Press (Cambridge, United Kingdom), 1994 (chapter 11, pp. 258-286).
    Paper not yet in RePEc: Add citation now

  18. White, Halbert: “A Heteroskedasticity-Consistent Covariance Matrix and a Direct Test for Heteroskedasticity,” Econometrica, 48, 1980, pp. 817–838. 25 Table 1 Fed and BoJ Intervention in the USD/JPY Exchange Rate Market Bank of Japan Intervention, April 1, 1991 – December 31, 2000 Purchases of USD (million USD) Number of Days Cumulated Amount >5000a 13 100,435 >1000b 37 144,825 > 500c 30 28,618 > 100d 79 22,948 > 0e 9 713 Total Purchases 168 303,985 Sales of USD (million USD) >5000a 2-25,757 >1000b 3-5,390 > 500c 4-2,295 > 100d 20-4,043 > 0e 4-273 Total Sales 33-37,758 Fed Intervention, April 1, 1991 – December 31, 2000.

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