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Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?. (2010). Fatum, Rasmus.
In: EPRU Working Paper Series.
RePEc:kud:epruwp:10-07.

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  1. Currency intervention and the global portfolio balance effect: Japanese lessons. (2016). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:39:y:2016:i:c:p:1-16.

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  2. Currency intervention and the global portfolio balance effect: Japanese lessons. (2015). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf373.

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  3. Exchange Rates and Interest Parity. (2014). Engel, Charles.
    In: Handbook of International Economics.
    RePEc:eee:intchp:4-453.

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  4. Exchange Rates and Interest Parity. (2013). Engel, Charles.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19336.

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  5. Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework. (2013). Vavra, David ; Portillo, Rafael ; Berg, Andrew ; Benes, Jaromir.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2013/011.

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  6. Intervenciones cambiarias esterilizadas, teoría y evidencia:el caso de México. (2012). Capraro, Santiago ; Santiago, Capraro Rodriguez ; Ignacio, Perrotini Hernandez .
    In: Contaduría y Administración.
    RePEc:nax:conyad:v:57:y:2012:i:2:p:11-44.

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  7. Does Foreign Exchange Intervention Volume Matter?. (2012). Yamamoto, Yohei ; Fatum, Rasmus.
    In: EPRU Working Paper Series.
    RePEc:kud:epruwp:12-03.

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  8. Does foreign exchange intervention volume matter?. (2012). Yamamoto, Yohei ; Fatum, Rasmus.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:115.

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  9. Currency intervention and the global portfolio balance effect: Japanese lessons. (2012). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
    In: Papers.
    RePEc:esr:wpaper:wp442.

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  10. Currency intervention and the global portfolio balance effect: Japanese lessons. (2012). McCauley, Robert ; Gerlach-Kristen, Petra.
    In: BIS Working Papers.
    RePEc:bis:biswps:389.

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  11. Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010. (2011). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2011cf830.

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  12. Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010. (2011). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf264.

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  13. Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?. (2010). Sørensen, Peter ; Fatum, Rasmus ; Pedersen, Jesper .
    In: Discussion Papers.
    RePEc:kud:kuiedp:1020.

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  14. Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?. (2010). Sørensen, Peter ; Fatum, Rasmus ; Pedersen, Jesper ; Sorensen, Peter Norman .
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:59.

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References

References cited by this document

  1. Baillie, Richard T. and Tim Bollerslev (1989). The Message in Daily Exchange Rates: A Conditional Variance Tale. Journal of Business and Economics Statistics 7, 297-305.

  2. Chang, Yuanchen (2006). The Accuracy of Reports of Foreign Exchange Intervention by the Bank of Japan: Does Tokyo Know More? Journal of International Money and Finance 25, 1241-1256.

  3. Dominguez, Kathryn M.E. and Jeffrey A. Frankel (1993a). Does Foreign Exchange Intervention Matter? The Portfolio Effect. American Economic Review 83, 1356-1369.

  4. Dominguez, Kathryn M.E. and Jeffrey A. Frankel (1993b). Does Foreign Exchange Intervention Work? Washington, D.C.: Institute for International Economics.

  5. Edison, Hali J. (1993). The Effectiveness of Central Bank Intervention: A Survey of the Literature after 1982, Special Papers in International Economics 18, Princeton University.

  6. Fatum, Rasmus and Michael M. Hutchison (1999). Is Intervention a Signal of Future Monetary Policy?: Evidence From the Federal Funds Futures Market. Journal of Money, Credit and Banking 31, 54-69.

  7. Fatum, Rasmus and Michael M. Hutchison (2005). Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04. International Economics and Economic Policy 2, 241-260.

  8. Fatum, Rasmus and Michael M. Hutchison (2010). Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects, Journal of International Money and Finance 29, 570-584.

  9. Fischer, Andreas M. (2006). On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions. Journal of International Money and Finance 25, 1226-1240.

  10. Fratzscher, Marcel (2008). Oral Interventions Versus Actual Interventions in FX Markets An Event Study Approach. Economic Journal 118, 1-28.

  11. Humpage, Owen F. (1999). US Intervention: Assessing the Probability of Success. Journal of Money, Credit and Banking 31, 731-747.

  12. Humpage, Owen F. (2003). Government Intervention in the Foreign Exchange Market. Federal Reserve Bank of Cleveland Working Paper No. 03-15.

  13. Ito, Takatoshi (2003). Is Foreign Exchange Intervention Effective?: The Japanese Experience in the 1990s. In Paul Mitzen (ed.), Monetary History, Exchange Rates and Financial Markets, Essays in Honour of Charles Goodhart, Vol. 2, Edward Elgar, UK.
    Paper not yet in RePEc: Add citation now

  14. Ito, Takatoshi (2005). Interventions and the Japanese Economic Recovery. International Economics and Economic Policy 2, 219-239.

  15. Ito, Takatoshi and Tomoyoshi Yabu (2007). What Promotes Japan to Intervene in the Forex Market? A New Approach to a Reaction Function. Journal of International Money and Finance 26, 193-212.

  16. Kumhof, Michael (2010). On the Theory of Sterilized Foreign Exchange Intervention. Journal of Economic Dynamics & Control 34, 1403-1420.

  17. Lewis, Karen K. (1995). Are Foreign Exchange Intervention and Monetary Policy Related, and Does It Really Matter? Journal of Business 68, 185-214.

  18. Naranjo, Andy and Mahen Nimalendran (2000). Government Intervention and Adverse Selection Costs in Foreign Exchange Markets. Review of Financial Studies 13, 453-477.

  19. Neely, Christopher J. (2005). An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention. Federal Reserve Bank of St. Louis Review 87, 685-717.

  20. Taylor, John B. (2006). Lessons from the Recovery from the Lost Decade in Japan: The Case of the Great Intervention and Money Injection. Background Paper for the International Conference of the Economic and Social Research Institute Cabinet Office, Government of Japan.
    Paper not yet in RePEc: Add citation now

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  4. A Yield Curve Perspective on Uncovered Interest Parity. (2006). Krippner, Leo.
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  5. A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). Schnabl, Gunther ; Hillebrand, Eric.
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