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The Effects of Japanese Foreign Exchange Market Interventions on the Yen/U.S. Dollar Exchange Rate Volatility. (2003). Pierdzioch, Christian ; Frenkel, Michael ; Stadtmann, Georg.
In: Kiel Working Papers.
RePEc:zbw:ifwkwp:1165.

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Cited: 16

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Cites: 10

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Cocites: 41

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Citations

Citations received by this document

  1. Research of coupling effects between the offshore RMB exchange rate and onshore exchange rate. (2016). Shi, Lixiong .
    In: Asian Journal of Empirical Research.
    RePEc:asi:ajoerj:2016:p:201-209.

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  2. 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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  3. Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming. (2008). Salman, Ferhan ; Salih, Aslihan ; Caskurlu, Tolga ; Pinar, Mustafa C..
    In: Working Papers.
    RePEc:tcb:wpaper:0806.

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  4. Central bank authorities beliefs about foreign exchange intervention. (2008). Neely, Christopher.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:27:y:2008:i:1:p:1-25.

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  5. Central bank authorities’ beliefs about foreign exchange intervention. (2007). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2006-045.

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  6. The impact of central bank intervention on exchange-rate forecast heterogeneity. (2007). MacDonald, Ronald ; Beine, Michel ; Benassy-Quere, Agnès.
    In: Journal of the Japanese and International Economies.
    RePEc:eee:jjieco:v:21:y:2007:i:1:p:38-63.

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  7. Effectiveness of Foreign Exchange Intervention: Evidence from Pakistan. (2006). Jalil, Abdul ; Hussain, Fayyaz.
    In: SBP Working Paper Series.
    RePEc:sbp:wpaper:14.

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  8. A gazdasági növekedés problémái Japánban: a gazdasági csodától az elhúzódó recesszióig. (2006). Simon, Gyorgy .
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:815.

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  9. Identifying the effects of U.S. intervention on the levels of exchange rates. (2006). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-031.

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  10. An analysis of recent studies of the effect of foreign exchange intervention. (2005). Neely, Christopher.
    In: Working Papers.
    RePEc:fip:fedlwp:2005-030.

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  11. An analysis of recent studies of the effect of foreign exchange intervention. (2005). Neely, Christopher.
    In: Review.
    RePEc:fip:fedlrv:y:2005:i:nov:p:685-718:n:v.87no.6.

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  12. Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach. (2005). Zarate-Solano, Hector ; Rodríguez N., Norberto ; Julio, Juan ; Rodriguez, Norberto .
    In: BORRADORES DE ECONOMIA.
    RePEc:col:000094:002605.

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  13. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9875.

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  14. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
    RePEc:mie:wpaper:506.

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

    Full description at Econpapers || Download paper

  16. Can Central Bank Interventions Affect the Exchange Rate Volatility? Multivariate GARCH Approach Using Constrained Nonlinear Programming. (2002). Salman, Ferhan ; Salih, Aslihan ; Caskurlu, Tolga ; Pinar, Mustafa.
    In: EcoMod2008.
    RePEc:ekd:000238:23800121.

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References

References cited by this document

  1. Aguilar, J. and S. Nydahl (2000), Central bank intervention and exchange rates: the case of Sweden. Journal of International Financial Markets, Institutions and Money 10: 303322.

  2. Almekinders, G.J. and S.C.W. Eijffinger (1994), Daily Bundesbank and Federal Reserve interventions: Empirical Economics 19: 111 – 130.

  3. Baillie, R.T. W.P. and Osterberg (1997), Central bank intervention and risk in the forward market. Journal of International Economics 43: 483-497.

  4. Bonser-Neal, C. and G. Tanner (1996), Central bank intervention and the volatility of foreign exchange rates: evidence from the options market. Journal of International Money and Finance 15: 853-878.

  5. Cai, J., Cheung, Y.-L., Lee, R.S.K., and M. Melvin (2001), “Once-in-a-Generation” yen volatility in 1998: Fundamentals, intervention, and order flow. Journal of International Money and Finance 20: 327-47.

  6. Dominguez, K.M. (1998), Central bank intervention and exchange rate volatility. Journal of International Money and Finance 17: 161-190.

  7. Federal Reserve Bank of New York (2002), Foreign Exchange Treasury and Federal Reserve – FX operations, [http://www.ny.frb.org/pihome/news/forex].
    Paper not yet in RePEc: Add citation now

  8. Galati, G. and W. Melick (1999), Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993-96. Working Paper No. 77. Bank for International Settlements, Basel.

  9. Garman, M. B. and S.W. Kohlhagen (1983), Foreign currency option values. Journal of International Money and Finance 2: 231-237.

  10. Neely, C. J. (1998). Technical analysis and the profitability of U.S. foreign exchange intervention. Federal Reserve Bank of St. Louis Review 80: 3-17 [http://www.stls.frb.org/publications/review/indexbak.html].

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  1. Exchange Rate Unification in Nigeria: Benefits and Implications. (2024). Ozili, Peterson K.
    In: MPRA Paper.
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  2. The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Rodriguez-Novoa, Daniela ; Menkhoff, Lukas ; Arango-Lozano, Lucia.
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  3. Effect of foreign exchange intervention: The case of Korea. (2020). Kim, Youngmin ; Lee, Seojin.
    In: Pacific Economic Review.
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  4. The Effectiveness of FX Interventions: A Meta-Analysis. (2020). Villamizar-Villegas, mauricio ; Menkhoff, Lukas ; Arango-Lozano, Lucia ; Rodriguez-Novoa, Daniela.
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  6. Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate. (2019). Oharkov, Artem ; Krukovets, Dmytro ; Klynovskyi, Denys ; Brychka, Solomiia.
    In: Modern Economic Studies.
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  7. Мета-аналіз: ефект fx-інтервенцій на валютний курс. (2019). Артем Огарков, ; Дмитро Круковець, ; Денис Клиновський, ; Соломія Бричка, .
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  8. An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks. (2018). Abbuy, Kwami Edem.
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  9. Central Bank Intervention and Stock Market Response. (2016). Hsu, Ai-Chi ; Utami, Fiesty.
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  10. A Survey on the Effects of Sterilized Foreign Exchange Intervention. (2015). Villamizar-Villegas, mauricio ; Perez-Reyna, David.
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  11. A Survey on the Effects of Sterilized Foreign Exchange Intervention. (2015). Villamizar-Villegas, mauricio ; Perez-Reyna, David.
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  12. On the evolution of U.S. foreign-exchange-market intervention: thesis, theory, and institutions. (2011). Humpage, Owen ; Bordo, Michael ; Schwartz, Anna J..
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  13. An Ex-Post Empirical Investigation of the Efficacy of Central Bank Interventions in Currency Markets: Bilateral Exchange Rate of the Dollar. (2011). Adrangi, Bahram ; Allender, Mary ; Raffiee, Kambiz .
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  14. Central bank interventions and implied exchange rate correlations. (2009). Vähämaa, Sami ; Nikkinen, Jussi ; Vahamaa, Sami.
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  18. Foreign Exchange Intervention and Equilibrium Real Exchange Rates. (2007). Sideris, Dimitrios.
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  19. Foreign Exchange Intervention by the Bank of Japan: Bayesian Analysis Using a Bivariate Stochastic Volatility Model. (2006). Smith, Michael ; Pitts, Andrew.
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  25. The effectiveness of central bank intervention in the EMS: The post 1993 experience. (2006). Stix, Helmut ; Grech, Harald ; Brandner, Peter .
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  39. The foreign exchange market interventions of the European Central Bank. (2001). Pierdzionc, C. ; Frenkel, M. ; Stadtmann, G..
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  40. The foreign exchange market interventions of the European Central Bank. (2001). Pierdzionc, C. ; Frenkel, M. ; Stadtmann, G..
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