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Volumn 10, Issue 3-4, 2000, Pages 287-302

The United States as an informed foreign-exchange speculator

Author keywords

Exchange stabilization fund; Federal reserve system; Foreign exchange rates; Intervention; US treasury

Indexed keywords


EID: 0034366412     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(00)00031-7     Document Type: Article
Times cited : (13)

References (14)
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    • Chang, Y., Taylor, S.J., 1998. Intraday effects of foreign exchange interventions by the Bank of Japan. J. Int. Money Finance 17, 191-210.
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    • Chang, Y.1    Taylor, S.J.2
  • 4
    • 21844486274 scopus 로고
    • The short run dynamics of the price adjustment to new information
    • Ederington, L.H., Lee, J.H., 1995. The short run dynamics of the price adjustment to new information. J. Financial Quant. Anal. 30, 117-134.
    • (1995) J. Financial Quant. Anal. , vol.30 , pp. 117-134
    • Ederington, L.H.1    Lee, J.H.2
  • 5
    • 0000852454 scopus 로고
    • The effectiveness of Central Bank intervention: A survey of the literature after 1982
    • Princeton University
    • Edison, H., 1993. The effectiveness of Central Bank intervention: a survey of the literature after 1982. Special Papers in International Economics, no. 18, Princeton University.
    • (1993) Special Papers in International Economics , vol.18
    • Edison, H.1
  • 6
    • 43949169002 scopus 로고
    • Central Bank forex intervention assessed in continuous time
    • Goodhart, C., Hesse, T., 1993. Central Bank forex intervention assessed in continuous time. J. Int. Money Finance 12, 368-389.
    • (1993) J. Int. Money Finance , vol.12 , pp. 368-389
    • Goodhart, C.1    Hesse, T.2
  • 7
    • 0001309573 scopus 로고
    • On market timing and investment performance. II. Statistical procedures for evaluating forecasting skills
    • Henriksson, R.D., Merton, R.C., 1981. On market timing and investment performance. II. Statistical procedures for evaluating forecasting skills. J. Business 54, 513-533.
    • (1981) J. Business , vol.54 , pp. 513-533
    • Henriksson, R.D.1    Merton, R.C.2
  • 8
    • 0002403314 scopus 로고
    • Institutional aspects of US intervention
    • Federal Reserve Bank of Cleveland
    • Humpage, O.F., 1994. Institutional aspects of US intervention. Federal Reserve Bank of Cleveland. Econ. Rev. 30, 2-19.
    • (1994) Econ. Rev. , vol.30 , pp. 2-19
    • Humpage, O.F.1
  • 9
    • 0002499961 scopus 로고
    • Intervention and the dollar's decline
    • Federal Reserve Bank of Cleveland
    • Humpage, O.F., 1988. Intervention and the dollar's decline. Federal Reserve Bank of Cleveland. Econ. Rev. 24, 2-17.
    • (1988) Econ. Rev. , vol.24 , pp. 2-17
    • Humpage, O.F.1
  • 10
    • 0033429785 scopus 로고    scopus 로고
    • US intervention: Assessing the probability of success
    • Humpage, O.F., 1999. US intervention: assessing the probability of success. J. Money Credit Banking 31, 731-748.
    • (1999) J. Money Credit Banking , vol.31 , pp. 731-748
    • Humpage, O.F.1
  • 11
    • 0000043604 scopus 로고
    • The profitability of US intervention in the foreign exchange markets
    • Leahy, M.P., 1995. The profitability of US intervention in the foreign exchange markets. J. Int. Money Finance 14, 823-844.
    • (1995) J. Int. Money Finance , vol.14 , pp. 823-844
    • Leahy, M.P.1
  • 12
    • 0032703962 scopus 로고    scopus 로고
    • Technical trading rule profitability and foreign exchange intervention
    • LeBaron, B., 1999. Technical trading rule profitability and foreign exchange intervention. J. Int. Econ. 49, 125-143.
    • (1999) J. Int. Econ. , vol.49 , pp. 125-143
    • LeBaron, B.1
  • 13
    • 0001309575 scopus 로고
    • On market timing and investment performance. I. An equilibrium theory of value for market forecasts
    • Merton, R.C., 1981. On market timing and investment performance. I. An equilibrium theory of value for market forecasts. J. Business 54, 363-406.
    • (1981) J. Business , vol.54 , pp. 363-406
    • Merton, R.C.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.