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Volumn 21, Issue 9, 2001, Pages 851-860

Foreign-exchange trading volume and federal reserve intervention

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Indexed keywords


EID: 0035614345     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1904     Document Type: Article
Times cited : (21)

References (16)
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  • 2
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  • 5
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    • Clark, P. K. (1973). A subordinated stochastic process model with finite variance for speculative prices. Econometrica, 41, 135-156.
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    • Clark, P.K.1
  • 6
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    • Central bank intervention and exchange rate volatility
    • Dominguez, K. M. (1998). Central bank intervention and exchange rate volatility. Journal of International Money and Finance, 17, 161-190.
    • (1998) Journal of International Money and Finance , vol.17 , pp. 161-190
    • Dominguez, K.M.1
  • 8
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    • The effectiveness of central bank intervention: A survey of literature after 1982
    • Princeton, NJ: Princeton University
    • Edison, H. (1993). The effectiveness of central bank intervention: A survey of literature after 1982 (Special Papers on International Economics No. 18). Princeton, NJ: Princeton University.
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    • Edison, H.1
  • 9
    • 0000756720 scopus 로고
    • The stochastic dependence of security price changes and transaction volumes: Implications for the mixture-of-distributions hypothesis
    • Epps, T. W., & Epps, M. L. (1976). The stochastic dependence of security price changes and transaction volumes: Implications for the mixture-of-distributions hypothesis. Econometrica, 44, 305-321.
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    • Epps, T.W.1    Epps, M.L.2
  • 10
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    • Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
    • International Monetary Fund, Washington, DC
    • Frankel, J. A., & Froot, K. (1990). Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market (Working Paper 90/43). International Monetary Fund, Washington, DC.
    • (1990) Working Paper 90/43
    • Frankel, J.A.1    Froot, K.2
  • 12
    • 0031578419 scopus 로고    scopus 로고
    • Intervention strategies and exchange rate volatility: A noise trading perspective
    • Hung, J. H. (1997). Intervention strategies and exchange rate volatility: A noise trading perspective. Journal of International Money and Finance, 16, 779-793.
    • (1997) Journal of International Money and Finance , vol.16 , pp. 779-793
    • Hung, J.H.1
  • 13
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    • Risk and turnover in the foreign exchange market
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    • Jorion, P. (1996). Risk and turnover in the foreign exchange market. In: J. Frankel, G. Galli, & A. Giovannini (Eds.), The microstructure of foreign exchange markets (pp. 19-37). Chicago: University of Chicago Press.
    • (1996) The Microstructure of Foreign Exchange Markets , pp. 19-37
    • Jorion, P.1
  • 14
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    • The extreme value method for estimating the variance of the rate of returns
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    • (1980) Journal of Business , vol.53 , pp. 61-65
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  • 15
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    • Informed traders, intervention and price leadership: A deeper view of the microstructure of the foreign exchange market
    • Peiers, B. (1997). Informed traders, intervention and price leadership: A deeper view of the microstructure of the foreign exchange market. Journal of Finance, 52, 1589-1614.
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    • Peiers, B.1
  • 16
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    • Estimating variance from high, low, and closing prices
    • Rogers, L. C. G., & Satchell, S. E. (1991). Estimating variance from high, low, and closing prices. Annals of Applied Probability, 1, 504-512.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.