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Volumn 61, Issue 2, 2003, Pages 331-352

A transaction level study of the effects of central bank intervention on exchange rates

Author keywords

Foreign exchange market; Market microstructure; Sterilised intervention

Indexed keywords

CENTRAL BANK; CURRENCY MARKET; EXCHANGE RATE;

EID: 0141942206     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0022-1996(03)00012-6     Document Type: Article
Times cited : (68)

References (14)
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    • Andersen T.Bollerslev T.Intraday seaonality and volatility persistence in financial markets Journal of Empirical Finance 4 1997 115-158
    • (1997) Journal of Empirical Finance , vol.4 , pp. 115-158
    • Andersen, T.1    Bollerslev, T.2
  • 2
    • 0031185057 scopus 로고    scopus 로고
    • The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market
    • Bhattacharya U.Weller P.The advantage to hiding one's hand: speculation and central bank intervention in the foreign exchange market Journal of Monetary Economics 39 1997 251-277
    • (1997) Journal of Monetary Economics , vol.39 , pp. 251-277
    • Bhattacharya, U.1    Weller, P.2
  • 6
    • 0000393491 scopus 로고
    • Foreign exchange intervention: An empirical assessment
    • J. A. Frankel (Ed.), Cambridge, MA: MIT Press
    • Dominguez K.M.Frankel J.A.Foreign exchange intervention: an empirical assessment Frankel J.A. On Exchange Rates 1993 MIT PressCambridge, MA
    • (1993) On Exchange Rates
    • Dominguez, K.M.1    Frankel, J.A.2
  • 8
    • 0141968961 scopus 로고    scopus 로고
    • The price impact of currency trades: Implications for intervention
    • Evans, M.D., Lyons, R.K., 2000. The price impact of currency trades: implications for intervention. Mimeo.
    • (2000) Mimeo
    • Evans, M.D.1    Lyons, R.K.2
  • 9
    • 0033433964 scopus 로고    scopus 로고
    • Exchange rate effects of central bank interventions: An analysis of transaction prices
    • Fischer A.M.Zurlinden M.Exchange rate effects of central bank interventions: an analysis of transaction prices Economic Journal 109 1999 662-676
    • (1999) Economic Journal , vol.109 , pp. 662-676
    • Fischer, A.M.1    Zurlinden, M.2
  • 11
    • 0006640604 scopus 로고    scopus 로고
    • Informed traders, intervention, and price leadership: A deeper view of the microstrucutre of the foreign exchange market
    • Peiers B.Informed traders, intervention, and price leadership: a deeper view of the microstrucutre of the foreign exchange market Journal of Finance 52 1997 1589-1614
    • (1997) Journal of Finance , vol.52 , pp. 1589-1614
    • Peiers, B.1
  • 13
    • 0033371584 scopus 로고    scopus 로고
    • Sterilised central bank intervention in the foreign exchange market
    • Vitale P.Sterilised central bank intervention in the foreign exchange market Journal of International Economics 49 1999 245-267
    • (1999) Journal of International Economics , vol.49 , pp. 245-267
    • Vitale, P.1
  • 14
    • 85031062076 scopus 로고    scopus 로고
    • Foreign exchange intervention: How to signal policy objectives and stabilise the economy
    • forthcoming
    • Vitale, P., forthcoming. Foreign exchange intervention: How to signal policy objectives and stabilise the economy. Journal of Monetary Economics.
    • Journal of Monetary Economics
    • Vitale, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.