-
1
-
-
0009937979
-
Reserve bank operations in the foreign exchange market: Effectiveness profitability
-
Research Discussion Paper 9406. Reserve Bank of Australia: Sydney
-
Andrew R, Broadbent J. 1994. Reserve bank operations in the foreign exchange market: effectiveness and profitability. Research Discussion Paper 9406. Reserve Bank of Australia: Sydney.
-
(1994)
-
-
Andrew, R.1
Broadbent, J.2
-
5
-
-
70349218800
-
Quasi-maximum likelihood estimation inference in dynamic models with time-varying coefficients
-
Bollerslev T, Wooldridge JM. 1992. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying coefficients. Econometric Reviews 11: 143-172.
-
(1992)
Econometric Reviews
, vol.11
, pp. 143-172
-
-
Bollerslev, T.1
Wooldridge, J.M.2
-
6
-
-
0030528472
-
Central bank intervention volatility of foreign exchange rates: Evidence from the options market
-
Bonser-Neal C, Tanner G. 1996. Central bank intervention and volatility of foreign exchange rates: evidence from the options market. Journal of International Money and Finance 15: 853-878.
-
(1996)
Journal of International Money Finance
, vol.15
, pp. 853-878
-
-
Bonser-Neal, C.1
Tanner, G.2
-
8
-
-
0002718886
-
Concerted interventions the dollar: An analysis of daily data
-
Kenen P Papadia F Saccomanni F (eds). Cambridge University Press: Cambridge
-
Catte P, Galli G, Rebecchini S. 1994. Concerted interventions and the dollar: an analysis of daily data. In The International Monetary System, Kenen P, Papadia F, Saccomanni F (eds). Cambridge University Press: Cambridge.
-
(1994)
The International Monetary System
-
-
Catte, P.1
Galli, G.2
Rebecchini, S.3
-
9
-
-
0037403633
-
Commodity currencies empirical exchange rate puzzles
-
Chen Y, Rogoff K. 2003. Commodity currencies and empirical exchange rate puzzles. Journal of International Economics 60: 133-160.
-
(2003)
Journal of International Economics
, vol.60
, pp. 133-160
-
-
Chen, Y.1
Rogoff, K.2
-
10
-
-
33646809606
-
Will the emergence of the Euro affect world commodity prices?
-
IMF Working Paper 00/208. International Monetary Fund: Washington
-
Cuddington J, Liang H. 2000. Will the emergence of the Euro affect world commodity prices? IMF Working Paper 00/208. International Monetary Fund: Washington.
-
(2000)
-
-
Cuddington, J.1
Liang, H.2
-
11
-
-
84986408962
-
The dynamics of exchange rate volatility: A multivariate latent factor ARCH model
-
Diebold F, Nerlove M. 1989. The dynamics of exchange rate volatility: a multivariate latent factor ARCH model. Journal of Applied Econometrics 4: 1-21.
-
(1989)
Journal of Applied Econometrics
, vol.4
, pp. 1-21
-
-
Diebold, F.1
Nerlove, M.2
-
12
-
-
33646794889
-
The international evidence: An assessment of experience with foreign exchange intervention in the G-3
-
Fenton P, Murray J (eds). Bank of Canada: Ottawa
-
Dominguez KM. 1997. The international evidence: an assessment of experience with foreign exchange intervention in the G-3. In Exchange Rates and Monetary Policy: Proceedings of a Conference held by the Bank of Canada, Fenton P, Murray J (eds). Bank of Canada: Ottawa.
-
(1997)
Exchange Rates and Monetary Policy: Proceedings of a Conference Held By the Bank of Canada
-
-
Dominguez, K.M.1
-
14
-
-
0003547792
-
Does Foreign Exchange Intervention Work?
-
Institute for International Economics: Washington
-
Dominguez KM, Frankel J. 1993. Does Foreign Exchange Intervention Work? Institute for International Economics: Washington.
-
(1993)
-
-
Dominguez, K.M.1
Frankel, J.2
-
15
-
-
0000852454
-
The effectiveness of central bank intervention: A survey of the literature after 1982
-
International Finance Section Princeton University: Princeton
-
Edison HJ. 1993. The effectiveness of central bank intervention: a survey of the literature after 1982. Special Papers in International Economics, Vol. 18, International Finance Section, Princeton University: Princeton.
-
(1993)
Special Papers in International Economics
, vol.18
-
-
Edison, H.J.1
-
17
-
-
0038124153
-
On the effectiveness of sterilized foreign exchange intervention
-
European Central Bank Working Paper Series (February)
-
Fatum R. 2000. On the effectiveness of sterilized foreign exchange intervention. European Central Bank Working Paper Series (February).
-
(2000)
-
-
Fatum, R.1
-
18
-
-
0043246957
-
Is sterilized intervention effective after all? An event study approach
-
Working Paper 423 Department of Economics University of California at Santa Cruz
-
Fatum R, Hutchison M. 1999. Is sterilized intervention effective after all? An event study approach. Working Paper 423, Department of Economics, University of California at Santa Cruz.
-
(1999)
-
-
Fatum, R.1
Hutchison, M.2
-
19
-
-
0002849453
-
The case for flexible exchange rates
-
Friedman M (ed). Chicago University Press: Chicago
-
Friedman M. 1953. The case for flexible exchange rates. In Essays in Positive Economics, Friedman M (ed). Chicago University Press: Chicago.
-
(1953)
Essays in Positive Economics
-
-
Friedman, M.1
-
20
-
-
11244262408
-
Central bank intervention market expectations
-
BIS Paper 10 Bank for International Settlements: Basel
-
Galati G, Melick W. 2002. Central bank intervention and market expectations. BIS Paper 10, Bank for International Settlements: Basel.
-
(2002)
-
-
Galati, G.1
Melick, W.2
-
21
-
-
33646817968
-
Identifying the efficacy of central bank interventions: The Australian case
-
NBER Working Paper No. 9062 National Bureau of Economic Research: Cambridge
-
Kearns J, Rigobon R. 2002. Identifying the efficacy of central bank interventions: the Australian case. NBER Working Paper No. 9062, National Bureau of Economic Research: Cambridge.
-
(2002)
-
-
Kearns, J.1
Rigobon, R.2
-
23
-
-
0036338354
-
The determinants of foreign exchange intervention by central banks: Evidence from Australia
-
Kim S-J, Sheen J. 2002. The determinants of foreign exchange intervention by central banks: evidence from Australia. Journal of International Money and Finance 21: 619-649.
-
(2002)
Journal of International Money Finance
, vol.21
, pp. 619-649
-
-
Kim, S.-J.1
Sheen, J.2
-
24
-
-
33646768075
-
The ineffectiveness of foreign exchange market intervention in Australia
-
Makin AJ, Shaw J. 1997. The ineffectiveness of foreign exchange market intervention in Australia. Asian Economies 26: 82-96.
-
(1997)
Asian Economies
, vol.26
, pp. 82-96
-
-
Makin, A.J.1
Shaw, J.2
-
26
-
-
33646808524
-
-
Group of Thirty Occasional Papers Group of Thirty: New York City
-
Mussa M. 1981. The Role of Official Intervention, Group of Thirty Occasional Papers, Vol. 6. Group of Thirty: New York City.
-
(1981)
The Role of Official Intervention
, vol.6
-
-
Mussa, M.1
-
27
-
-
0012309478
-
The practice of central bank intervention: Looking under the hood
-
(May/June)
-
Neely CJ. 2001. The practice of central bank intervention: looking under the hood. Federal Reserve Bank of St. Louis Review 83 (May/June): 1-10.
-
(2001)
Federal Reserve Bank of St. Louis Review
, vol.83
, pp. 1-10
-
-
Neely, C.J.1
-
28
-
-
21844527589
-
International currency experience: New lessons and lessons relearned
-
Obstfeld M. 1995. International currency experience: new lessons and lessons relearned. Brookings Papers on Economic Activity 1: 119-200.
-
(1995)
Brookings Papers on Economic Activity
, vol.1
, pp. 119-200
-
-
Obstfeld, M.1
-
30
-
-
33646771611
-
Operations in financial markets
-
Reserve Bank of Australia. Reserve Bank of Australia: Sydney
-
Reserve Bank of Australia. 1998. Operations in financial markets. Annual Report and Financial Statement, Reserve Bank of Australia: Sydney.
-
(1998)
Annual Report and Financial Statement
-
-
-
31
-
-
33646804766
-
Operations in financial markets
-
Reserve Bank of Australia. Reserve Bank of Australia: Sydney
-
Reserve Bank of Australia. 1999. Operations in financial markets. Annual Report and Financial Statement, Reserve Bank of Australia: Sydney.
-
(1999)
Annual Report and Financial Statement
-
-
-
32
-
-
33646796243
-
Operations in financial markets
-
Reserve Bank of Australia. Reserve Bank of Australia: Sydney
-
Reserve Bank of Australia. 2000. Operations in financial markets. Annual Report and Financial Statement, Reserve Bank of Australia: Sydney.
-
(2000)
Annual Report and Financial Statement
-
-
-
33
-
-
33646816655
-
Operations in financial markets
-
Reserve Bank of Australia. Reserve Bank of Australia: Sydney
-
Reserve Bank of Australia. 2001. Operations in financial markets. Annual Report and Financial Statement, Reserve Bank of Australia: Sydney.
-
(2001)
Annual Report and Financial Statement
-
-
-
34
-
-
0037565218
-
Foreign exchange market intervention in two small open economies: The Canadian Australian experience
-
Rogers JM, Siklos PL. 2003. Foreign exchange market intervention in two small open economies: the Canadian and Australian experience. Journal of International Money and Finance 22: 393-416.
-
(2003)
Journal of International Money Finance
, vol.22
, pp. 393-416
-
-
Rogers, J.M.1
Siklos, P.L.2
-
35
-
-
0001284782
-
Official intervention in the foreign exchange market: Is it effective if so does it work?
-
Sarno L, Taylor MP. 2001. Official intervention in the foreign exchange market: Is it effective and, if so, does it work? Journal of Economic Literature 39: 839-868.
-
(2001)
Journal of Economic Literature
, vol.39
, pp. 839-868
-
-
Sarno, L.1
Taylor, M.P.2
-
36
-
-
8744277011
-
Exchange Rates and Reserve Bank Foreign Exchange Operations: Daily July 1983-June 1994
-
Occasional Paper No. 13. Reserve Bank of Australia: Sydney
-
Sharratt DA. 1994. Exchange Rates and Reserve Bank Foreign Exchange Operations: Daily July 1983-June 1994, Occasional Paper No. 13. Reserve Bank of Australia: Sydney.
-
(1994)
-
-
Sharratt, D.A.1
|