This paper presents a simple model of foreign exchange market intervention which shows that such intervention introduces positive structure into exchange rate changes. Evidence linking this structure to observable filter rule profits is also provided. © 1994 Chapman & Hall Ltd. All rights reserved
Abstract: This paper analyzes official, high-frequency Bank of Canada intervention and exchange rate...
This paper examines foreign exchange intervention based on novel daily data covering 33 countries fr...
An f-percent filter rule in a foreign exchange market calls for buying a foreign currency when its p...
textabstractThis paper compares foreign exchange market intervention in case there is no uncertainty...
This paper traces out recent developments in modeling foreign exchange market intervention. The cent...
In this paper I address some of the issues associated with measuring the profits and losses from int...
Abstract: Estimating the effect of official foreign exchange market intervention is complicated by t...
In this Paper we assess the progress made by the profession in understanding whether and how exchang...
Using a standard monetary policy model, we study how foreign exchange intervention may be used to co...
Foreign Exchange Rate Stabilization and the Profitability of Official Market Intervention: A Case St...
The dissertation studies the profitability of technical trading rules in foreign exchange markets, g...
Estimating the effect of official foreign exchange market intervention is complicated by the fact th...
Studies of central bank intervention are complicated by the fact that we typically observe intervent...
Abstract: We find a large positive correlation between daily trading volume in currency futures mark...
This paper sets up a simple model for interventions and interest rate set- ting assuming that the po...
Abstract: This paper analyzes official, high-frequency Bank of Canada intervention and exchange rate...
This paper examines foreign exchange intervention based on novel daily data covering 33 countries fr...
An f-percent filter rule in a foreign exchange market calls for buying a foreign currency when its p...
textabstractThis paper compares foreign exchange market intervention in case there is no uncertainty...
This paper traces out recent developments in modeling foreign exchange market intervention. The cent...
In this paper I address some of the issues associated with measuring the profits and losses from int...
Abstract: Estimating the effect of official foreign exchange market intervention is complicated by t...
In this Paper we assess the progress made by the profession in understanding whether and how exchang...
Using a standard monetary policy model, we study how foreign exchange intervention may be used to co...
Foreign Exchange Rate Stabilization and the Profitability of Official Market Intervention: A Case St...
The dissertation studies the profitability of technical trading rules in foreign exchange markets, g...
Estimating the effect of official foreign exchange market intervention is complicated by the fact th...
Studies of central bank intervention are complicated by the fact that we typically observe intervent...
Abstract: We find a large positive correlation between daily trading volume in currency futures mark...
This paper sets up a simple model for interventions and interest rate set- ting assuming that the po...
Abstract: This paper analyzes official, high-frequency Bank of Canada intervention and exchange rate...
This paper examines foreign exchange intervention based on novel daily data covering 33 countries fr...
An f-percent filter rule in a foreign exchange market calls for buying a foreign currency when its p...
DOI
Add to ORKG