Arbeitspapier
Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
- Language
-
Englisch
- Bibliographic citation
-
Series: EPRU Working Paper Series; No. 2005-07
Subject (what)
Wirtschaft
Central Banks and Their Policies
Foreign Exchange
Information and Market Efficiency; Event Studies; Insider Trading
International Financial Markets
foreign exchange intervention
event studies
currency co-movement
Wechselkurspolitik
Wechselkurs
US-Dollar
Schätzung
Kanada
Central Banks and Their Policies
Foreign Exchange
Information and Market Efficiency; Event Studies; Insider Trading
International Financial Markets
foreign exchange intervention
event studies
currency co-movement
Wechselkurspolitik
Wechselkurs
US-Dollar
Schätzung
Kanada
Contributor
Fatum, Rasmus
Copenhagen: University of Copenhagen, Economic Policy Research Unit (EPRU)
Copenhagen: University of Copenhagen, Economic Policy Research Unit (EPRU)
Published
Copenhagen: University of Copenhagen, Economic Policy Research Unit (EPRU)
- Rights
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Last update
-
18.10.2021, 8:57 AM CEST
Object type
- Arbeitspapier
Associated
- Fatum, Rasmus
- Copenhagen: University of Copenhagen, Economic Policy Research Unit (EPRU)
Time of origin
- Copenhagen: University of Copenhagen, Economic Policy Research Unit (EPRU)
Other Objects (12)
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
Does Foreign Exchange Intervention Volume Matter?
Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
Real-Time Effects of Central Bank Interventions in the Euro Market
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
High-frequency analysis of foreign exchange interventions: what do we learn?
Components of the Profitability of Technical Currency Trading
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
Does Foreign Exchange Intervention Volume Matter?
Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
Real-Time Effects of Central Bank Interventions in the Euro Market
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
High-frequency analysis of foreign exchange interventions: what do we learn?
Components of the Profitability of Technical Currency Trading
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
Does Foreign Exchange Intervention Volume Matter?
Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
Real-Time Effects of Central Bank Interventions in the Euro Market
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
High-frequency analysis of foreign exchange interventions: what do we learn?