Arbeitspapier
Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent?
- Language
-
Englisch
- Bibliographic citation
-
Series: Working Paper; No. 10-19
Subject (what)
Wirtschaft
General Equilibrium and Disequilibrium: Financial Markets
Central Banks and Their Policies
Foreign Exchange
International Financial Markets
Foreign Exchange Intervention
Exchange Rate Spreads
Intraday Data
Wechselkurspolitik
Geld-Brief-Spanne
Wechselkurs
Zeitreihenanalyse
Dänemark
General Equilibrium and Disequilibrium: Financial Markets
Central Banks and Their Policies
Foreign Exchange
International Financial Markets
Foreign Exchange Intervention
Exchange Rate Spreads
Intraday Data
Wechselkurspolitik
Geld-Brief-Spanne
Wechselkurs
Zeitreihenanalyse
Dänemark
Contributor
Fatum, Rasmus
Pedersen, Jesper
Sørensen, Peter Norman
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Pedersen, Jesper
Sørensen, Peter Norman
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Published
Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
- Rights
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Last update
-
18.10.2021, 8:57 AM CEST
Object type
- Arbeitspapier
Associated
- Fatum, Rasmus
- Pedersen, Jesper
- Sørensen, Peter Norman
- Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
Time of origin
- Santa Cruz, CA: University of California, Santa Cruz Institute for International Economics (SCIIE)
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Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
Do both US and foreign macro surprises matter for the intraday exchange rate? Evidence from Japan
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
Order flow in the South: Anatomy of the Brazilian FX market
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
Price-based measurement of financial globalization: A cross-country study of interest rate parity
Real-time effects of central bank interventions in the euro market
Real-time effects of central bank interventions in the Euro market
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Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects
Order flow in the South: Anatomy of the Brazilian FX market
Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
Do both US and foreign macro surprises matter for the intraday exchange rate? Evidence from Japan
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
Order flow in the South: Anatomy of the Brazilian FX market
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
Price-based measurement of financial globalization: A cross-country study of interest rate parity
Real-time effects of central bank interventions in the euro market
Real-time effects of central bank interventions in the Euro market
Real-Time Effects of Central Bank Interventions in the Euro Market
Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects
Order flow in the South: Anatomy of the Brazilian FX market
Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
Do both US and foreign macro surprises matter for the intraday exchange rate? Evidence from Japan
Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
Order flow in the South: Anatomy of the Brazilian FX market
Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data