Large versus small foreign exchange interventions

Author:

Fatum Rasmus,Yamamoto Yohei

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference35 articles.

1. Tests for parameter instability and structural change with unknown change point;Andrews;Econometrica,1993

2. Why do central banks intervene secretly? Preliminary evidence from the BoJ;Beine;Journal of International Financial Markets, Institutions and Money,2007

3. Size matters: central bank interventions and the yen/dollar case;Beine;Brussels Economic Review,2006

4. Bordo, Michael D., Humpage, Owen F., Schwartz, Anna J., 2011. The Federal Reserve as an Informed Foreign Exchange Trader: 1973–1995. NBER Working Paper No. 17425.

5. Volume and intervention effects on the yen/dollar volatility: 1977–1979;Connoly,1994

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