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publications

(36)   

• Central bank intervention and exchange rate volatility -- Australian evidence
  Suk-Joong Kim and Tro Kortian and Jeffrey Sheen Journal of International Financial Markets, Institutions and Money10(3-4):381--405Dec2000.
  to exchange intervention Foreign by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The United States as an informed foreign-exchange speculator
  Owen F. Humpage Journal of International Financial Markets, Institutions and Money10(3-4):287--302Dec2000.
  to Intervention by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Time-varying foreign-exchange risk and central bank intervention: estimating profits from intervention and speculation
  Boo Sjöö and Richard J. Sweeney Journal of International Financial Markets, Institutions and Money10(3-4):275--286Dec2000.
  to Foreign-exchange intervention by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Foreign reserve and money dynamics with asset portfolio adjustment: international evidence
  Reuven Glick and Michael M. Hutchison Journal of International Financial Markets, Institutions and Money10(3-4):229--247Dec2000.
  to Intervention by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003
  Suk-Joong Kim and Cyril Minh Dao Pham Journal of International Financial Markets, Institutions and Money16(5):446--467Dec2006.
  to exchange intervention Foreign by smicha on Apr 29, 2008, 8:06 AM
  URL | BibTeX 
• The relative effectiveness of sterilized and non sterilized foreign exchange market interventions
  Keith Pilbeam Journal of Policy Modeling27(3):375--383Apr2005.
  to intervention Exchange market by smicha on Apr 28, 2008, 2:02 PM
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• Central bank interventions, communication and interest rate policy in emerging European economies
  Bal'azs 'Egert Journal of Comparative Economics35(2):387--413Jun2007.
  to FX intervention by smicha on Apr 28, 2008, 1:27 PM
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• A model of monopoly with strategic government intervention
  T. C. A. Anant and Kaushik Basu and Badal Mukherji Journal of Public Economics57(1):25--43May1995.
  to Government intervention by smicha on Apr 28, 2008, 1:05 PM
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• New evidence on the effectiveness of foreign exchange market intervention
  Kees G. Koedijk and Bruce Mizrach and Philip A. Stork and Casper G. de Vries European Economic Review39(3-4):501--508Apr1995.
  to Official intervention by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
  Michel Beine and S'ebastien Laurent and Christelle Lecourt European Economic Review47(5):891--911Oct2003.
  to intervention bank Central by smicha on Apr 28, 2008, 1:05 PM
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• The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis
  Stefan Reitz and Mark P. Taylor European Economic Review52(1):55--76Jan2008.
  to intervention exchange Foreign by smicha on Apr 28, 2008, 1:05 PM
  URL | BibTeX 
• Exchange rate intervention with options
  Fernando Zapatero and Luis F. Reverter Journal of International Money and Finance22(2):289--306Apr2003.
  to exchange intervention Foreign by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Foreign exchange intervention: how to signal policy objectives and stabilise the economy
  Paolo Vitale Journal of Monetary Economics50(4):841--870May2003.
  to exchange intervention Foreign by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• Fed intervention, dollar appreciation, and systematic risk
  Richard J. Sweeney Journal of International Money and Finance26(2):167--192Mar2007.
  to intervention Foreign-exchange by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The foreign-exchange costs of central bank intervention: evidence from Sweden
  Boo Sjöö and Richard J. Sweeney Journal of International Money and Finance20(2):219--247Apr2001.
  to Foreign-exchange intervention by smicha on Apr 23, 2008, 10:05 PM
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• Intervention analysis with nonlinear dependent noise variation
  A. Sarkar and B. Kartikeyan Statistics \& Probability Letters18(2):91--103Sep1993.
  to analysis Intervention by smicha on Apr 23, 2008, 10:05 PM
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• Foreign exchange market intervention in two small open economies: the Canadian and Australian experience
  J. M. Rogers and P. L. Siklos Journal of International Money and Finance22(3):393--416Jun2003.
  to exchange intervention Foreign by smicha on Apr 23, 2008, 10:05 PM
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• Central bank authorities' beliefs about foreign exchange intervention
  Christopher J. Neely Journal of International Money and Finance27(1):1--25Feb2008.
  to Intervention by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• The determinants of foreign exchange intervention by central banks: evidence from Australia
  Suk-Joong Kim and Jeffrey Sheen Journal of International Money and Finance21(5):619--649Oct2002.
  to intervention exchange Foreign by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX 
• What prompts Japan to intervene in the Forex market?: A new approach to a reaction function
  Takatoshi Ito and Tomoyoshi Yabu Journal of International Money and Finance26(2):193--212Mar2007.
  to bank Central intervention by smicha on Apr 23, 2008, 10:05 PM
  URL | BibTeX