1. Capital controls and foreign exchange market intervention. (2020). Choi, Jae Hoon.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560619301421.

   Full description at Econpapers || Download paper

2. La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano. (2020). Julio, Juan ; Moreno-Jimenez, William Ivan ; Bejarano-Salcedo, Valeria ; Julio-Roman, Juan Manuel.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1142.

   Full description at Econpapers || Download paper

3. Uncovering Time-Specific Heterogeneity in Regression Discontinuity Designs. (2020). Villamizar-Villegas, mauricio ; Onder, Yasin.
   In: Borradores de Economia.
   RePEc:bdr:borrec:1141.

   Full description at Econpapers || Download paper

4. Uncovering the Portfolio Balance Channel with the use of Sovereign Credit Ratings. (2016). Vásquez, Diego ; Villamizar-Villegas, mauricio ; Valencia, Oscar ; Valencia-Arana, Oscar ; Andrade-Pardo, Laura ; Vasquez-Escobar, Diego.
   In: Borradores de Economia.
   RePEc:bdr:borrec:941.

   Full description at Econpapers || Download paper

5. Efectos del Quantitative Easing sobre los retornos accionarios en mercados emergentes. (2016). Villamizar-Villegas, mauricio ; Valencia, Oscar ; Gomez-Gonzalez, Jose ; Valencia-Arana, Oscar M ; Leyva-Uribe, Bernardo .
   In: Borradores de Economia.
   RePEc:bdr:borrec:929.

   Full description at Econpapers || Download paper

6. Options and central bank currency market intervention: The case of Colombia. (2015). Keefe, Helena Glebocki ; Rengifo, Erick W..
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:23:y:2015:i:c:p:1-25.

   Full description at Econpapers || Download paper

7. A Survey on the Effects of Sterilized Foreign Exchange Intervention. (2015). Villamizar-Villegas, mauricio ; Perez-Reyna, David.
   In: Borradores de Economia.
   RePEc:col:000094:012424.

   Full description at Econpapers || Download paper

8. A Survey on the Effects of Sterilized Foreign Exchange Intervention. (2015). Villamizar-Villegas, mauricio ; Perez-Reyna, David.
   In: Borradores de Economia.
   RePEc:bdr:borrec:862.

   Full description at Econpapers || Download paper

9. New results on the impact of central-bank intervention on deviations from uncovered interest parity. (1992). Humpage, Owen ; Osterberg, William P..
   In: Working Papers (Old Series).
   RePEc:fip:fedcwp:9207.

   Full description at Econpapers || Download paper

10. Central-bank intervention: recent literature, continuing controversy. (1991). Humpage, Owen.
    In: Economic Review.
    RePEc:fip:fedcer:y:1991:i:qii:p:12-26:n:v.27no.2.

    Full description at Econpapers || Download paper

11. The Effectiveness of Foreign-Exchange Intervention: Recent Experience, 1985- 1988. (1990). Obstfeld, Maurice.
    In: NBER Chapters.
    RePEc:nbr:nberch:6949.

    Full description at Econpapers || Download paper

12. Intervention and the foreign exchange risk premium: an empirical investigation of daily effects. (1990). Humpage, Owen ; Osterberg, William P..
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:9009.

    Full description at Econpapers || Download paper

13. On the denomination of government debt: a critique of the portfolio balance approach. (1988). Kehoe, Patrick.
    In: Staff Report.
    RePEc:fip:fedmsr:116.

    Full description at Econpapers || Download paper

1. Backus, David. 1984. Empirical models of the exchange rate: Separating the wheat from the chaff. Canadian Journal of Economics 17 (November): 824-46.

2. Balbach, Anatol B. 1978. The mechanics of intervention in exchange markets.

3. Dooley, Michael P., and Isard. Peter. 1983. The portfolio-balance model of exchange rates and some structural estimates of the risk premium.

4. European Economic Revies 12 (October): 395-402. Branson, william H., and Henderson, Dale W. 1985. The specification and influence of asset markets. In Handbook of international econo,nics ed.

5. Meese, Richard A., and Rogoff, Kenneth. I 983a. Empirical exchange rate models of the seventies: Do they fit out of sample? Journal of International Economics 14 (February): 3-24. ___________ 1983b.. The out.of.sample failure pf empirical exchange rate models: Sampling error or misspecification? In Exchange rates and international macroecono,nics, ed. Jacob A. Frenkel, pp. 67-112.

6. Money and Finance 1 (December): 255-74. Kubarych, Roger M. 1977-7 8. Monetary effects of Federal Reserve swaps.
   Paper not yet in RePEc: Add citation now
   

7. Quarterly Review 2 (Winter): 19-21. Federal Reserve Bank of New York. Loopesko, Bonnie E. 1983. Relationships among exchange rates, intervention, and interest rates: An empirical investigation. Staff Study 133. Board of Govemora of the Federal Reserve System.

8. Review 60 (February): 2-7. Federal Reserve Bank of St. Louis. Branson, william H.; Halttunen, Hannu; and Masson, Paul. 1977. Exchange rates in the short run: The dollar.deutschemark rate. European Economic Review 10 (December): 303-24.

9. Rogoff, Kenneth. 1984. On the effects of sterilized intervention: An analysis of weekly data, Journal of Monetary Economics 14 (September): 133-50.

10. Ronald W. Jones and Peter B. Kenen, vol. 2, pp. 749-805. Amsterdam: North-Holland. Danker, Deborah J., eta!. 1985. Small empirical models of exchange market intervention: Applications to Germany, Japan. and Canada. Staff Study 135. Board of Govemors of the Federal Reserve System.
    Paper not yet in RePEc: Add citation now
    
11. U.S. government security, the increase in U.S. bank reserves is due to fiscal policy and is not part of the intervention per Se. My approach leaves fiscal policy unchanged because the total stock of U.S. government debt is unchanged. Balbach (1978) follows an approach very similar to the one used here.
    Paper not yet in RePEc: Add citation now
    

1. Do immigrants’ funds affect the exchange rate?. (2017). Teo, Wing Leong ; Cooray, Arusha ; Aziz, Nusrate.
   In: Discussion Papers.
   RePEc:not:notgep:17/13.

   Full description at Econpapers || Download paper

2. Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard.
   In: MPRA Paper.
   RePEc:pra:mprapa:76382.

   Full description at Econpapers || Download paper

3. Investigating the oil price-exchange rate nexus: evidence from Africa 1970-2004. (2016). Cuestas, Juan ; Coleman, Simeon ; Mourelle, E.
   In: Economic Issues Journal Articles.
   RePEc:eis:articl:216coleman.

   Full description at Econpapers || Download paper

4. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
   In: MPRA Paper.
   RePEc:pra:mprapa:67470.

   Full description at Econpapers || Download paper

5. The random walk versus unbiased efficiency: can we separate the wheat from the chaff?. (2015). Moosa, Imad A.
   In: Journal of Post Keynesian Economics.
   RePEc:mes:postke:v:38:y:2015:i:2:p:251-279.

   Full description at Econpapers || Download paper

6. Tariff-tax reform and exchange rate dynamics in a monetary economy. (2013). Lai, Ching-chong ; Hu, Shih Wen ; Chao, Chi-Chur ; Tai, Meng-Yi ; Wang, Vey.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:24:y:2013:i:c:p:63-73.

   Full description at Econpapers || Download paper

7. Investigating the oil price exchange rate nexus: evidence from Africa. (2012). Mourelle, Estefanía ; Cuestas, Juan ; Coleman, Simeon.
   In: NCID Working Papers.
   RePEc:nva:unnvaa:wp03-2012.

   Full description at Econpapers || Download paper

8. What drives the global rush?. (2012). Selod, Harris ; Deininger, Klaus ; arezki, rabah.
   In: NCID Working Papers.
   RePEc:nva:unnvaa:wp02-2012.

   Full description at Econpapers || Download paper

9. Resource windfalls, macroeconomic stability and growth: the role of political institutions.. (2012). arezki, rabah ; Hamilton, Kirk ; Kazimov, Kazim.
   In: NCID Working Papers.
   RePEc:nva:unnvaa:wp01-2012.

   Full description at Econpapers || Download paper

10. Dynamics of floating exchange rate: how important are capital flows relative to macroeconomic fundamentals?. (2011). An, Lian ; Sun, Wei.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:35:y:2011:i:4:p:456-472.

    Full description at Econpapers || Download paper

11. Investigating the oil price-exchange rate nexus: Evidence from Africa. (2011). Mourelle, Estefanía ; Cuestas, Juan ; Coleman, Simeon.
    In: Working Papers.
    RePEc:shf:wpaper:2011015.

    Full description at Econpapers || Download paper

12. Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications. (2011). Cavusoglu, Nevin.
    In: Global Economy Journal.
    RePEc:bpj:glecon:v:10:y:2011:i:4:n:3.

    Full description at Econpapers || Download paper

13. The Monetary Models of the Turkish Lira/Dollar Exchange Rate: Long-run Relationships, Short-run Dynamics and Forecasting. (2010). Civcir, İrfan ; Irfan, Civcir .
    In: EcoMod2003.
    RePEc:ekd:003307:330700038.

    Full description at Econpapers || Download paper

14. THE ROLE OF COMMODITY TERMS OF TRADE IN THE DETERMINATION OF THE REAL EXCHANGE RATES OF THE MEDITERRANEAN COUNTRIES. (2008). Ordóñez, Javier ; Cuestas, Juan ; Camarero, Mariam ; Javier ORDÃÑEZ, .
    In: The Developing Economies.
    RePEc:bla:deveco:v:46:y:2008:i:2:p:188-205.

    Full description at Econpapers || Download paper

15. What do we know about the real exchange rate? A classical cost of production story. (2006). Sarich, John .
    In: Review of Political Economy.
    RePEc:taf:revpoe:v:18:y:2006:i:4:p:469-496.

    Full description at Econpapers || Download paper

16. Mean and volatility dynamics of Indian rupee/US dollar exchange rate series: an empirical investigation. (2006). .
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:13:y:2006:i:1:p:41-69.

    Full description at Econpapers || Download paper

17. The Monetary Model of the Dollar-Yen Exchange Rate Determination: A Cointegration Approach. (2006). Hasan, Mohammad S. ; Islam, Faizul M..
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:5:y:2006:i:2:p:129-145.

    Full description at Econpapers || Download paper

18. Why Do Floating Exchange Rates Float? Evidence From Capital Flows in a Structural VAR Model. (2006). Sun, Wei.
    In: EcoMod2006.
    RePEc:ekd:002721:272100092.

    Full description at Econpapers || Download paper

19. The Exchange Rate Forecasting Puzzle. (2005). Vitek, Francis.
    In: International Finance.
    RePEc:wpa:wuwpif:0509005.

    Full description at Econpapers || Download paper

20. Exchange Rate of Indonesia: Does Rupiah Overshoot?. (2005). Pratomo, Wahyu.
    In: MPRA Paper.
    RePEc:pra:mprapa:7381.

    Full description at Econpapers || Download paper

21. Do fundamentals matter for the D-Mark/Euro-Dollar? A regime switching approach. (2005). Menkhoff, Lukas ; MacDonald, Ronald ; Frömmel, Michael.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:15:y:2005:i:3:p:321-335.

    Full description at Econpapers || Download paper

22. Long-term trend and short-run dynamics of the Canadian dollar: an error correction modelling approach. (2003). Anderson, F. J. ; Moazzami, B..
    In: Applied Economics.
    RePEc:taf:applec:v:35:y:2003:i:13:p:1527-1530.

    Full description at Econpapers || Download paper

23. Do Fundamentals Matter for the D-Mark/Euro-Dollar? A Regime Switching Approach. (2003). Menkhoff, Lukas ; MacDonald, Ronald ; Frömmel, Michael.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-289.

    Full description at Econpapers || Download paper

24. Are Different-Currency Assets Imperfect Substitutes?. (2003). Lyons, Richard ; Evans, Martin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_978.

    Full description at Econpapers || Download paper

25. Dusting off the Perception of Risk and Returns in FOREX Markets. (2003). Cumperayot, Phornchanok.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_904.

    Full description at Econpapers || Download paper

26. Are Different-Currency Assets Imperfect Substitutes?. (2002). Lyons, Richard K ; Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~02-02-12.

    Full description at Econpapers || Download paper

27. Economic Fundamentals and Exchange Rate Movements. (2001). Pilbeam, Keith.
    In: International Review of Applied Economics.
    RePEc:taf:irapec:v:15:y:2001:i:1:p:55-64.

    Full description at Econpapers || Download paper

28. The predictive power of the monetary model of exchange rate determination. (2001). TAWADROS, George B..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:11:y:2001:i:3:p:279-286.

    Full description at Econpapers || Download paper

29. Working Paper 50. (2001). Frydman, Roman ; Goldberg, Michael D..
    In: Working Papers.
    RePEc:onb:oenbwp:y::i:50:b:1.

    Full description at Econpapers || Download paper

30. Macroeconomic Fundamentals and the DM/$ Exchange Rate: Temporal Instability and the Monetary Model. (2001). Frydman, Roman ; Goldberg, Michael D..
    In: Working Papers.
    RePEc:onb:oenbwp:50.

    Full description at Econpapers || Download paper

31. Portfolio Balance, Price Impact, and Secret Intervention. (2001). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8356.

    Full description at Econpapers || Download paper

32. Nominal exchange-rate prediction: evidence from a nonlinear approach. (2001). Wu, Jyh-lin ; Chen, Show-Lin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:20:y:2001:i:4:p:521-532.

    Full description at Econpapers || Download paper

33. Are Different-Currency Assets Imperfect Substitutes?. (2000). Keller, Wolfgang ; Evans, Martin.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~00-00-05.

    Full description at Econpapers || Download paper

34. Exchange rate overshooting in Turkey. (2000). Kara, Orhan ; Bahmani-Oskooee, Mohsen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:68:y:2000:i:1:p:89-93.

    Full description at Econpapers || Download paper

35. The Real Interest Differential Model after Twenty Years. (1999). Isaac, Alan ; de Mel, Suresh.
    In: International Finance.
    RePEc:wpa:wuwpif:9907002.

    Full description at Econpapers || Download paper

36. An equilibrium theory of nominal and real exchange rate comovement. (1999). Finn, Mary G..
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:44:y:1999:i:3:p:453-475.

    Full description at Econpapers || Download paper

37. The long-run nominal exchange rate: specification and estimation issues. (1998). Razzak, Weshah ; Grennes, Thomas.
    In: Reserve Bank of New Zealand Discussion Paper Series.
    RePEc:nzb:nzbdps:1998/05.

    Full description at Econpapers || Download paper

38. Oil prices and the rise and fall of the US real exchange rate. (1998). van Norden, Simon ; Amano, Robert.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:17:y:1998:i:2:p:299-316.

    Full description at Econpapers || Download paper

39. What determines the exchange rate: economic factors or market sentiment?. (1997). Hopper, Gregory P..
    In: Business Review.
    RePEc:fip:fedpbr:y:1997:i:sep:p:17-29.

    Full description at Econpapers || Download paper

40. International Business Cycles and Exchange Rates. (1997). Zimmermann, Christian.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:33.

    Full description at Econpapers || Download paper

41. Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?. (1996). Vigfusson, Robert ; van Norden, Simon ; Murray, J..
    In: Technical Reports.
    RePEc:bca:bocatr:76.

    Full description at Econpapers || Download paper

42. Imperfect information: Some implications for modelling the exchange rate. (1995). Roberts, Mark A..
    In: Journal of International Economics.
    RePEc:eee:inecon:v:38:y:1995:i:3-4:p:375-383.

    Full description at Econpapers || Download paper

43. Testing for the relationship between nominal exchange rates and economic fundamentals. (1995). Kholdy, Shady ; Sohrabian, Ahmad.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:6:y:1995:i:2:p:121-134.

    Full description at Econpapers || Download paper

44. The significance of testing empirical non-nested models. (1995). .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:67:y:1995:i:1:p:149-171.

    Full description at Econpapers || Download paper

45. Multiple cointegration and structural models: applications to exchange rate determination. (1993). Dibooglu, Selahattin.
    In: ISU General Staff Papers.
    RePEc:isu:genstf:1993010108000011419.

    Full description at Econpapers || Download paper

46. Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment. (1990). Pesaran, Mohammad ; Bera, A. K..
    In: Discussion Paper.
    RePEc:tiu:tiucen:1db235af-e3ae-45a5-861d-82ac21aec012.

    Full description at Econpapers || Download paper

47. The Flexible Exchange Rate System: Experience and Alternatives. (1987). Frankel, Jeffrey.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2464.

    Full description at Econpapers || Download paper

48. Do sterilized interventions affect exchange rates?. (1986). Weber, Warren.
    In: Quarterly Review.
    RePEc:fip:fedmqr:y:1986:i:sum:p:14-23:n:v.10no.3.

    Full description at Econpapers || Download paper

49. The behavior of flexible exchange rates in the short run — A systematic investigation. (1985). Wasserfallen, Walter ; Kyburz, Hans.
    In: Review of World Economics (Weltwirtschaftliches Archiv).
    RePEc:spr:weltar:v:121:y:1985:i:4:p:646-660.

    Full description at Econpapers || Download paper

50. Fiscal Policy and the Real Exchange Rate Queens Discussion Paper. (1984). Devereux, Michael ; Purvis, Douglas D.
    In: Queen's Institute for Economic Research Discussion Papers.
    RePEc:ags:queddp:275199.

    Full description at Econpapers || Download paper

Report date: 2025-10-03 21:30:39 || Missing content? Let us know