- `Inflation Targeting in Brazil: Constructing Credibility Under Exchange Rate Volatility'. Journal of International Money and Finance, 22 (7): 1015-40.
Paper not yet in RePEc: Add citation now
- Almekinders, G. J. (1995). Foreign Exchange Interventions: Theory and Evidence. Cheltenham: Edward Elgar.
Paper not yet in RePEc: Add citation now
Almekinders, G. J., and S. C. W. Eijffinger (1996). `A Friction Model of Bundesbank and Federal Reserve Intervention'. Journal of Banking and Finance, 20 (8): 1365-80.
- Andersen, T., T. Bollerslev, F. Diebold, and L. Labys (2002). `Modelling and Forecasting Realised Volatility'. Econoinetrica, 71(2): 579-625.
Paper not yet in RePEc: Add citation now
Baillie, R. T., and W. Osterberg (1997). `Why Do Central Banks Intervene?'. Journal of International Money and Finance, 16 (6): 909-19.
Beine, M., 0. Bernal, J.-Y. Gnabo, and C. Lecourt (2008). `Intervention Policy of the BoJ: A Unified Approach'. Journal of Banking and Finance, forthcoming.
Beine, M., A. Benassy-Quere, and C. Lecourt (2002). `Central Bank Intervention and Foreign Exchange Rates: New Evidence from FIGARCH Estimations'. Journal of International Money and Finance, 21(1): 115-44.
Bergin, P. (2004). `Measuring the Costs of Exchange Rate Volatility'. FRBSF Economic Letter, 2004-22. San Francisco: Federal Reserve Bank of San Francisco.
Bernal, 0. (2006). `Do Interactions Between Political Authorities and Central Banks Influence FX Interventions? Evidence from Japan'. DULBEA Working Paper 06-03.RS. Brussels: Universit
Bernal, 0., and J-Y. Gnabo (2007). `Talks, Financial Operations or Both? Generalizing Central Banks' FX Reaction Functions'. DULBEA Working Paper 07-03.RS. Brussels: Universit
Bevilaqua, A., and R. Azevedo (2005). `Provision of FX Hedge by the Public Sector: The Brazilian Experience'. Foreign Exchange Market Intervention in Emerging Markets. Motives, Techniques and Implications. BIS Papers 24. Basel: Bank for International Settlements.
de Jong, R., and A. M. Herrera (2004). `Dynamic Censored Regression and the Open Market Desk Reaction Function'. East Lansing, MI: Department of Economics, Michigan State University. Unpublished manuscript.
de Jong, R., and T. Woutersen (2003). `Dynamic Time Series Binary Choice'. Working Paper 538. Baltimore: Johns Hopkins University.
de Mello, L., and D. Moccero (2006). `Monetary Policy and inflation Expectations in Latin America: long-Run Effects and Volatility Spillovers'. OECD Economics Department Working Paper 518. Paris: OECD.
de Mello, L., and D. Moccero (2007). `Monetary Policy and Macroeconomic Stability in Latin America: The Cases of Brazil, Chile, Colombia and Mexico'. OECD Economics Department Working Paper 545. Paris: OECD.
Disyatat, P., and G. Galati (2007). `The Effectiveness of Foreign Exchange Intervention in Emerging Market Countries: Evidence from the Czech Koruna'. Journal of International Money and Finance, 26 (3): 383-402.
Dominguez, K. M. (1998). `Central Bank Intervention and Exchange Rate Volatility?'. Journal of International Money and Finance, 17 (1): 161-90.
Dominguez, K. M. (2005). `When Do Central Bank Interventions Influence Intra Daily and Longer Term Exchange Rate Exchange Rate Movements?'. Journal of International Money and Finance, 25 (7): 1051-71.
Egert, B., and L. Komarek (2005). `Foreign Exchange Interventions and Interest Rate Policy in the Czech Republic: Hand in Glove?'. Working Paper 7/2005. Prague: Czech National Bank.
Fatum, R., and M. Hutchison (1999). `Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market'. Journal of Money, Credit and Banking, 31(1): 54-69.
Fatum, R., and M. Hutchison (2006). `Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan'. Journal of International Money and Finance, 25: 199-219.
Gersl, A., and T. Holub (2006). `Foreign Exchange Interventions Under Inflation Targeting: The Czech Experience'. Contemporary Economic Policy, 24 (4): 475-91.
Holub, T. (2004). `Foreign Exchange Interventions under Inflation Targeting: The Czech Experience'. CNB Internal Research and Policy Note 1/2004. Prague: Czech National Bank.
Humpage, 0. F. (2003). `Government Intervention in the Foreign Exchange Market'. Working Paper 03-15. Cleveland: Federal Reserve Bank of Cleveland.
Ito, T. (2003). `Is Foreign Exchange Intervention Effective? The Japanese Experience in the 1990s'. In P. Mizen (ed.), Monetary History, Exchange Rates and Financial Markets. Cheltenham: Edward Elgar.
Ito, T., and T. Yabu (2007). `What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function'. Journal of International Money and Finance, 26 (2): 193-212.
Kaminsky, C., and K. K. Lewis (1996). `Does Foreign Exchange Intervention Signal Future Monetary Policy?'. Journal of Monetary Economics, 37 (2): 285-3 12.
Kearns, J., and R. Rigobon (2005). `Identifying the Efficacy of Central Bank Interventions: Evidence from Australia and Japan'. Journal of International Economics, 66: 3 1-48.
Lewis, K. K. (1995). `Are Foreign Exchange Interventions and Monetary Policy Related, and Does It Really Matter?'. Journal of Business, 68: 185-214.
- Maddala, G. S. (1983). Limited-Dependent and Qualitative Variables in Econometrics. Econometric Society Monographs in Quantitative Economics. Cambridge: Cambridge University Press.
Paper not yet in RePEc: Add citation now
Mohanty, M. S., and M. Klau (2005). `Monetary Policy Rules in Emerging Market Economies: Issues and Evidence'. BIS Working Paper 149. Basel: Bank for International Settlements.
Moser-B oehm, P. (2005). `Governance Aspects of Foreign Exchange Interventions'. In Foreign Exchange Market Intervention in Emerging Markets. Motives, Techniques and Implications. BIS Papers 24. Basel: Bank for International Settlements.
- Mussa, M. (1981). `The Role of Official Intervention'. Occasional Papers 6. New York: Group of Thirty.
Paper not yet in RePEc: Add citation now
Neely, C. J. (2005). `An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention'. Federal Reserve Bank of St. Louis Review, 87 (6): 685-717.
Neely, C. J. (2006). `Identifying the Effects of US Intervention on the Level of the Exchange Rates'. Working Paper 2005-03 1C. St. Louis: Federal Reserve Bank of St. Louis.
- Novaes, W., and F. N. de Oliveira (2007). `Interventions in the Foreign Exchange Market: Effectiveness of Derivatives and other Instruments'. IBMEC Discussion Paper 01. Rio de Janeiro: Rio de Janeiro Business School.
Paper not yet in RePEc: Add citation now
Obstfeld, M., and K. Rogoff (1998). `Risk and Exchange Rates'. NBER Working Paper 6694, Cambridge, MA: National Bureau of Economic Research.
- Rosett, R. N. (1959). `A Statistical Model of Friction in Economics'. Econometrica, 27: 263-7.
Paper not yet in RePEc: Add citation now
Sarno, L., and M. P. Taylor (2001). `Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work?'. Journal of Economic Literature, 39 (3): 839-68.