When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function

International Review of Finance ◽

10.1111/irfi.12288 ◽

2019 ◽

Author(s):

Erwin Hansen ◽

Marco Morales

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Time Varying ◽

Exchange Market ◽

Intervention Function

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Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data

Applied Economics ◽

10.1080/00036846.2015.1021460 ◽

2015 ◽

Vol 47 (34-35) ◽

pp. 3673-3695 ◽

Cited By ~ 7

Author(s):

Georges Prat ◽

Remzi Uctum

Keyword(s):

Survey Data ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Time Varying ◽

Exchange Market ◽

Expectation Formation

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Time-Varying Risk Premia and the Efficiency of the New Zealand Foreign Exchange Market

Foreign Exchange Issues, Capital Markets and International Banking in the 1990s (RLE Banking & Finance) ◽

10.4324/9780203108819-12 ◽

2012 ◽

pp. 81-92

Keyword(s):

New Zealand ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Risk Premia ◽

Time Varying ◽

Exchange Market

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Optimal Central Bank Intervention in the Foreign Exchange Market of Iran

International Journal of Economics and Finance ◽

10.5539/ijef.v7n4p146 ◽

2015 ◽

Vol 7 (4) ◽

Author(s):

Hajar Jahangard

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Central Bank Intervention

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THE EFFICACY OF CENTRAL BANK INTERVENTION ON THE FOREIGN EXCHANGE MARKET: UGANDA'S EXPERIENCE

Journal of International Development ◽

10.1002/jid.1738 ◽

2010 ◽

Vol 24 (2) ◽

pp. 185-207 ◽

Cited By ~ 2

Author(s):

Eria Hisali

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Central Bank Intervention

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Time-Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers

Journal of Business Finance &amp Accounting ◽

10.1111/j.0306-686x.2004.00556.x ◽

2004 ◽

Vol 31 (5-6) ◽

pp. 759-793 ◽

Cited By ~ 6

Author(s):

Ibrahim Chowdhury ◽

Lucio Sarno

Keyword(s):

Foreign Exchange ◽

Foreign Exchange Market ◽

Time Varying ◽

Exchange Market ◽

New Evidence

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Sterilised central bank intervention in the foreign exchange market

Journal of International Economics ◽

10.1016/s0022-1996(98)00065-8 ◽

1999 ◽

Vol 49 (2) ◽

pp. 245-267 ◽

Cited By ~ 79

Author(s):

Paolo Vitale

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Central Bank Intervention

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Effects of Central Bank Intervention in the Foreign Exchange Market (Effets de l'intervention de la banque centrale dans les marches des changes) (Efectos de la intervencion de los bancos centrales en los mercados de divisas)

International Monetary Fund Staff Papers ◽

10.2307/3867011 ◽

1981 ◽

Vol 28 (3) ◽

pp. 451 ◽

Cited By ~ 19

Author(s):

Hans Genberg

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Central Bank Intervention

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Central Bank Foreign Exchange Market Intervention and Option Contract Specification: The Case of Colombia

IMF Working Papers ◽

10.5089/9781451855722.001 ◽

2003 ◽

Vol 03 (135) ◽

pp. 1 ◽

Cited By ~ 15

Author(s):

Ousmène Mandeng ◽

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Option Contract ◽

Market Intervention ◽

Contract Specification ◽

Foreign Exchange Market Intervention ◽

Exchange Market Intervention

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On Central Bank Interventions in the Mexican Peso/Dollar Foreign Exchange Market

10.36095/banxico/di.2014.19 ◽

2014 ◽

Author(s):

Santiago García-Verdú ◽

Miguel Zerecero

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Exchange Market ◽

Mexican Peso ◽

Central Bank Interventions

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Central bank securities and foreign exchange market intervention in a developing economy

Review of Development Economics ◽

10.1111/rode.12838 ◽

2021 ◽

Author(s):

Eli Direye ◽

Tarron Khemraj

Keyword(s):

Central Bank ◽

Foreign Exchange ◽

Foreign Exchange Market ◽

Developing Economy ◽

Exchange Market ◽

Market Intervention ◽

Foreign Exchange Market Intervention ◽

Exchange Market Intervention

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