Accesso libero

Intervention Strategies in Foreign Exchange Market

   | 16 dic 2020
INFORMAZIONI SU QUESTO ARTICOLO

Cita

Adler, G. & Mano, R. (2016). The Cost of Foreign Exchange Intervention: Concepts and Measurement. International Monetary Fund, IMF Working Paper WP/16/89, 1-37.10.5089/9781484323076.001Search in Google Scholar

Barbone Gonzalez, R., Khametshin, D., Peydró, J-L. & Polo, A. (2018). Hedger of Last Resort: Evidence from Brazilian FX Interventions, Local Credit, and Global Financial Cycles. Centre for Economic Policy Research (CEPR), Discussion Paper No. DP12817, 1-54.Search in Google Scholar

Beine, M. & Bernal, O. (2005). Why do central banks intervene secretly? Preliminary Evidence from the BoJ. Département d’Économie Appliquée (DULBEA), Working Paper N°05-09.RS, 1-28.10.2139/ssrn.639961Search in Google Scholar

Broto, C. (2012). The Effectiveness of Forex Interventions in Four Latin American Countries. Banco de España. Work Documents. No. 1226, 1-40.10.2139/ssrn.2100336Search in Google Scholar

Chang, M., Suardi, S. & Chang, Y. (2017). Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis? International Review of Economics & Finance, 2017, Vol. 51, 1-66.10.1016/j.iref.2017.06.007Search in Google Scholar

Chunanuntathum, S. (2002). Official intervention in forward foreign exchange market and the financial loss for the case of the Bank of Thailand in the 1997 currency crisis. Thammasat Review, Faculty of Economics, Thammasat University, 1143, Volume 7, No.1, 142-186.Search in Google Scholar

Chutasripanich, N. & Yetman, J. (2015). Foreign exchange intervention: strategies and effectiveness. Bank for International Settlement, Monetary and Economic Department, BIS Working Papers No 499, 1-36.Search in Google Scholar

Decision on Operating Terms and Procedures in the Foreign Exchange Market (RS Official Gazette, No 10/2011, 109/2012, 55/2014, 51/2015, 17/2016, 91/2016, 82/2017, 37/2018 and 86/2018)Search in Google Scholar

Decision on the Dinar Exchange Rate Regime (RS Official Gazette, No 95/2010)Search in Google Scholar

Disyatat, P. & Galati, G. (2005). The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna. Bank for International Settlement, BIS Working Papers No 172, 1-20.Search in Google Scholar

Domanski, D. Kohlscheen, E. & Moreno, R. (2016). Foreign exchange market intervention in EMEs: what has changed? BIS Quarterly Review, September 2016, 65-79.Search in Google Scholar

Dutt, D. (2018). The Costs of Foreign Exchange Intervention. Allied Social Science Association Conference, 2018 Philadelphia, United States, 1-30.Search in Google Scholar

Galati, G. & Melick, W. (2002). Central bank intervention and market expectations. Bank for International Settlement, BIS Papers No 10, 1-94.Search in Google Scholar

Garcia, M. & Volpon, T. (2014). DNDFS: A More Efficient Way to Intervene in FX Markets? Stanford University, Working Paper No. 501, 1-24.Search in Google Scholar

http://data.imf.org/?sk=E6A5F467-C14B-4AA8-9F6D-5A09EC4E62A4, accessed: October 10, 2019Search in Google Scholar

King, M. (2002). Effective Foreign Exchange Intervention: Matching Strategies with Objectives. International Finance, Volume 6, Issue 2, 249-271.10.1111/1468-2362.00117Search in Google Scholar

Kohlscheen, E. & Andrade, S. (2014). Official FX interventions through derivatives. Journal of International Money and Finance, Number 47 (2014), 202-216.10.1016/j.jimonfin.2014.05.023Search in Google Scholar

Lukas, M. (2012). Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies. School of Economics and Management, University of Hannover, Discussion Paper No.498, 1-40.Search in Google Scholar

Macalos, J. (2017). Foreign exchange swaps: a near substitute for international reserves in peripheral countries? The case of Brazil. Paper prepared for the 21st FMM Conference: The crisis of globalization. Berlin, 09 Nov - 11 Nov 2017.Search in Google Scholar

Mandeng, O. (2003). Central Bank Foreign Exchange Market Intervention and Option Contract Specification: The Case of Colombia. International Monetary Fund. IMF Working Paper, WP/03/135, 1-17.10.5089/9781451855722.001Search in Google Scholar

Martin, V. (2018). The Exchange Rate Commitment as Additional Instrument of Monetary Policy in Czech Republic, Switzerland and Israel. Ekonomske teme i praksa, Number 31, 41-58.Search in Google Scholar

Mohanty, M. & Turner, P. (2005). Intervention: what are the domestic consequences? Bank for International Settlement, BIS Papers No 24, 56-81.Search in Google Scholar

Moon, W. & Rhee, Y. (2006). Spot and forward market intervention during the 1997 Korean currency crisis. BNL Quarterly Review, Vol. LIX, No. 238, 243-268.Search in Google Scholar

National Bank of Poland, Annual Report 2018, downloaded from: https://www.nbp.pl/en/publikacje/r_roczny/rocznik2018_en.pdf, accessed: September 15, 2019Search in Google Scholar

Nedeljkovic, M. & Saborowski, C. (2016). The Relative Effectiveness of Spot and Derivatives Based Intervention: The Case of Brazil. International Monetary Fund, IMF Working Paper 17/11, 1-35.10.5089/9781475571035.001Search in Google Scholar

Neely, C. (2001). The Practice of Central Bank Intervention: Looking Under the Hood. Federal Reserve Bank of St. Louis, Research Division, 83(3), May/June 2001, 1-10.Search in Google Scholar

Neely, C. (2005). An Analysis of Recent Studies of the Effect of Foreign Exchange Intervention. Federal Reserve Bank of St. Louis Review, November/December 2005, 87(6), 685-717.10.20955/wp.2005.030Search in Google Scholar

Rossini R., Quispe, Z. & Serrano, E. (2013). Foreign exchange intervention in Peru. Bank for International Settlement, BIS Working Papers No 73, 243-262.Search in Google Scholar

Ryoo, S., Kwon, T. & Lee, H. (2003). Foreign exchange market developments and intervention in Korea. Bank for International Settlement, BIS Papers No 73, 205-213.Search in Google Scholar

Sarno, L. and Taylor, M. (2001). Official Intervention in the Foreign Exchange Market: Is it Effective, and, if so, how does it work? Centre for Economic Policy Research, Discussion Paper No. 2690, 1-43.Search in Google Scholar

Swiss National Bank, press release, Monetary policy assessment of 19 September 2019, downloaded from: https://www.snb.ch/en/mmr/reference/pre_20190919/source/pre_20190919.en.pdf, accessed: October 16, 2019Search in Google Scholar

Tashu, M. (2014). Motives and Effectiveness of Forex Interventions: Evidence from Peru. International Monetary Fund, IMF Working Paper WP/14/217, 1-31.10.5089/9781484340189.001Search in Google Scholar

Vargas, H., González, A. & Rodríguez, D. (2013). Foreign exchange intervention in Colombia. Bank for International Settlement, BIS Working Papers No 73, 95-125.Search in Google Scholar

Weekly Report, Central Bank of Peru, downloaded from: http://www.bcrp.gob.pe/publications/weekly-reports/weekly-report.html, accessed: October 16, 2019Search in Google Scholar

www.banxico.org.mx/indexEn.html, Banco de México, accessed: October 3, 2019Search in Google Scholar

www.bcrp.gob.pe/home.html, Reserve Bank of Peru, accessed: October 5, 2019Search in Google Scholar

www.bok.or.kr/eng/main/main.do, Bank of Korea, accessed: October 10, 2019Search in Google Scholar

www.cbr.ru/eng/, Bank of Russia, accessed: October 12, 2019Search in Google Scholar

www.cnb.cz/en/, Czech National Bank, accessed: September 20, 2019Search in Google Scholar

www.hnb.hr, Croatian National Bank, accessed: September 29, 2019Search in Google Scholar

www.nbs.rs/internet/english/index.html, National Bank of Serbia, accessed: October 10, 2019Search in Google Scholar

www.tcmb.gov.tr/wps/wcm/connect/en/tcmb+en, Central Bank of the Republic of Turkey, accessed: October 13, 2019Search in Google Scholar

eISSN:
2217-3668
Lingua:
Inglese
Frequenza di pubblicazione:
4 volte all'anno
Argomenti della rivista:
Business and Economics, Political Economics, other, Business Management