[
1. Christiano L., M. Eichenbaum, and C. Evans, 1999, ‘Monetary policy shocks: What have we learned and to what end?’, in J. Taylor and M. Woodford (eds.), Handbook of Macroeconomics, Volume 1A, Elsevier Science: Amsterdam.
]Search in Google Scholar
[
2. Clarida R., 2001, ‘The empirics of monetary policy rules in open economies’, International Journal of Finance and Economics, 6, 315-323.
]Search in Google Scholar
[
3. Clarida R. and J. Gali, 1994, ‘Sources of real exchange rate fluctuations: How important are nominal shocks?’, Carnegie-Rochester Conferences Series on Public Policy, 41, 1-56.
]Search in Google Scholar
[
4. Clarida R., J. Gali and M. Gertler, 1998, ‘Monetary policy rules in practice: Some international evidence’, European Economic Review, 42, 6, 1033-67.
]Search in Google Scholar
[
5. Cushman D.O. and T. Zha, 1997, ‘Identifying monetary policy in a small open economy under flexible exchange rates’, Journal of Monetary Economics, 39, 3, 433-48.
]Search in Google Scholar
[
6. Cooper R.N. and J.S. Little, 2001, ‘U.S. monetary policy in an integrating world: 1960 to 2000’, New England Economic Review, 3, 33-56.
]Search in Google Scholar
[
7. Dornbusch R., 1976, ‘Expectations and exchange rate dynamics’, Journal of Political Economy, 84, 6, 1161-76.
]Search in Google Scholar
[
8. Eichenbaum M. and C. Evans, 1995, ‘Some empirical evidence on the effects of shocks to monetary policy on exchange rates’, Quarterly Journal of Economics, 110, 4, 975- 1009.
]Search in Google Scholar
[
9. Evans C., 1994, ‘Interest rate shocks and the dollar’, Economic Perspectives, Federal Reserve Bank of Chicago, 18, 11-24.
]Search in Google Scholar
[
10. Faust J. and J.H. Rogers, 2003, ‘Monetary policy’s role in exchange rate behavior’, Journal of Monetary Economics, 50, 1403-24.
]Search in Google Scholar
[
11. Frankel J.A., 1986, ‘The implications of mean-variance optimization for four questions in international macroeconomics’, Journal of International Money and Finance, 5, S53- 75.
]Search in Google Scholar
[
12. Frenkel M., C. Pierdzioch, and G. Stadtmann, 2005, ‘Japanese and US interventions in the Yen/ US dollar market: Estimating the monetary authorities’ reaction functions’, Quarterly Review of Economics and Finance, 45, 680-98.
]Search in Google Scholar
[
13. Froot K. and R. Thaler, 1990, ‘Anomalies: Foreign exchange’, Journal of Economic Perspectives, 4, 179-92.
]Search in Google Scholar
[
14. Gordon D. and E. Leeper, 1994, ‘The dynamic impacts of monetary policy: An exercise in tentative identification’, Journal of Political Economy, 102, 228-47.
]Search in Google Scholar
[
15. Hodrick R., 1987, The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets, Harwood Academic Publishers: London.
]Search in Google Scholar
[
16. Jang K. and M. Ogaki, 2004, ‘The effects of monetary policy shocks on exchange rates: A structural vector error correction approach’, Journal of the Japanese and International Economics, 18, 99-114.
]Search in Google Scholar
[
17. Kim S. and N. Roubini, 2000, ‘Exchange rate anomalies in the industrial countries: A solution with the structural VAR approach’, Journal of Monetary Economics, 45, 561-86.
]Search in Google Scholar
[
18. Lewis K., 1995, ‘Are foreign exchange intervention and monetary policy related, and does it really matter?’, Journal of Business, 68, 185-214.
]Search in Google Scholar
[
19. Lobo, B.J., A. Darrat and S. Ramchander, 2006, ‘The asymmetric impact of monetary policy on currency markets’, The Financial Review, 41, 289-303.
]Search in Google Scholar
[
20. Obstfeld M. and K. Rogoff, 1996, Foundations of International Macroeconomics, MIT Press: Cambridge.
]Search in Google Scholar
[
21. Rudebusch G., 1998, ‘Do measures of monetary policy in a VAR make sense?’, International Economic Review, 39, 907-31.
]Search in Google Scholar
[
22. 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, 839- 68.
]Search in Google Scholar
[
23. Sims C. and T. Zha, 1999, ‘Error bands for impulse responses’, Econometrica, 67, 5, 1113-55.
]Search in Google Scholar
[
24. Weber A., 1996, ‘Foreign exchange intervention and international policy coordination: Comparing the G3 and EMS experience’, in: M.B. Canzoneri, W.J. Ethier and V. Grilli (eds.), The New Transatlantic Economy, Cambridge University Press: Cambridge.
]Search in Google Scholar