49
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

The effectiveness of joint intervention on the yen/US dollar exchange rate

&
Pages 375-378 | Published online: 25 Mar 2008

References

  • Box , GEP and Tiao , GC . 1975 . Intervention analysis with applications to economic and environmental problems . Journal of American Statistical Association , 349 : 70 – 79 .
  • Beine , M . 2004 . Covariances and direct central bank interventions in the foreign exchange markets . Journal of Banking and Finance , 28 : 1385 – 411 .
  • Dominguez , K . 1990 . Market Reponses to coordinated central bank intervention . Carnegie Rochester Conference Series on Public Policy , 32 : 121 – 64 .
  • Dominguez , K and Frankel , JA . 1993 . “ Foreign exchange intervention: an empirical assessment ” . In On Exchange Rates , Edited by: Frankel , JA . Cambridge, MA : MIT Press .
  • Eijffinger , SCW and Gruijters , APD . 1992 . “ On the effectiveness of daily interventions by the Deutsche Bundesbank and the Federal Reserve System in the US dollar Deutsche mark exchange market ” . In Exchange Rate Regimes and Currency Union , Edited by: Baltensperger , E and Sinn , HW . 131 – 56 . London : MacMillan .
  • Frankel , M , Pierdzioch , C and Stadtmann G. 2005 . Japanese and US interventions in the Yen/Dollar Market: estimating the monetary authorities’ reaction Functions . The Quarterly Review of Economics and Finance , 45 : 680 – 98 .
  • Galati , G , Melick , W and Micu , M . 2005 . Foreign exchange market intervention and expectations: the Yen/Dollar exchange rate . Journal of International Money and Finance , 24 : 982 – 1011 .
  • Loopesko . 1984 . Relationships among exchange rates, intervention, and the interest rates: an empirical investigation . Journal of International Money and Finance , 3 : 257 – 77 .
  • Taylor , M . 2005 . Official foreign exchange intervention as a coordinating signal in the Dollar-Yen market . Pacific Economic Review , 10 : 73 – 82 .
  • Mussa , M . 1981 . The Role of Official Intervention Group of Thirty, Occasional Papers 6

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.