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Applied Economics Letters Volume 17, 2010 - Issue 15
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Original Articles

Can intervention indices detect central bank's actual intervention behaviour?

Yu-Ming Hsiao PhD Program in Management, Chung Yuan Christian University, 200 Chung Pei Rd., Chung Li, Taiwan, ROCCorrespondence[email protected]
,
Sheng-Chieh Pan Department of International Business, China University of Technology, 56, Sec. 3, Shinglung Rd., Wenshan Chiu, Taipei, Taiwan, ROC
&
Po-Chin Wu Department of International Trade, Chung Yuan Christian University, 200 Chung Pei Rd., Chung Li, Taiwan, ROC
Pages 1525-1530 | Published online: 12 Oct 2009

References

  • Baig , M. A. , Narasimhan , V. and Ramachandran , M. 2003 . Exchange market pressure and the Reserve Bank of India's intervention activity . Journal of Policy Modeling , 25 : 727 – 48 .
  • Chen , S. S. and Taketa , K. 2007 . Assessment of Weymark's measures of exchange market intervention: the case of Japan . Pacific Economic Review , 12 : 545 – 58 .
  • Fischer , A. M. 2005 . On the inadequacy of newswire reports for empirical research on foreign exchange interventions , Swiss National Bank . Working Papers 2005–2
  • Girton , L. and Roper , D. 1977 . A monetary model of exchange market pressure applied to the postwar Canadian experience . The American Economic Review , 67 : 537 – 48 .
  • Humpage , O. F. 2003 . Government intervention in the foreign exchange market , Federal Reserve Bank of Cleveland . Working Paper 03–15
  • Ito , T. 2007 . Myths and reality of foreign exchange interventions: an application to Japan . International Journal of Finance and Economics , 12 : 133 – 54 .
  • Jeisman , S. 2005 . Exchange market pressure in Australia . Quarterly Journal of Business and Economics , 44 : 13
  • Neely , C. J. 2005 . An analysis of recent studies of the effect of foreign exchange intervention . Federal Reserve Bank of St. Louis Review , 87 : 685 – 718 .
  • Sarno , L. and Taylor , M. P. 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 .
  • Tanner , E. 2000 . Exchange market pressure and monetary policy: Asia and Latin America in the 1990s . IMF Staff Papers , 47 : 311 – 33 .
  • Weymark , D. N. 1997 . Measuring the degree of exchange market intervention in a small open economy . Journal of International Money and Finance , 16 : 55 – 79 .
  • Wu , P.-C. and Hsiao , Y.-M. 2004 . Central bank's high intervention in foreign exchange market? The consideration of multi-trade behavior . Chung Yuan Journal , 32 : 477 – 90 .

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