IS S TERILISED F OREIGN EXCHANGE I NTERVENTION EFFECTIVE AFTER A LL? A N E VENT STUDY A PPROACH*

By Rasmus Fatum, Michael M. Hutchison. 2003

141 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/de1da0f6939d94d63401fbd17a6f7487429d1aab

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Michael M. Hutchison
2. Ilan Noy

In Finance

1. Rasmus Fatum
2. Michael M. Hutchison
3. Ilan Noy

Citations in the corpus

• Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan (2003, background): “zero-interest rates). In order to address the issue of effectiveness, the methodological starting point of this paper follows Fatum and Hutchison (2003) by recognizing that standard time-series techniques are not well suited to the analysis of intervention vis-a`-vis the behavior of exchange rates”
• High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn? (2010, unknown): “She finds robust evidence that interventions influence returns in the intended direction (see also Fatum and Hutchison, 2003, for daily data).”