Is Official Exchange Rate Intervention Effective
By Mark P. Taylor. 2004
216 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/f11adab314ad4b44399f10abff535ca0b3ed4aac
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
- Lukas Menkhoff
- Sebastian Edwards
- Mark P. Taylor
- Carol Alexander
- Andreas Kaeck
- Lucio Sarno
- James R. Lothian
- Todd E. Clark
In Finance
- Lukas Menkhoff
- Sebastian Edwards
- Mark P. Taylor
- Carol Alexander
- Andreas Kaeck
- Jing Jian Xiao
- Jacinta Chan Phooi M’ng
- Rozaimah Zainudin
Citations in the corpus
- The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007, background): “…that fundamentals such as relative prices or relative monetary velocity are capable of explaining very long-term exchange rate movements (Taylor and Taylor, 2004), there is still no fundamentals-based exchange rate model available that is capable of forecasting exchange rate behaviour over the…”
- The Relationship Between Exchange Rates and Inflation Targeting Revisited (2006, background): “See, for example, Dominguez and Frankel (1993); Taylor (2004) ; Kearns and Rigobon (2005); Neely (2001); Sarno and Taylor (2001).”
- Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006, background): “(Because Spain imported goods from the rest of Europe, prices in general rose 1 For previous surveys of the PPP literature (see, Breuer, 1994; Froot and Rogoff, 1995; Taylor, 1995; Rogoff, 1996; Sarno and Taylor, 2002a, b; Taylor and Taylor, 2004).”
- High-Frequency Analysis of Foreign Exchange Interventions: What Do We Learn? (2010, unknown): “Interventions’ impact on survey based forecast heterogeneity (Beine et al., 2007) and interventions’ impact on real exchange rate behavior (Taylor, 2004) both rely on a monthly frequency.”
- Regime dependent determinants of credit default swap spreads (2008, background): “Among the variables examined are stock returns, interest rates and exchange rates (see Turner et al., 1989; Perez-Quiros and Timmermann, 2000; Taylor, 2004; Bansal et al., 2004; Alexander and Dimitriu, 2005; Cheung and Erlandsson, 2005; Francis and Owyang, 2005; Clarida et al., 2006 and many…”