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Foreign Exchange Interventions and Their Impact on Expectations: Evidence from the Usd/Ils Options Market
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/fut.20229openalex-extracted
Price discovery in the foreign exchange futures market
inferredcites →https://doi.org/10.1002/ijfe.325openalex-extracted
Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
inferredcites →https://doi.org/10.1007/s00780-005-0162-yopenalex-extracted
Local martingales, bubbles and option prices
inferredcites →https://doi.org/10.1016/0165-1765(86)90188-6openalex-extracted
Are foreign exchange forecasts rational?
inferredcites →https://doi.org/10.1016/j.ecosys.2005.11.001openalex-extracted
Foreign exchange interventions and interest rate policy in the Czech Republic: Hand in glove?
inferredcites →https://doi.org/10.1016/j.ememar.2019.100620openalex-extracted
Unveiling the effects of foreign exchange intervention: A panel approach
inferredcites →https://doi.org/10.1016/j.jeconom.2005.02.011openalex-extracted
Generalized reduced rank tests using the singular value decomposition
inferredcites →https://doi.org/10.1016/j.jempfin.2006.07.005openalex-extracted
Do interventions in foreign exchange markets modify investors' expectations? The experience of Japan between 1992 and 2004
inferredcites →https://doi.org/10.1016/j.jfineco.2014.05.004openalex-extracted
Crash-neutral currency carry trades
inferredcites →https://doi.org/10.1016/j.jfs.2020.100794openalex-extracted
The effectiveness of FX interventions: A meta-analysis
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.07.004openalex-extracted
Foreign exchange market intervention and expectations: The yen/dollar exchange rate
inferredcites →https://doi.org/10.1016/j.jimonfin.2005.11.007openalex-extracted
Effectiveness of official daily foreign exchange market intervention operations in Japan
inferredcites →https://doi.org/10.1016/j.jimonfin.2006.12.001openalex-extracted
What prompts Japan to intervene in the Forex market? A new approach to a reaction function
inferredcites →https://doi.org/10.1016/j.jimonfin.2007.01.001openalex-extracted
The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna
inferredcites →https://doi.org/10.1016/j.jimonfin.2008.01.003openalex-extracted
Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data
inferredcites →https://doi.org/10.1016/j.jimonfin.2015.07.015openalex-extracted
Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
inferredcites →https://doi.org/10.1016/j.jinteco.2018.01.001openalex-extracted
The U.S. Treasury Premium
inferredcites →https://doi.org/10.1016/j.jmoneco.2020.03.002openalex-extracted
Does a big bazooka matter? Quantitative easing policies and exchange rates
inferredcites →https://doi.org/10.1016/s0165-1765(99)00281-5openalex-extracted
A jackknife interpretation of the continuous updating estimator
inferredcites →https://doi.org/10.1016/s0261-5606(83)80001-1openalex-extracted
Foreign currency option values
inferredcites →https://doi.org/10.1016/s0261-5606(97)00054-5openalex-extracted
Implied exchange rate distributions: evidence from OTC option markets
inferredcites →https://doi.org/10.1017/s0022109011000135openalex-extracted
New Methods for Inference in Long-Horizon Regressions
inferredcites →https://doi.org/10.1080/00036846.2016.1248283openalex-extracted
Do central bank foreign exchange interventions affect market expectations?
inferredcites →https://doi.org/10.1080/07350015.1996.10524656openalex-extracted
Finite-Sample Properties of Some Alternative GMM Estimators
inferredcites →https://doi.org/10.1086/296433openalex-extracted
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
inferredcites →https://doi.org/10.1086/696277openalex-extracted
Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data
inferredcites →https://doi.org/10.1093/acprof:oso/9780199549498.003.0015openalex-extracted
Estimating the Implied Risk‐Neutral Density for the US Market Portfolio*
inferredcites →https://doi.org/10.1093/oso/9780198775218.001.0001openalex-extracted
Generalized Method of Moments
inferredcites →https://doi.org/10.1093/restud/rdab013openalex-extracted
A Theory of Foreign Exchange Interventions
inferredcites →https://doi.org/10.1093/restud/rdz059openalex-extracted
Exchange Rate Policies at the Zero Lower Bound
inferredcites →https://doi.org/10.1111/1468-0297.00122openalex-extracted
Is sterilised foreign exchange intervention effective after all? an event study approach
inferredcites →https://doi.org/10.1111/j.1368-423x.2004.00131.xopenalex-extracted
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
inferredcites →https://doi.org/10.1111/j.1467-9957.2010.02199.xopenalex-extracted
UNCONVENTIONAL MONETARY POLICIES: AN APPRAISAL
inferredcites →https://doi.org/10.1111/j.1468-0297.2008.02161.xopenalex-extracted
Oral Interventions Versus Actual Interventions in FX Markets – an Event‐Study Approach
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb02654.xopenalex-extracted
Options Arbitrage in Imperfect Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.2010.01569.xopenalex-extracted
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01728.xopenalex-extracted
Carry Trades and Global Foreign Exchange Volatility
inferredcites →https://doi.org/10.1111/jmcb.12594openalex-extracted
The Relative Effectiveness of Spot and Derivatives‐Based Intervention
inferredcites →https://doi.org/10.1111/joes.12136openalex-extracted
A THEORETICAL APPROACH TO STERILIZED FOREIGN EXCHANGE INTERVENTION
inferredcites →https://doi.org/10.1111/jofi.12620openalex-extracted
Deviations from Covered Interest Rate Parity
inferredcites →https://doi.org/10.1142/s2010139215500093openalex-extracted
The Impact of a Central Bank's Bond Market Intervention on Foreign Exchange Rates
inferredcites →https://doi.org/10.1146/annurev-financial-073009-104107openalex-extracted
Limits of Arbitrage
inferredcites →https://doi.org/10.1146/annurev-financial-110217-022944openalex-extracted
Risk-Neutral Densities: A Review
inferredcites →https://doi.org/10.1162/rest_a_00928openalex-extracted
The Dynamic Impact of FX Interventions on Financial Markets
inferredcites →https://doi.org/10.1257/aeri.20180322openalex-extracted
The Dollar, Bank Leverage, and Deviations from Covered Interest Parity
inferredcites →https://doi.org/10.1257/jel.39.3.839openalex-extracted
Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work?
inferredcites →https://doi.org/10.1257/mac.20150317openalex-extracted
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries
inferredcites →https://doi.org/10.2139/ssrn.1648283openalex-extracted
Foreign Exchange Intervention When Interest Rates are Zero: Does the Portfolio Balance Channel Matter after All?
inferredcites →https://doi.org/10.2139/ssrn.2561231openalex-extracted
Motives and Effectiveness of Forex Interventions
inferredcites →https://doi.org/10.2139/ssrn.2633915openalex-extracted
Unveiling the Effects of Foreign Exchange Intervention: A Panel Approach
inferredcites →https://doi.org/10.2139/ssrn.2692438openalex-extracted
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries
inferredcites →https://doi.org/10.2139/ssrn.3632637openalex-extracted
Biases in Long-Horizon Predictive Regressions
inferredcites →https://doi.org/10.2139/ssrn.3688821openalex-extracted
The Effectiveness of FX Interventions: A Meta-Analysis
inferredcites →https://doi.org/10.2139/ssrn.373420openalex-extracted
Generalized Reduced Rank Tests Using the Singular Value Decomposition
inferredcites →https://doi.org/10.2139/ssrn.3842752openalex-extracted
CIP Deviations, the Dollar, and Frictions in International Capital Markets
inferredcites →https://doi.org/10.2139/ssrn.601030openalex-extracted
Do Options-Implied Rnd Functions on G3 Currencies Move Around the Times of Interventions on the Jpy/Usd Exchange Rate?
inferredcites →https://doi.org/10.2139/ssrn.754424openalex-extracted
Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
inferredcites →https://doi.org/10.2139/ssrn.804466openalex-extracted
How Successful are Exchange Rate Communication and Interventions? Evidence from Time-Series and Event-Study Approaches
inferredcites →https://doi.org/10.2139/ssrn.922317openalex-extracted
Price Discovery in the Foreign Currency Futures and Spot Market
inferredcites →https://doi.org/10.32468/be.862openalex-extracted
A survey on the effects of sterilized foreign exchange intervention
inferredcites →https://doi.org/10.3386/w10456openalex-extracted
What Prompts Japan to Intervene in the Forex Market? A New Approach to a Reaction Function
inferredcites →https://doi.org/10.3386/w28777openalex-extracted
CIP Deviations, the Dollar, and Frictions in International Capital Markets
inferredcites →https://doi.org/10.3905/jod.1997.407988openalex-extracted
Estimating the Probability Distribution of the Future Exchange Rate from Option Prices
inferredcites →https://doi.org/10.3905/jod.2010.18.2.058openalex-extracted
A Guide to FX Options Quoting Conventions
inferredcites →https://doi.org/10.5089/9781475571035.001.a001openalex-extracted
The Relative Effectiveness of Spot and Derivatives Based Intervention
inferredcites →https://doi.org/10.1017/cbo9780511614491.006openalex-snapshot
Testing for Weak Instruments in Linear IV Regression
inferredcites →https://doi.org/10.1093/rapstu/raad003openalex-snapshot
Limits of Arbitrage and Primary Risk-Taking in Derivative Securities
inferredcites →https://doi.org/10.1257/mac.20140016openalex-snapshot
The Response of Tail Risk Perceptions to Unconventional Monetary Policy
inferredcites →https://doi.org/10.2307/2601220openalex-snapshot
U.S. Intervention : Assessing the Probability of Success
inferredcites →https://doi.org/10.3905/jod.2009.17.2.007openalex-snapshot
Price Discovery in the Foreign Currency Futures and Spot Market
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.1016/j.euroecorev.2025.105119openalex-snapshot
Foreign exchange intervention: A comparative analysis of announcements versus trades
inferred← citeshttps://doi.org/10.1016/j.jmoneco.2025.103763openalex-snapshot
Foreign exchange interventions in the New-Keynesian model: Policy, transmission, and welfare
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