Rasmus Fatum : Citation Profile


Are you Rasmus Fatum?

University of Alberta

13

H index

16

i10 index

505

Citations

RESEARCH PRODUCTION:

17

Articles

43

Papers

RESEARCH ACTIVITY:

   21 years (1996 - 2017). See details.
   Cites by year: 24
   Journals where Rasmus Fatum has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 36 (6.65 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa285
   Updated: 2018-07-14    RAS profile: 2015-04-07    
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Relations with other researchers


Works with:

Yamamoto, Yohei (3)

Zhu, Guozhong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rasmus Fatum.

Is cited by:

Neely, Christopher (25)

Menkhoff, Lukas (20)

Humpage, Owen (19)

Égert, Balázs (17)

Gnabo, Jean-Yves (17)

Gerlach-Kristen, Petra (15)

McCauley, Robert (15)

Ueda, Kazuo (13)

Dominguez, Kathryn (11)

Yabu, Tomoyoshi (10)

Melvin, Michael (9)

Cites to:

Bollerslev, Tim (28)

Hutchison, Michael (24)

Neely, Christopher (24)

Dominguez, Kathryn (19)

Andersen, Torben (19)

Humpage, Owen (19)

Ito, Takatoshi (17)

Diebold, Francis (16)

Taylor, Mark (14)

Vega, Clara (14)

Melvin, Michael (12)

Main data


Where Rasmus Fatum has published?


Journals with more than one article published# docs
Journal of International Money and Finance4
Journal of Money, Credit and Banking3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
EPRU Working Paper Series / Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics16
Globalization and Monetary Policy Institute Working Paper / Federal Reserve Bank of Dallas10
Santa Cruz Department of Economics, Working Paper Series / Department of Economics, UC Santa Cruz4
Santa Cruz Center for International Economics, Working Paper Series / Center for International Economics, UC Santa Cruz3

Recent works citing Rasmus Fatum (2018 and 2017)


YearTitle of citing document
2018Does the accumulation of foreign currency reserves affect risk-taking? An event study approach. (2018). Fatum, Rasmus ; Yetman, James. In: BIS Papers chapters. RePEc:bis:bisbpc:96-06.

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2017Impact of Macroeconomic Announcements on Foreign Exchange Volatility: Evidence from South Africa. (2017). Maserumule, Tseke ; Alagidede, Paul. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:3:p:405-429.

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2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function. (2017). Kühl, Michael ; Beckmann, Joscha ; Kuhl, Michael. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1836-1865.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2017Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira . In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015708.

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2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2017Dealing with small sample bias in post-crisis samples. (2017). El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:1-8.

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2018On the theory of international currency portfolios. (2018). Kumhof, Michael. In: European Economic Review. RePEc:eee:eecrev:v:101:y:2018:i:c:p:376-396.

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2017Oral intervention in China: Efficacy of Chinese exchange rate communications. (2017). Zhang, Zhichao ; Li, HE. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:24-34.

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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Apergis, Nicholas ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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2017Central banks and macroeconomic policy choices: Relaxing the trilemma. (2017). Steiner, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:283-299.

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2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Apergis, Nicholas ; Smales, L A. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

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2017A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data. (2017). Kitamura, Yoshihiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:32-46.

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2017Cross-border scheduled macroeconomic news impacts: Evidence from high-frequency Asia Pacific currencies. (2017). Chan, Kam Fong ; Marsden, Alastair ; Chhagan, Mahesh . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:37-54.

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2017Exchange rate rebounds after foreign exchange market interventions. (2017). Hoshikawa, Takeshi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:102-110.

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2017Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis?. (2017). Suardi, Sandy ; Chang, Yuanchen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:370-390.

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2017Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives. (2017). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:17048.

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2018Evaluating the Unconventional Monetary Policy in Stock Markets : A Semi-parametric Approach. (2018). Shirota, Toyoichiro. In: Discussion paper series. A. RePEc:hok:dpaper:322.

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2017Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:87:p:67-95.

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2018Taming the Tide of Capital Flows: A Policy Guide. (2018). Ghosh, Atish R ; Qureshi, Mahvash S ; Ostry, Jonathan D. In: MIT Press Books. RePEc:mtp:titles:0262037165.

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2017Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:23554.

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2017Systematic Managed Floating. (2017). Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23663.

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2017Did the Exchange Rate Floor Prevent Deflation in the Czech Republic?. (2017). Caselli, Francesca. In: Review of Economics and Institutions. RePEc:pia:review:v:8:y:2017:i:2:n:1.

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2017Optimal policies in International Macroeconomics. (2017). Alla, Zineddine. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6kvjk9o32n8m88c6de3gc0gltj.

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2017On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999-2007. (2017). Zeman, Juraj ; Odor, Ludovit ; Riiska, William O ; Banerjee, Biswajit . In: Working and Discussion Papers. RePEc:svk:wpaper:1045.

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2018Announcements credibility and government securities: evidence from Colombia. (2018). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo . In: Applied Economics Letters. RePEc:taf:apeclt:v:25:y:2018:i:4:p:278-282.

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Works by Rasmus Fatum:


YearTitleTypeCited
2005The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar In: Staff Working Papers.
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2006Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects In: Santa Cruz Center for International Economics, Working Paper Series.
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2006Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects.(2006) In: Santa Cruz Department of Economics, Working Paper Series.
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2010Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects.(2010) In: Journal of International Money and Finance.
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2008Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects.(2008) In: Working Papers.
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2006Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects.(2006) In: EPRU Working Paper Series.
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2003Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan In: Santa Cruz Center for International Economics, Working Paper Series.
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2003Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2003Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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2006Effectiveness of official daily foreign exchange market intervention operations in Japan.(2006) In: Journal of International Money and Finance.
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2002Effectiveness of official daily foreign exchange market intervention operations in Japan.(2002) In: Pacific Basin Working Paper Series.
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2003Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: NBER Working Papers.
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2003Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market In: Santa Cruz Center for International Economics, Working Paper Series.
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2003Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market.(2003) In: Santa Cruz Department of Economics, Working Paper Series.
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This paper has another version. Agregated cites: 3
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2003Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market..(2003) In: EPRU Working Paper Series.
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This paper has another version. Agregated cites: 3
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2002Post-Plaza intervention in the DEM/USD exchange rate In: Canadian Journal of Economics.
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2000On the effectiveness of sterilized foreign exchange intervention In: Working Paper Series.
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paper25
2003Is sterilised foreign exchange intervention effective after all? an event study approach In: Economic Journal.
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article124
1999Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach..(1999) In: EPRU Working Paper Series.
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2009Real-time effects of central bank intervention in the euro market In: Journal of International Economics.
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article17
2007Real-Time Effects of Central Bank Interventions in the Euro Market.(2007) In: EPRU Working Paper Series.
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2008Monetary policy news and exchange rate responses: Do only surprises matter? In: Journal of Banking & Finance.
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article25
2005Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?.(2005) In: EPRU Working Paper Series.
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2014Large versus small foreign exchange interventions In: Journal of Banking & Finance.
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2008Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data In: Journal of International Money and Finance.
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article23
2005Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data.(2005) In: EPRU Working Paper Series.
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2013The intraday effects of central bank intervention on exchange rate spreads In: Journal of International Money and Finance.
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2012Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates In: Journal of the Japanese and International Economies.
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2010Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates.(2010) In: Globalization and Monetary Policy Institute Working Paper.
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2006One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation In: Journal of Monetary Economics.
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2012Does foreign exchange intervention volume matter? In: Globalization and Monetary Policy Institute Working Paper.
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2014Intra-safe haven currency behavior during the global financial crisis In: Globalization and Monetary Policy Institute Working Paper.
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2015Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data In: Globalization and Monetary Policy Institute Working Paper.
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2016Is the Renminbi a safe haven? In: Globalization and Monetary Policy Institute Working Paper.
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2016Do oil endowment and productivity matter for accumulation of international reserves? In: Globalization and Monetary Policy Institute Working Paper.
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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis In: Globalization and Monetary Policy Institute Working Paper.
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2010Does foreign exchange reserve decumulation lead to currency appreciation? In: Globalization and Monetary Policy Institute Working Paper.
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2010Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: EPRU Working Paper Series.
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2010Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: Working Papers.
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2010Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: NBER Working Papers.
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2010Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all? In: Globalization and Monetary Policy Institute Working Paper.
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2010Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?.(2010) In: EPRU Working Paper Series.
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2010Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent? In: Globalization and Monetary Policy Institute Working Paper.
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2010Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?.(2010) In: Discussion Papers.
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2005Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004 In: Hi-Stat Discussion Paper Series.
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2009Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? In: IMES Discussion Paper Series.
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2009Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?.(2009) In: Monetary and Economic Studies.
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2009Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?.(2009) In: EPRU Working Paper Series.
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2005Foreign exchange intervention and monetary policy in Japan, 2003–04 In: International Economics and Economic Policy.
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2002ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention In: Open Economies Review.
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2002ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention..(2002) In: EPRU Working Paper Series.
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2002Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan. In: EPRU Working Paper Series.
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2003One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation. In: EPRU Working Paper Series.
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2005Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04 In: EPRU Working Paper Series.
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2005Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data In: EPRU Working Paper Series.
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2009Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan In: EPRU Working Paper Series.
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1996Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market. In: EPRU Working Paper Series.
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1999Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market..(1999) In: Journal of Money, Credit and Banking.
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2006Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur? In: Journal of Money, Credit and Banking.
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2013Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? In: Journal of Money, Credit and Banking.
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