13
H index
16
i10 index
505
Citations
Rasmus Fatum : Citation Profile
University of Alberta | RESEARCH PRODUCTION: 17 Articles 43 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1996 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Rasmus Fatum. | Is cited by:
| Cites to:
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Main data
Where Rasmus Fatum has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 4 |
| Journal of Money, Credit and Banking | 3 |
| Journal of Banking & Finance | 2 |
Recent works citing Rasmus Fatum (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2018 | Does 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. Full description at Econpapers || Download paper |
| 2017 | Impact 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. Full description at Econpapers || Download paper |
| 2017 | The 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. Full description at Econpapers || Download paper |
| 2017 | FORWARD 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. Full description at Econpapers || Download paper |
| 2017 | Efectos 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. Full description at Econpapers || Download paper |
| 2018 | Predicting 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. Full description at Econpapers || Download paper |
| 2017 | Systematic Managed Floating. (2017). Frankel, Jeffrey. In: Working Paper Series. RePEc:ecl:harjfk:rwp17-025. Full description at Econpapers || Download paper |
| 2017 | Effect 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. Full description at Econpapers || Download paper |
| 2017 | Dealing 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. Full description at Econpapers || Download paper |
| 2018 | On 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. Full description at Econpapers || Download paper |
| 2017 | Oral 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. Full description at Econpapers || Download paper |
| 2017 | Does 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. Full description at Econpapers || Download paper |
| 2017 | Central 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. Full description at Econpapers || Download paper |
| 2017 | Understanding 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2017 | Cross-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. Full description at Econpapers || Download paper |
| 2017 | Exchange 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. Full description at Econpapers || Download paper |
| 2017 | Foreign 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. Full description at Econpapers || Download paper |
| 2017 | Safe Haven Currency and Market Uncertainty: Yen, renminbi, dollar, and alternatives. (2017). Yuki, MASUJIMA . In: Discussion papers. RePEc:eti:dpaper:17048. Full description at Econpapers || Download paper |
| 2018 | Evaluating the Unconventional Monetary Policy in Stock Markets : A Semi-parametric Approach. (2018). Shirota, Toyoichiro. In: Discussion paper series. A. RePEc:hok:dpaper:322. Full description at Econpapers || Download paper |
| 2017 | Effects 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. Full description at Econpapers || Download paper |
| 2018 | Taming 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. Full description at Econpapers || Download paper |
| 2017 | Stock Volatility and the Great Depression. (2017). Weidenmier, Marc ; Cortes, Gustavo. In: NBER Working Papers. RePEc:nbr:nberwo:23554. Full description at Econpapers || Download paper |
| 2017 | Systematic Managed Floating. (2017). Frankel, Jeffrey. In: NBER Working Papers. RePEc:nbr:nberwo:23663. Full description at Econpapers || Download paper |
| 2017 | Did 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. Full description at Econpapers || Download paper |
| 2017 | Optimal policies in International Macroeconomics. (2017). Alla, Zineddine. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6kvjk9o32n8m88c6de3gc0gltj. Full description at Econpapers || Download paper |
| 2017 | On 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. Full description at Econpapers || Download paper |
| 2018 | Announcements 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. Full description at Econpapers || Download paper |
Works by Rasmus Fatum:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects In: Santa Cruz Center for International Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects.(2006) In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2010 | Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2008 | Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects.(2006) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan In: Santa Cruz Center for International Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 65 |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2006 | Effectiveness of official daily foreign exchange market intervention operations in Japan.(2006) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | article | |
| 2002 | Effectiveness of official daily foreign exchange market intervention operations in Japan.(2002) In: Pacific Basin Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 65 | paper | |
| 2003 | Do 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. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Do 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2003 | Do 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2002 | Post-Plaza intervention in the DEM/USD exchange rate In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 12 |
| 2000 | On the effectiveness of sterilized foreign exchange intervention In: Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
| 2003 | Is sterilised foreign exchange intervention effective after all? an event study approach In: Economic Journal. [Full Text][Citation analysis] | article | 124 |
| 1999 | Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach..(1999) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 124 | paper | |
| 2009 | Real-time effects of central bank intervention in the euro market In: Journal of International Economics. [Full Text][Citation analysis] | article | 17 |
| 2007 | Real-Time Effects of Central Bank Interventions in the Euro Market.(2007) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2008 | Monetary policy news and exchange rate responses: Do only surprises matter? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
| 2005 | Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?.(2005) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2014 | Large versus small foreign exchange interventions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
| 2008 | Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 23 |
| 2005 | Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data.(2005) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2013 | The intraday effects of central bank intervention on exchange rate spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
| 2012 | Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 10 |
| 2010 | Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates.(2010) In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 2006 | One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 18 |
| 2012 | Does foreign exchange intervention volume matter? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Intra-safe haven currency behavior during the global financial crisis In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Is the Renminbi a safe haven? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Do oil endowment and productivity matter for accumulation of international reserves? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Exchange Rate Effects of Macro News after the Global Financial Crisis In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Does foreign exchange reserve decumulation lead to currency appreciation? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 4 |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2010 | Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?.(2010) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2010 | Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent? In: Globalization and Monetary Policy Institute Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2005 | Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004 In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Official 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2009 | Official 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2005 | Foreign exchange intervention and monetary policy in Japan, 2003–04 In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 15 |
| 2002 | ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention In: Open Economies Review. [Full Text][Citation analysis] | article | 39 |
| 2002 | ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention..(2002) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2002 | Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan. In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2003 | One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation. In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04 In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 15 |
| 2009 | Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market. In: EPRU Working Paper Series. [Citation analysis] | paper | 28 |
| 1999 | Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market..(1999) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has another version. Agregated cites: 28 | article | |
| 2006 | Do 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. [Full Text][Citation analysis] | article | 12 |
| 2013 | Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team