Rasmus Fatum : Citation Profile

Are you Rasmus Fatum?

University of Alberta

17

H index

23

i10 index

849

Citations

RESEARCH PRODUCTION:

26

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 33
   Journals where Rasmus Fatum has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 52 (5.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa285
   Updated: 2022-08-13    RAS profile: 2021-10-25    
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Relations with other researchers

Works with:

Yamamoto, Yohei (7)

Yetman, James (3)

Cheung, Yin-Wong (2)

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:

Villamizar-Villegas, mauricio (33)

Neely, Christopher (28)

Menkhoff, Lukas (25)

Humpage, Owen (22)

McCauley, Robert (21)

Gerlach-Kristen, Petra (20)

Égert, Balázs (19)

Ueda, Kazuo (17)

Yabu, Tomoyoshi (17)

Gnabo, Jean-Yves (16)

Dominguez, Kathryn (14)

Cites to:

Hutchison, Michael (38)

Taylor, Mark (36)

Sarno, Lucio (32)

Dominguez, Kathryn (31)

Bollerslev, Tim (29)

Humpage, Owen (22)

Neely, Christopher (22)

Diebold, Francis (20)

Andersen, Torben (20)

Ito, Takatoshi (19)

Vega, Clara (16)

Main data

Where Rasmus Fatum has published?

Journals with more than one article published# docs
Journal of International Money and Finance10
Journal of Money, Credit and Banking3
Journal of International Economics2
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 Institute Working Papers / Federal Reserve Bank of Dallas12
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
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan2
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Rasmus Fatum (2022 and 2021)

YearTitle of citing document
2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2021Impacts of the Monetary Policy Committee Decisions on the Foreign Exchange Rate in Brazil. (2021). Gaglianone, Wagner ; Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:552.

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2021Regional How Powerful is Unannounced, Sterilized Foreign Exchange Intervention?. (2021). Weber, Jacob ; Naef, Alain. In: Working papers. RePEc:bfr:banfra:834.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-02.

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2021The ECB Under the Threat of Fiscal Dominance – The Individual Central Banker Dimension. (2021). Heinemann, Friedrich ; Jan, Kemper. In: The Economists' Voice. RePEc:bpj:evoice:v:18:y:2021:i:1:p:5-30:n:2.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15932.

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2021Hedge and safe haven status of Bitcoin: copula-DCC approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00425.

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2021What drives euro area financial market developments? The role of US spillovers and global risk. (2021). Schroder, Maximilian ; Guilhem, Arthur Saint ; Brandt, Lennart ; van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20212560.

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2021China’s exports in a protectionist world. (2021). Thorbecke, Willem ; Salike, Nimesh ; Chen, Chen. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001330.

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2021What is the exchange rate volatility response to COVID-19 and government interventions?. (2021). Chang, Chun-Ping ; Gong, Qiang ; Yang, Hao-Chang ; Feng, Gen-Fu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:705-719.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Winners and losers of central bank foreign exchange interventions. (2021). Viziniuc, Mdlin. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:748-767.

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2021Daily currency interventions in an emerging market: Incorporating reserve accumulation to the reaction function. (2021). Frömmel, Michael ; Midili, Murat ; Frommel, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:461-476.

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2021The impact of offshore exchange rate expectations on onshore exchange rates: The case of Chinese RMB. (2021). Xu, Xiangyun ; Ren, Junfan ; Shen, Yao ; Jia, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302321.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021The effects of FX-interventions on forecasters disagreement: A mixed data sampling view. (2021). Iregui, Ana ; Holmes, Mark ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001285.

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2021Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196.

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2022Senior official speech attributes and foreign exchange risk around business cycles. (2022). Welch, Robert ; Wang, Jiayu ; ben Omrane, Walid ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003240.

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2022Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?. (2021). Smales, Lee. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320301162.

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2021The tail behavior of safe haven currencies: A cross-quantilogram analysis. (2021). Cho, Dooyeon ; Han, Heejoon. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301414.

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2021The political pressure from the US upon RMB exchange rate. (2021). Evi, Aleksandar ; Chen, Zhongfei ; Guo, Wei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000123.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2021How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?. (2021). Sakurai, Yuji. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000706.

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2021The effectiveness of currency intervention: Evidence from Mongolia. (2021). Pontines, Victor ; Luvsannyam, davaajargal ; Munkhtsetseg, Ulziikhutag ; Atarbaatar, Enkhjin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001517.

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2021Who is the center of local currency Asian government bond markets?. (2021). Tsukuda, Yoshihiko ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000220.

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2021Comparing the impact of discretionary and pre-announced central bank interventions. (2021). Santos, Francisco Luna . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302631.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2022Price discovery and liquidity recovery: Forex market reactions to macro announcements. (2022). Ito, Takatoshi ; Yamada, Masahiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001534.

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2022Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x.

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2021Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management. (2021). Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:59:y:2021:i:c:s1042444x20300554.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829.

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2022Geopolitical risks and historical exchange rate volatility of the BRICS. (2022). Salisu, Afees ; GUPTA, RANGAN ; Cuado, Juncal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:179-190.

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2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

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2022Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002129.

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2022The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414.

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2022Tracking Exchange Rate Determinants amid the Pandemic. (2022). Yuki, Masujima . In: Discussion papers. RePEc:eti:dpaper:22001.

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2021Global Risk and Safe Haven Currency: Copula-DCC Approach. (2021). Zhuo, Juanjuan ; Kumamoto, Masao. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-26.

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2021A Quest for Monetary Policy Shocks in Japan by High Frequency Identification. (2021). Sugisaki, YU ; Sudo, Nao ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:21-e-02.

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2021Managing the Dollar Over Its Cycles. (2021). McCauley, Robert ; Kreicher, Lawrence L. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:49:y:2021:i:2:d:10.1007_s11293-021-09719-0.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: NBER Working Papers. RePEc:nbr:nberwo:28592.

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2021.

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2021Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-08.

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2021Official Intervention and Exchange Rate Determination: Evidence from India. (2021). Sharma, Akhil ; Gupta, Sanjeev ; Rishad, Abdul. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:13:y:2021:i:3:p:357-379.

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2022Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245.

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2022Can Equity be Safe-haven for Investment?. (2022). Balasubramanian, G ; Kayal, Parthajit ; Sri, Janani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:21:y:2022:i:1:p:32-63.

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2021Revisiting the asymmetric impacts of the exchange market pressure on the inflation, interest rate and foreign trade balance in Eastern Europe. (2021). Ozcelebi, Oguzhan ; Su, Emre ; Tokmakcioglu, Kaya. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01965-6.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Umar, Zaghum ; Aharon, David Y ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2021.

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2021Motivations for capital controls and their effectiveness. (2021). Shah, Ajay ; Pandey, Radhika ; Patnaik, Ila ; Pasricha, Gurnain K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:391-415.

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2021Heterogeneous investment horizons, risk regimes, and realized jumps. (2021). Gradojevic, Nikola ; Erdemlioglu, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:617-643.

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2022The news effects on exchange rate returns and volatility: Evidence from Pakistan. (2022). Ihsan, Hajra ; Rashid, Abdul ; Jabeen, Munazza . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:745-769.

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2021Scheduled macroeconomic news announcements and Forex volatility forecasting. (2021). Plihal, Toma. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1379-1397.

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2022The global latent factor and international index futures returns predictability. (2022). Lien, Donald ; Lee, Hsiuchuan ; Chang, Shulien. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:514-538.

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2022Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market. (2022). Nathan, Daniel ; Hertrich, Markus. In: Discussion Papers. RePEc:zbw:bubdps:202022.

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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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2018Does the accumulation of foreign currency reserves affect risk-taking? An event study approach In: BIS Papers chapters.
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2018Accumulation of foreign currency reserves and risk-taking In: BIS Working Papers.
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2020Accumulation of foreign currency reserves and risk-taking.(2020) In: Journal of International Money and Finance.
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2019Accumulation of Foreign Currency Reserves and Risk-taking.(2019) In: Discussion paper series.
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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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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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2002Post-Plaza intervention in the DEM/USD exchange rate In: Canadian Journal of Economics.
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2002Post–Plaza intervention in the DEM/USD exchange rate.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2000On the effectiveness of sterilized foreign exchange intervention In: Working Paper Series.
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2003Is sterilised foreign exchange intervention effective after all? an event study approach In: Economic Journal.
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1999Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach..(1999) In: EPRU Working Paper Series.
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2018Beggar thy neighbor or beggar thy domestic firms? Evidence from 2000 to 2011 Chinese customs data In: Journal of International Economics.
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2015Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data.(2015) In: Globalization Institute Working Papers.
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2009Real-time effects of central bank intervention in the euro market In: Journal of International Economics.
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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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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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2021Do oil endowment and productivity matter for accumulation of international reserves? In: Journal of International Money and Finance.
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2016Do oil endowment and productivity matter for accumulation of international reserves?.(2016) In: Globalization Institute Working Papers.
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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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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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2015Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all? In: Journal of International Money and Finance.
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2010Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?.(2010) In: Globalization Institute Working Papers.
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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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2016Intra-safe haven currency behavior during the global financial crisis In: Journal of International Money and Finance.
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2014Intra-safe haven currency behavior during the global financial crisis.(2014) In: Globalization Institute Working Papers.
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2017Is the Renminbi a safe haven? In: Journal of International Money and Finance.
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2016Is the Renminbi a safe haven?.(2016) In: Globalization Institute Working Papers.
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2016Is the Renminbi a Safe Haven?.(2016) In: Working Papers.
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2019The exchange rate effects of macro news after the global Financial Crisis In: Journal of International Money and Finance.
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2017The Exchange Rate Effects of Macro News after the Global Financial Crisis.(2017) In: Globalization Institute Working Papers.
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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 Institute Working Papers.
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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 Institute Working Papers.
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2019Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields In: Globalization Institute Working Papers.
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2019Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields.(2019) In: IMES Discussion Paper Series.
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2010Does foreign exchange reserve decumulation lead to currency appreciation? In: Globalization Institute Working Papers.
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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: NBER Working Papers.
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2010Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent? In: Globalization Institute Working Papers.
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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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2020Reserves and Risk: Evidence from China In: Globalization Institute Working 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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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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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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2013Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?.(2013) In: Journal of Money, Credit and Banking.
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