Rasmus Fatum : Citation Profile

Are you Rasmus Fatum?

University of Alberta

18

H index

23

i10 index

928

Citations

RESEARCH PRODUCTION:

26

Articles

50

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1996 - 2021). See details.
   Cites by year: 37
   Journals where Rasmus Fatum has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 54 (5.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfa285
   Updated: 2023-11-04    RAS profile: 2021-10-25    
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Relations with other researchers

Works with:

Yamamoto, Yohei (5)

Yetman, James (3)

Hara, Naoko (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)

Menkhoff, Lukas (30)

Neely, Christopher (28)

Humpage, Owen (22)

McCauley, Robert (21)

Gerlach-Kristen, Petra (20)

Égert, Balázs (19)

Yabu, Tomoyoshi (18)

Ueda, Kazuo (17)

Gnabo, Jean-Yves (16)

Dominguez, Kathryn (14)

Cites to:

Hutchison, Michael (42)

Taylor, Mark (36)

Sarno, Lucio (32)

Dominguez, Kathryn (31)

Bollerslev, Tim (29)

Humpage, Owen (24)

Neely, Christopher (24)

Ito, Takatoshi (23)

Andersen, Torben (20)

Diebold, Francis (20)

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 Banking & Finance2
Journal of International Economics2

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
Discussion paper series / Hitotsubashi Institute for Advanced Study, Hitotsubashi University2
IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Rasmus Fatum (2023 and 2022)

YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

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2023Do Actions Speak Louder than Words? A Foreign Exchange Intervention Analysis. (2023). Villamizar-Villegas, mauricio ; Pinzon-Puerto, Freddy A. In: Borradores de Economia. RePEc:bdr:borrec:1223.

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2023Blowing against the Wind? A Narrative Approach to Central Bank Foreign Exchange Intervention. (2023). Naef, Alain. In: Working papers. RePEc:bfr:banfra:911.

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2022FX Intervention to Stabilize or Manipulate the Exchange Rate? Inference from Profitability. (2022). Sandri, Damiano. In: BIS Working Papers. RePEc:bis:biswps:1059.

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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: Bank of Israel Working Papers. RePEc:boi:wpaper:2022.10.

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2023Intervening against the Fed. (2023). Yago, N ; Timmer, Y ; Rodnyansky, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2357.

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2023Intervening against the Fed. (2023). Yago, Naoki ; Timmer, Yannick ; Rodnyansky, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10575.

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2022Exchange rate volatility and the effectiveness of FX interventions: the case of Chile. (2022). Pia, Marco ; Jara, Alejandro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:962.

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2022Currency manipulation and currency wars: Analyzing the dynamics of competitive central bank interventions. (2022). Sushko, Iryna ; Schmitt, Noemi ; Radi, Davide ; Gardini, Laura ; Westerhoff, Frank. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:145:y:2022:i:c:s0165188922002482.

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2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

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2023Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237.

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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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2023CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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2023Macro news effects on exchange rates: Difference between carry trade target and safe-haven currencies. (2023). Hu, Bing ; Lin, Zhitao ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000533.

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2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

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2022The influence of the renminbi and its macroeconomic determinants: A new Chinese monetary order in Asia?. (2022). Sato, Kiyotaka ; Keddad, Benjamin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000695.

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2022Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19. (2022). Mohamad, Azhar ; Stavroyiannis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001184.

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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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2023FX intervention to stabilize or manipulate the exchange rate? Inference from profitability. (2023). Sandri, Damiano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001899.

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2023Reserves and risk: Evidence from China. (2023). Yamamoto, Yohei ; Hattori, Takahiro ; Fatum, Rasmus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000451.

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2023Does machine learning help private sectors to alarm crises? Evidence from China’s currency market. (2023). Zong, LU ; Wang, Peiwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437123000250.

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2022Do conventional currencies hedge cryptocurrencies?. (2022). Balli, Faruk ; Hasan, Mudassar ; Hussain, Syed Jawad ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:223-228.

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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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2023Global risk and market conditions. (2023). Carrieri, Francesca ; Akbari, Amir. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:51-70.

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2023Analyzing a dynamic relation between RMB exchange rate onshore and offshore during the extreme market conditions. (2023). Qiu, Hong ; Wang, Xiangjin ; Hu, Genhua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:408-417.

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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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2023International Capital Flow Pressures and Global Factors. (2023). Krogstrup, Signe ; Goldberg, Linda S. In: Staff Reports. RePEc:fip:fednsr:95595.

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2022Partnership Diplomacy and China’s Exports. (2022). Sun, Churen ; Chen, Jin ; Liu, Yaying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12147-:d:925055.

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2023FX intervention and domestic credit in a partially dollarized economy: Evidence using microdata from Peru.. (2023). Yamunaque, Diego ; Nivin, Rafael ; Ceron, Marcos. In: IHEID Working Papers. RePEc:gii:giihei:heidwp11-2023.

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2023The Trend Effect of Foreign Exchange Intervention. (2023). Yamamoto, Yohei ; Chen, Binwei ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-132.

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2022THE DYNAMICS OF FOREIGN CAPITAL FLOWS IN INDONESIA: SOURCES AND IMPLICATIONS ON BOND MARKET AND BANK STABILITY. (2022). Wulandari, Carla Sheila ; Indawan, Fiskara ; Gunadi, Iman ; Soedarmono, Wahyoe. In: Working Papers. RePEc:idn:wpaper:wp032022.

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2022Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R G ; McGregor, Thomas ; Filardo, Andrew. In: IMF Working Papers. RePEc:imf:imfwpa:2022/158.

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2023Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets. (2023). Uz, Idil. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09578-9.

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2022Exchange rate expectations and exports: Firm-level evidence from China. (2022). Wang, Xiaozhuo ; Qiu, Larry D ; Huang, Hailiang ; Bao, Xiaohua. In: Discussion Papers. RePEc:not:notgep:2022-07.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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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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2022Forward guidance and the exchange rate: A theoretical sign restricted VAR analysis.. (2022). Dabire, Fabrice. In: Cahiers de recherche. RePEc:shr:wpaper:22-03.

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2023Regime-dependent drivers of the EUR/CHF exchange rate. (2023). Stockl, Sebastian ; Hanke, Michael ; Kotlarz, Piotr. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:159:y:2023:i:1:d:10.1186_s41937-023-00107-w.

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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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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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2023How Powerful Is Unannounced, Sterilized Foreign Exchange Intervention?. (2023). Weber, Jacob P ; Naef, Alain. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:55:y:2023:i:5:p:1307-1319.

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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.
[Full Text][Citation analysis]		paper1
2020Accumulation of foreign currency reserves and risk-taking.(2020) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 1		article
2019Accumulation of Foreign Currency Reserves and Risk-taking.(2019) In: Discussion paper series.
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This paper has another version. Agregated cites: 1		paper
2006Evaluating 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]		paper38
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.
[Full Text][Citation analysis]		paper94
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.
[Full Text][Citation analysis]		article177
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.
[Full Text][Citation analysis]		article48
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.
[Full Text][Citation analysis]		article26
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.
[Full Text][Citation analysis]		article64
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: Working Papers.
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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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2020Reserves and Risk : Evidence from China.(2020) In: Discussion paper series.
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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.
[Full Text][Citation analysis]		paper11
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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2013Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?.(2013) In: Journal of Money, Credit and Banking.
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