Matches in SemOpenAlex for { <https://semopenalex.org/work/W1536081724> ?p ?o ?g. }
- W1536081724 abstract "Germany, Japan, and the United States continue to view foreign exchangeintervention as an effective instrument, although the mechanism through whichit operates is unclear. In this paper, we use official data on daily dollarintervention to examine itsimpact on exchange-rate risk premia through boththe portfolio-balance and expectations channels. We define the risk premiumin terms of deviation from uncovered interest parity and model its behaviorusing generalized autoregressive conditional heteroscedasticity. Our evidenceof portfolio-balance and expectations effects is inconsistent acrosssubperiods of different exchange-rate-policy regimes. Also, unlike Dominguez(1990) and Loopesko (1984), we find no evidence that coordination ofintervention improves its efficacy." @default.
- W1536081724 created "2016-06-24" @default.
- W1536081724 creator A5023587933 @default.
- W1536081724 creator A5026806236 @default.
- W1536081724 date "1992-04-01" @default.
- W1536081724 modified "2023-09-22" @default.
- W1536081724 title "New Results on the Impact of Central-Bank Intervention on Deviations From Uncovered Interest Parity" @default.
- W1536081724 cites W1483256302 @default.
- W1536081724 cites W1489592604 @default.
- W1536081724 cites W1552672177 @default.
- W1536081724 cites W1556644347 @default.
- W1536081724 cites W1559142186 @default.
- W1536081724 cites W1595413885 @default.
- W1536081724 cites W1975502490 @default.
- W1536081724 cites W1976201254 @default.
- W1536081724 cites W1982696260 @default.
- W1536081724 cites W2025483505 @default.
- W1536081724 cites W2043198784 @default.
- W1536081724 cites W2047537423 @default.
- W1536081724 cites W2064958656 @default.
- W1536081724 cites W2082642328 @default.
- W1536081724 cites W2109393133 @default.
- W1536081724 cites W2128731685 @default.
- W1536081724 cites W2136649914 @default.
- W1536081724 cites W2161080182 @default.
- W1536081724 cites W2172126634 @default.
- W1536081724 cites W3122280127 @default.
- W1536081724 cites W3122364159 @default.
- W1536081724 cites W3122456039 @default.
- W1536081724 cites W3122774142 @default.
- W1536081724 cites W3123405574 @default.
- W1536081724 cites W3125088510 @default.
- W1536081724 cites W3125395087 @default.
- W1536081724 cites W48434632 @default.
- W1536081724 doi "https://doi.org/10.26509/frbc-wp-199207" @default.
- W1536081724 hasPublicationYear "1992" @default.
- W1536081724 type Work @default.
- W1536081724 sameAs 1536081724 @default.
- W1536081724 citedByCount "2" @default.
- W1536081724 crossrefType "report-series" @default.
- W1536081724 hasAuthorship W1536081724A5023587933 @default.
- W1536081724 hasAuthorship W1536081724A5026806236 @default.
- W1536081724 hasBestOaLocation W15360817242 @default.
- W1536081724 hasConcept C101104100 @default.
- W1536081724 hasConcept C10138342 @default.
- W1536081724 hasConcept C106159729 @default.
- W1536081724 hasConcept C109168655 @default.
- W1536081724 hasConcept C118552586 @default.
- W1536081724 hasConcept C126285488 @default.
- W1536081724 hasConcept C149782125 @default.
- W1536081724 hasConcept C151541453 @default.
- W1536081724 hasConcept C15744967 @default.
- W1536081724 hasConcept C159877910 @default.
- W1536081724 hasConcept C162324750 @default.
- W1536081724 hasConcept C2776988154 @default.
- W1536081724 hasConcept C2780665704 @default.
- W1536081724 hasConcept C2780821815 @default.
- W1536081724 hasConcept C2983132609 @default.
- W1536081724 hasConcept C2992735868 @default.
- W1536081724 hasConcept C556758197 @default.
- W1536081724 hasConcept C82843974 @default.
- W1536081724 hasConceptScore W1536081724C101104100 @default.
- W1536081724 hasConceptScore W1536081724C10138342 @default.
- W1536081724 hasConceptScore W1536081724C106159729 @default.
- W1536081724 hasConceptScore W1536081724C109168655 @default.
- W1536081724 hasConceptScore W1536081724C118552586 @default.
- W1536081724 hasConceptScore W1536081724C126285488 @default.
- W1536081724 hasConceptScore W1536081724C149782125 @default.
- W1536081724 hasConceptScore W1536081724C151541453 @default.
- W1536081724 hasConceptScore W1536081724C15744967 @default.
- W1536081724 hasConceptScore W1536081724C159877910 @default.
- W1536081724 hasConceptScore W1536081724C162324750 @default.
- W1536081724 hasConceptScore W1536081724C2776988154 @default.
- W1536081724 hasConceptScore W1536081724C2780665704 @default.
- W1536081724 hasConceptScore W1536081724C2780821815 @default.
- W1536081724 hasConceptScore W1536081724C2983132609 @default.
- W1536081724 hasConceptScore W1536081724C2992735868 @default.
- W1536081724 hasConceptScore W1536081724C556758197 @default.
- W1536081724 hasConceptScore W1536081724C82843974 @default.
- W1536081724 hasLocation W15360817241 @default.
- W1536081724 hasLocation W15360817242 @default.
- W1536081724 hasOpenAccess W1536081724 @default.
- W1536081724 hasPrimaryLocation W15360817241 @default.
- W1536081724 hasRelatedWork W143838725 @default.
- W1536081724 hasRelatedWork W1863281467 @default.
- W1536081724 hasRelatedWork W2074769900 @default.
- W1536081724 hasRelatedWork W2082329173 @default.
- W1536081724 hasRelatedWork W2152839769 @default.
- W1536081724 hasRelatedWork W2252440737 @default.
- W1536081724 hasRelatedWork W2324918501 @default.
- W1536081724 hasRelatedWork W2612530601 @default.
- W1536081724 hasRelatedWork W2741645584 @default.
- W1536081724 hasRelatedWork W2760843240 @default.
- W1536081724 hasRelatedWork W2953393911 @default.
- W1536081724 hasRelatedWork W2955282480 @default.
- W1536081724 hasRelatedWork W3005561827 @default.
- W1536081724 hasRelatedWork W3007055521 @default.
- W1536081724 hasRelatedWork W3121298505 @default.
- W1536081724 hasRelatedWork W3121660660 @default.
- W1536081724 hasRelatedWork W3123784161 @default.