| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Central bank intervention and exchange rate volatility 1 I am grateful to seminar participants at Cornell, Georgetown, Harvard, Maastricht, McGill, NBER, MIT, NYU, Penn, and especially Susan Collins, Sylvester C.W. Eijffinger, Michael Klein, Jim Stock, and Shang-Jin Wei for helpful comments and suggestions on previous drafts. This research has been supported by NSF grant SBR-9311507 and the Olin Fellowship program at the NBER. 1
|
Dominguez, Kathryn M.
|
|
1998
|
17 |
1 |
p. 161-190
30 p.
|
artikel
|
| 2 |
Extreme support for uncovered interest parity
|
Huisman, Ronald
|
|
1998
|
17 |
1 |
p. 211-228
18 p.
|
artikel
|
| 3 |
Forecasting real exchange rates 1 The authors are grateful for comments at the University of Maastricht workshop on international finance. Some of the work in this study was done at Göteborgs Universitet, Sweden. The authors are grateful for Georgetown Business School summer research grants and for partial summer research assistance from the Georgetown University Center for Business and Government. 1
|
Siddique, Akhtar
|
|
1998
|
17 |
1 |
p. 63-70
8 p.
|
artikel
|
| 4 |
Implied exchange rate distributions: evidence from OTC option markets 1 For helpful comments, we are grateful to Geert Bekaert, Jens Carsten Jackwerth, Antonio Roma, and conference participants at the JIMF-LIFE Workshop on Developments in Exchange Rate Modelling (Maastricht, April 1997), the UCLA-USC-UCI Joint Conference (Rancho Bernardo, May 1997), the 1997 Western Finance Association Meetings (San Diego), and the 1997 French Finance Association Meetings (Grenoble). We also thank seminar participants at the Bank of England, Bocconi, ESSEC, INSEAD, Pompeu Fabra, and the Universities of Amsterdam, Arizona, and Salerno. We also thank Richard Holmes of Citibanks, London and John Slee and John Quayle of Natwest Markets, London. 1
|
Campa, José M
|
|
1998
|
17 |
1 |
p. 117-160
44 p.
|
artikel
|
| 5 |
Increasing evidence of purchasing power parity over the current float
|
Papell, David H
|
|
1998
|
17 |
1 |
p. 41-50
10 p.
|
artikel
|
| 6 |
Intraday effects of foreign exchange intervention by the Bank of Japan 1 We thank Richard Baillie, JIMF-LIFE and the sixth SFM conference participants for their helpful comments. We would also like to thank Olsen and Associates for providing the intraday exchange rates and Reuters' news data. 1
|
Chang, Yuanchen
|
|
1998
|
17 |
1 |
p. 191-210
20 p.
|
artikel
|
| 7 |
Market frictions and real exchange rates 1 Special thanks are due to Piet Sercu for his helpful comments and suggestions. My thanks are also due to John Campbell, Don Davis, Ken Froot, Jordan Rappaport, Jim Stock, Alan Taylor, Aaron Tornell, Shang-Jin Wei and seminar participants at the Board of Governor's of the Federal Reserve, Chicago Business School, Columbia University, the Federal Reserve Bank of New York, Harvard University, The Kellogg School at Northwestern University, the NBER, Stanford Business School, the Stern School of Business at NYU, UCLA, and the University of Wisconsin. All errors are my own responsibility. 1
|
O'Connell, P.G.J.
|
|
1998
|
17 |
1 |
p. 71-95
25 p.
|
artikel
|
| 8 |
Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate 1 We would like to thank participants at the HFDF-I conference in Zurich, EC2 meeting in Aarhus, ESEM in Istanbul, JIMF-LIFE workshop in Maastricht, conference on High Frequency Financial Data in San Diego and at seminars at University of Bern, Freie Universität Berlin, London School of Economics, Tinbergen Institute Rotterdam, GREMAQ and GREQAM, for constructive comments. In particular we would like to thank Philipp Hartmann, Richard Lyons, Franz Palm and Neil Shephard and two referees. Of course, all errors are our own. 1 2 Note this article was presented at the JIMF-LIFE conference and it was submitted by the authors to the JIMF. It was considered by referees and accepted for publication by Michael Melvin, Co-Editor. 2
|
De Jong, Frank
|
|
1998
|
17 |
1 |
p. 5-27
23 p.
|
artikel
|
| 9 |
Profits and position control: a week of FX dealing 1 I thank the following for helpful comments: Jeff Bohn, Frank Diebold, Bernard Dumas, Mark Flood, Dick Meese, Mark Ready, Andrew Rose, Patrik Säfvenblad, Matt Spiegel, Avanidhar Subrahmanyam, and seminar participants at Berkeley, UCLA, the Federal Reserve Board, the Federal Reserve Bank of New York, the NBER, and the Stockholm School of Economics. I also thank Jeff Bohn for valuable research assistance. Parts of this paper were written while visiting the IIES at Stockholm University and I thank them for their hospitality. Financial assistance from the National Science Foundation and the Berkeley Program in Finance is gratefully acknowledged. 1
|
Lyons, Richard K.
|
|
1998
|
17 |
1 |
p. 97-115
19 p.
|
artikel
|
| 10 |
Some new stylized facts of floating exchange rates
|
Lothian, James R
|
|
1998
|
17 |
1 |
p. 29-39
11 p.
|
artikel
|
| 11 |
The pendulum of exchange rate economics
|
Koedijk, Kees G
|
|
1998
|
17 |
1 |
p. 1-3
3 p.
|
artikel
|
| 12 |
The re-emergence of PPP in the 1990s
|
Koedijk, Kees G.
|
|
1998
|
17 |
1 |
p. 51-61
11 p.
|
artikel
|
|
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