The effects of Japanese foreign exchange market interventions on the yen/U.S. dollar exchange rate volatility

Foreign currency option values

1983 • 1,077 citations

Central bank intervention and exchange rate volatility

1998 • 447 citations

Central bank intervention and the volatility of foreign exchange rates: evidence from the options market

1996 • 248 citations

Central bank intervention and risk in the forward market

1997 • 156 citations

A friction model of daily Bundesbank and Federal Reserve intervention

1996 • 151 citations

‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow

2001 • 141 citations

Technical Analysis and the Profitability of U.S. Foreign Exchange Intervention

1998 • 100 citations

Central bank intervention and exchange rates: the case of Sweden

2000 • 65 citations

Perceived Central Bank Intervention and Market Expectations: An Empirical Study of the Yen/Dollar Exchange Rate, 1993-96

1999 • 63 citations

Daily Bundesbank and Federal Reserve Interventions

1994 • 52 citations

Foreign Exchange Operations

2013 • 31 citations

The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection

2004 • 30 citations

The Effects of Japanese Foreign Exchange Intervention GARCH Estimation and Change Point Detection

2003 • 18 citations

Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96

1999 • 17 citations

Changes in manufacturing employment in North Carolina counties, 1980-1985

1989 • 3 citations