The Interventions of the European Central Bank: Effects, Effectiveness, and Policy Implications

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

1993 • 8,018 citations

Noise Trader Risk in Financial Markets

1990 • 6,029 citations

On a measure of lack of fit in time series models

1978 • 5,638 citations

ARCH modeling in finance

1992 • 4,478 citations

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

1992 • 3,405 citations

Generalized autoregressive conditional heteroscedasticity

1986 • 1,914 citations

The use of technical analysis in the foreign exchange market

1992 • 1,100 citations

ARCH MODELS: PROPERTIES, ESTIMATION AND TESTING

1993 • 827 citations

Threshold arch models and asymmetries in volatility

1993 • 502 citations

Central bank intervention and exchange rate volatility

1998 • 447 citations

Does foreign-exchange intervention matter? The portfolio effect

1993 • 428 citations

Technical trading rule profitability and foreign exchange intervention

1999 • 404 citations

Charts, Noise and Fundamentals in the London Foreign Exchange Market

1990 • 393 citations

The Effectiveness of Central-Bank Intervention: A Survey of the Literature After 1982

1993 • 373 citations

The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence

1998 • 359 citations

Does foreign exchange intervention work?

1995 • 310 citations

The market microstructure of central bank intervention

2002 • 294 citations

Model specification tests

1982 • 294 citations

Chartists, Fundamentalists, and the Demand for Dollars

1990 • 280 citations

The role of official intervention

1981 • 275 citations

The Great Depression as a Watershed: International Capital Mobility over the Long Run

1997 • 265 citations

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

1996 • 248 citations

A survey of market practitioners’ views on exchange rate dynamics

2000 • 216 citations

Does foreign exchange intervention signal future monetary policy?

1996 • 206 citations

Chapter 15 The specification and influence of asset markets

1985 • 193 citations

Intervention strategies and exchange rate volatility: a noise trading perspective

1997 • 185 citations

Optimal Central Bank Intervention in the Foreign Exchange Market

1999 • 185 citations

Importance of technical and fundamental analysis in the European foreign exchange market

2001 • 170 citations

Examining the use of technical currency analysis

1997 • 169 citations

The noise trading approach — questionnaire evidence from foreign exchange

1998 • 163 citations

Modeling Volatility Dynamics

1995 • 156 citations

Central bank intervention and risk in the forward market

1997 • 156 citations

U.S. Intervention: Assessing the Probability of Success

1999 • 149 citations

The advantage to hiding one's hand: Speculation and central bank intervention in the foreign exchange market

1997 • 147 citations

Intraday effects of foreign exchange intervention by the Bank of Japan

1998 • 128 citations

Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach

1997 • 121 citations

Market Microstructure Effects of Government Intervention in the Foreign Exchange Market

1991 • 99 citations

Relationships among exchange rates, intervention, and interest rates: An empirical investigation

1984 • 89 citations

Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market

1999 • 86 citations

Exchange rates, inflation, and the sterilization problem

1983 • 84 citations

On the Effectiveness of Sterilized Foreign Exchange Intervention

2000 • 70 citations

Foreign Exchange Intervention: Theory and Evidence

1996 • 70 citations

The accuracy of reports of foreign exchange intervention

1993 • 70 citations

Central bank intervention and exchange rates: the case of Sweden

2000 • 65 citations

Intervention from an information perspective

2000 • 58 citations

The Rise and Fall of Foreign Exchange Market Intervention

2000 • 53 citations

The Practice of Central Bank Intervention: Looking under the Hood

2000 • 47 citations

The United States as an informed foreign-exchange speculator

2000 • 46 citations

The Specification and Influence of Asset Markets

1984 • 44 citations

Monetary Targeting with Exchange Rate Constraints: The Bundesbank in the 1980's

1989 • 40 citations

International asset substitutability : theory and evidence for Canada

1985 • 29 citations

The Inaccuracy of Newspaper Reports of U.S. Foreign Exchange Intervention

1993 • 22 citations

Traders, Market Microstructure and Exchange Rate Dynamics

1999 • 20 citations

Small empirical models of exchange market intervention: a review of the literature

1983 • 20 citations

Measuring the Profitability and Effectiveness of Foreign Exchange Market Intervention: Some Canadian Evidence

1990 • 13 citations

On the Effectiveness of Daily Intervention by the Deutsche Bundesbank and the Federal Reserve System in the US Dollar — Deutsche Mark Exchange Market

1992 • 12 citations

Is Central Bank Intervention Effective in Stabilizing Exchange Rates?

1996 • 3 citations