Analysis of Recent Studies of the Effect of Foreign Exchange Interventions
- Neely, Christopher J. (Federal Reserve Bank of St. Louis)
- Archival Version (Subtitle)
- Federal Reserve Bank of St. Louis. Research Division
AbstractTwo recent strands of research have contributed to our understanding of the effects of foreign exchange intervention: (1) the use of high-frequency data and (2) the use of event studies to evaluate the effects of intervention. This article surveys recent empirical studies of the effect of foreign exchange intervention and analyzes the implicit assumptions and limitations of such work. After explicitly detailing such drawbacks, the paper suggests ways to better investigate the effects of intervention.
Table of Contents
- DS1: Dataset
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- 1321 (Type: ICPSR Study Number)
Is previous version of
Neely, Christopher. An Analysis of Recent Studies of the Effect of Foreign Exchange Interventions. Federal Reserve Bank of St. Louis Review.87, (6), 685-718.2005.
Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15