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Do Interventions Smooth Interest Rates?. (2000). Fischer, Andreas.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:2479.

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Cited: 3

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Cites: 21

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate. (2009). Ielpo, Florian ; GUEGAN, Dominique.
    In: The IUP Journal of Monetary Economics.
    RePEc:icf:icfjmo:v:07:y:2009:i:3-4:p:44-72.

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  2. The Money Market Daily Session :an UHF-GARCH Model Applied to the Portuguese Case Before and After the Introduction Of the Minimum Reserve System of the Single Monetary Policy. (2007). Sol Murta, Fátima.
    In: Brussels Economic Review.
    RePEc:bxr:bxrceb:2013/80335.

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  3. An econometric specification of monetary policy dark art. (2006). Ielpo, Florian ; GUEGAN, Dominique.
    In: MPRA Paper.
    RePEc:pra:mprapa:1004.

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References

References cited by this document

  1. Balduzzi, Pierluigi, Giuseppe Bertola, and Silverio Foresi (1997), `A Model of Target Changes and the Term Structure of Interest Rates, Journal of Monetary Economics, vol. 39 pp. 223-49.

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  4. Bonser-Neal, Catherine, V. Vance Roley, and Gordon H. Sellon, Jr. (1999), `Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data, Journal of Business, vol. 71(2) pp. 147-177.
    Paper not yet in RePEc: Add citation now
  5. Clarida, Richard, Jordi Gali and Mark Gertler (1999), `The Science of Monetary Policy: A New Keynesian Perspective, CEPR Discussion Paper No.

  6. Engle, Robert F. and Jeffrey R. Russell (1998), `Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transactions Data, Econometrica, 1127-1162.

  7. Fatum, Rasmus and Michael Hutchinson (1998), `Is Intervention a Signal of Future Monetary Policy?: Evidence from the Federal Funds Futures Market, Journal of Money, Credit and Banking, vol. 31(1) pp.54-69.

  8. Goodfriend, Marvin (1991), `Interest Rates and the Conduct of Monetary Policy, Carnegie-Rochester Series on Public Policy, vol. 34(1) pp. 7-30.

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  11. Kaminsky, Graciela L. and Karen K. Lewis (1996), `Does Foreign Exchange Intervention Signal Future Monetary Policy, Journal of Monetary Economics, vol. 37(2) pp. 285-312.

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  18. Simon, David P. (1990), `Expectations and the Treasury Bills-Federal Funds Rate Spread over Recent Monetary Policy Regimes, Journal of Finance, vol. 65(2) pp. 567-77.

  19. Thornton, Daniel L. (1996), `Does the Feds New Policy of Immediate Disclosure Affect the Market?, Federal Reserve Bank of St. Louis Review, (November/December) 77-88.

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  21. Woodford, Michael (1999), `Optimal Monetary Policy Interia, Princeton University, Manuscript.

Cocites

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  5. CHINAS OFFICIAL RATES AND BOND YIELDS. (2009). Johansson, Anders ; Fan, Longzhen .
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  7. The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility. (2007). TUYSUZ, Sukriye.
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  8. The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K.. (2007). TUYSUZ, Sukriye.
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  15. Monetary Policy and Long-term Interest Rates. (2005). Wu, Shu.
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  16. Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates. (2005). Thornton, Daniel.
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  47. Do Interventions Smooth Interest Rates?. (2000). Fischer, Andreas.
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