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The Indian exchange rate and central bank action: A GARCH analysis. (2010). Goyal, Ashima ; Arora, Sanchit.
In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
RePEc:ind:igiwpp:2010-009.

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Cited: 6

Citations received by this document

Cites: 10

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Cocites: 50

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Coauthors: 0

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Citations

Citations received by this document

  1. Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate. (2019). Oharkov, Artem ; Krukovets, Dmytro ; Klynovskyi, Denys ; Brychka, Solomiia.
    In: Modern Economic Studies.
    RePEc:kse:modern:v:2:y:2019:i:1:p:24-44.

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  2. Мета-аналіз: ефект fx-інтервенцій на валютний курс. (2019). Артем Огарков, ; Дмитро Круковець, ; Денис Клиновський, ; Соломія Бричка, .
    In: Suchasni ekonomichni doslidzhennja.
    RePEc:kse:chasop:v:2:y:2019:i:1:p:24-47.

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  3. Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies. (2013). Menkhoff, Lukas.
    In: The World Economy.
    RePEc:bla:worlde:v:36:y:2013:i:9:p:1187-1208.

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  4. Foreign Exchange Intervention in Emerging Markets: A Survey of Empirical Studies. (2012). Menkhoff, Lukas.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-498.

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  5. The impact of macro news and central bank communication on emerging European forex markets. (2012). Koenda, Even ; Egert, Balazs.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141076.

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  6. The impact of macro news and central bank communication on emerging European forex markets. (2012). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs ; Koenda, Even.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2012-20.

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References

References cited by this document

  1. BIS (Bank of International Settlements), Foreign Exchange and Derivatives Market Activity in 2007, Triennial Central Bank Survey. 2007. December (accessed on 10/11/08). http://www.bis.org/publ/rpfxf07t.htm.
    Paper not yet in RePEc: Add citation now
  2. Fiser, Radovan, and Roman Horváth. 2010. Central Bank Communication and Exchange Rate Volatility: A GARCH Analysis, Macroeconomics and Finance in Emerging Market Economies, 3(2): 25-31.
    Paper not yet in RePEc: Add citation now

  3. Fratzscher, Marcel. 2004. Communication and Exchange Rate Policy. ECB working paper 363.

  4. Fratzscher, Marcel. 2005. How successful are exchange rate communication and interventions? Evidence from time series and event study approaches. ECB working paper 528.

  5. Ghosh, Saurabh and Indranil Bhattacharya. 2009. `Spread, Volatility and Monetary Policy: Empirical Evidence from the Indian Overnight Money Market', Macroeconomics and Finance in Emerging Market Economies, 2(2) September.

  6. Goyal, Ashima, R. Ayyappan Nair, and Amaresh Samantaraya. 2009. Monetary Policy, Forex Markets, and Feedback under Uncertainty in an Opening Economy, Development Research Group, Reserve Bank of India, Mumbai, Study No. 32, 2009. Available at http://rbidocs.rbi.org.in/rdocs/Publications/PDFs/DRGMP030909.pdf Goyal, Ashima. 2010. Inflows and Policy: Middling Through, India Development Report, Dilip M. Nachane (ed.) OUP: New Delhi, forthcoming.

  7. International Monetary Fund: Washington Egert, B. 2007. Central bank interventions, communication and interest rate policy in emerging market economies. Journal of Comparative Economics, 35(2), 387-413, also as CESifo working paper 1869.

  8. Pattanaik, Sitikantha and Sahoo, Satyananda. 2003. The Effectiveness of Intervention in India: An Empirical Assessment. RBI Occasional Papers. June. Vol. 22 Posen, A. 2002. Six practical views of central bank transparency. Working Paper. Institute of International Economics.
    Paper not yet in RePEc: Add citation now
  9. RBI (Reserve Bank of India). 2010. Monetary Policy Statement 2010-11. April 20 RBI (Reserve Bank of India). 2003. Annual Monetary and Credit Policy for the year 20032004. May 5. Press release.
    Paper not yet in RePEc: Add citation now

  10. Sarno, Lucio, and Mark Taylor. 2001. Official Intervention in Foreign Exchange Market: Is it Effective, and If So, How Does It Work? Journal of Economic Literature, 39(3): 839-68.

Cocites

Documents in RePEc which have cited the same bibliography

  1. The impact of macro news and central bank communication on emerging European forex markets. (2014). Kočenda, Evžen ; Égert, Balázs ; Egert, Balazs ; Koenda, Even.
    In: Economic Systems.
    RePEc:eee:ecosys:v:38:y:2014:i:1:p:73-88.

    Full description at Econpapers || Download paper

  2. The Indian exchange rate and Central Bank action: An EGARCH analysis. (2012). Goyal, Ashima ; Arora, Sanchit.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:23:y:2012:i:1:p:60-72.

    Full description at Econpapers || Download paper

  3. The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa. (2010). Égert, Balázs.
    In: Open Economies Review.
    RePEc:kap:openec:v:21:y:2010:i:5:p:655-677.

    Full description at Econpapers || Download paper

  4. The Indian Exchange Rate and Central Bank Action : A GARCH Analysis. (2010). Goyal, Ashima ; Arora, Sanchit.
    In: Macroeconomics Working Papers.
    RePEc:eab:macroe:23016.

    Full description at Econpapers || Download paper

  5. The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa. (2009). Égert, Balázs ; Egert, Balazs.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2009-955.

    Full description at Econpapers || Download paper

  6. Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2009). Pinter, Klara ; Frömmel, Michael ; Norbert Kiss M., ; Frommel, Michael.
    In: MNB Working Papers.
    RePEc:mnb:wpaper:2009/3.

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  7. Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?. (2009). Fatum, Rasmus.
    In: Monetary and Economic Studies.
    RePEc:ime:imemes:v:27:y:2009:i:1:p:75-98.

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  8. Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?. (2009). Fatum, Rasmus.
    In: IMES Discussion Paper Series.
    RePEc:ime:imedps:09-e-12.

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  9. Do China and oil exporters influence major currency configurations?. (2009). Mehl, Arnaud ; Fratzscher, Marcel.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:25.

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  10. Should central bankers talk to the foreign exchange markets?. (2009). Beine, Michel ; Lecourt, Christelle ; Janssen, Gust.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:28:y:2009:i:5:p:776-803.

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  11. Foreign-exchange intervention strategies and market expectations: insights from Japan. (2009). Gnabo, Jean-Yves ; Teiletche, Jerome .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:3:p:432-446.

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  12. Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan. (2009). Laurent, Sébastien ; Gnabo, Jean-Yves ; Lecourt, Christelle.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:1:p:94-111.

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  13. How successful is the G7 in managing exchange rates?. (2009). Fratzscher, Marcel.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:79:y:2009:i:1:p:78-88.

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  14. The Impact of Monetary and Commodity Fundamentals, Macro News and Central Bank Communication on the Exchange Rate: Evidence from South Africa. (2009). Égert, Balázs ; Egert, Balazs.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2612.

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  15. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: Working Papers.
    RePEc:pri:cepsud:161blinder.pdf.

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  16. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; de Haan, Jakob.
    In: Working Papers.
    RePEc:pri:cepsud:161blinder.

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  17. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13932.

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  18. Policy words and policy deeds: the ECB and the euro. (2008). Siklos, Pierre ; Bohl, Martin T..
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:13:y:2008:i:3:p:247-265.

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  19. Do External Political Pressures Affect the Renminbi Exchange Rate?. (2008). Pauwels, Laurent ; Chan, Jun-yu ; Liu, Li-Gang .
    In: Working Papers.
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  20. Do China and oil exporters influence major currency configurations?. (2008). Mehl, Arnaud ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2008973.

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  21. Central Bank communication and monetary policy: a survey of theory and evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: Working Paper Series.
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  22. Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence. (2008). Jansen, David-Jan ; Fratzscher, Marcel ; Ehrmann, Michael ; de Haan, Jakob ; Blinder, Alan.
    In: DNB Working Papers.
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  23. Foreign Exchange Intervention Policy: With or Without Transparency? The Case of Japan. (2008). Gnabo, Jean-Yves ; Lecourt, Christelle.
    In: Economie Internationale.
    RePEc:cii:cepiei:2008-1ta.

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  24. Does it Pay to Watch Central Bankers’ Lips? The Information Content of ECB Wording. (2007). Ullrich, Katrin ; Heinemann, Friedrich.
    In: Swiss Journal of Economics and Statistics (SJES).
    RePEc:ses:arsjes:2007-ii-3.

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  25. Policy Words and Policy Deeds: The ECB and the Euro. (2007). Siklos, Pierre ; Bohl, Martin T.
    In: Working Paper series.
    RePEc:rim:rimwps:35_07.

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  26. Policy Words and Policy Deeds: The ECB and the Euro. (2007). Bohl, Martin T..
    In: Working Paper series.
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  27. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: NBER Working Papers.
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  28. The Influence of Actual and Unrequited Interventions. (2007). Dominguez, Kathryn ; Panthaki, Freyan ; Kathryn M. E. Dominguez, .
    In: Working Papers.
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  29. Talks, financial operations or both? Generalizing central banks FX reaction functions. (2007). Bernal, Oscar ; Gnabo, Jean-Yves.
    In: DULBEA Working Papers.
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  30. Intervention Policy of the BoJ: a Unified Approach. (2007). Lecourt, Christelle ; Gnabo, Jean-Yves.
    In: LSF Research Working Paper Series.
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  31. Intervention Policy of the BoJ: A Unified Approach. (2007). Beine, Michel ; Bernal, Oscar ; Lecourt, Christelle ; Gnabo, Jean-Yves.
    In: CESifo Working Paper Series.
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  32. Does money matter in the ECB strategy? New evidence based on ECB communication. (2006). Sturm, Jan-Egbert ; de Haan, Jakob ; Berger, Helge.
    In: Discussion Papers.
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  33. Policy Words and Policy Deeds: The ECB and the Euro. (2006). Siklos, Pierre.
    In: Working Papers.
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  34. The effect of the MNB’s communication on financial markets. (2006). Pinter, Klara ; Gábriel, Péter.
    In: MNB Working Papers.
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  35. The Impact of ECB Communication on Financial Market Expectations. (2006). Lein, Sarah ; Lamla, Michael ; Rupprecht, Sarah M..
    In: KOF Working papers.
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  36. Does money matter in the ECB strategy?. (2006). Sturm, Jan-Egbert ; de Haan, Jakob ; Berger, Helge.
    In: KOF Working papers.
    RePEc:kof:wpskof:06-125.

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  37. Look whos talking: ECB communication during the first years of EMU. (2006). Jansen, David-Jan ; de Haan, Jakob.
    In: International Journal of Finance & Economics.
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  38. The External Policy of the Euro Area: Organizing for Foreign Exchange Intervention. (2006). Henning, C. Randall.
    In: Working Paper Series.
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  39. When do central bank interventions influence intra-daily and longer-term exchange rate movements?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., .
    In: Journal of International Money and Finance.
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  40. What defines `news in foreign exchange markets?. (2006). Dominguez, Kathryn ; Dominguez, Kathryn M. E., ; Panthaki, Freyan.
    In: Journal of International Money and Finance.
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  41. Intervention policy of the BoJ: a unified approach. (2006). Gnabo, Jean-Yves ; Beine, Michel ; Bernal, Oscar ; Lecourt, Christelle.
    In: DULBEA Working Papers.
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  42. Does Money Matter in the ECB Strategy? New Evidence Based on ECB Communication. (2006). Sturm, Jan-Egbert ; de Haan, Jakob ; Berger, Helge.
    In: CESifo Working Paper Series.
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  43. Policy words and policy deeds : the ECB and the euro. (2006). Siklos, Pierre ; Bohl, Martin .
    In: Research Discussion Papers.
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  44. Does it Pay to Watch Central Bankers Lips? The Information Content of ECB Wording. (2005). Ullrich, Katrin ; Heinemann, Friedrich.
    In: ZEW Discussion Papers.
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  45. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
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  46. Do ECBs statements steer short-term and long-term interest rates in the euro zone?. (2005). Musard-Gies, Marie.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  47. What Defines News in Foreign Exchange Markets. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: Working Papers.
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  48. Strategies of exchange rate policy in G3 economies. (2005). Fratzscher, Marcel.
    In: Economics Letters.
    RePEc:eee:ecolet:v:89:y:2005:i:1:p:68-74.

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  49. Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements. (2005). Jansen, David-Jan ; de Haan, Jakob.
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  50. When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?. (2003). Dominguez, Kathryn ; Kathryn M. E. Dominguez, .
    In: Working Papers.
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