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Do both US and foreign macro surprises matter for the intraday exchange rate? : evidence from Japan

Fatum, Rasmus; Hutchison, Michael M.; Wu, Thomas Yen Hon - 2009

We investigate the effects of both U.S. and Japanese news surprises, measured as the difference between macroeconomic announcements and preceding survey expectations, on the intraday JPY/USD exchange rate. No previous study has considered the intraday JPY/USD exchange rate responses to a broad...

Persistent link: https://www.econbiz.de/10003811787

Foreign exchange intervention and monetary policy in Japan, 2003-04

Fatum, Rasmus; Hutchison, Michael M. - In: International economics and economic policy : IEEP 2 (2005) 2/3, pp. 241-260

Persistent link: https://www.econbiz.de/10003244057

Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market

Fatum, Rasmus; Hutchison, Michael M. - In: Journal of money, credit and banking : JMCB 31 (1999) 1, pp. 54-69

Persistent link: https://www.econbiz.de/10001397740

Is intervention a signal of future monetary policy? : Evidence from the federal funds futures market

Fatum, Rasmus; Hutchison, Michael M. - 1996

Persistent link: https://www.econbiz.de/10000946402

Is sterilized foreign exchange intervention effective after all? : An event study approach

Fatum, Rasmus; Hutchison, Michael M. - 1999

Persistent link: https://www.econbiz.de/10001362076

Effectiveness of official daily foreign exchange market intervention operations in Japan

Fatum, Rasmus; Hutchison, Michael M. - 2003

Persistent link: https://www.econbiz.de/10001756639

Is sterilised foreign exchange intervention effective after all? : An event study approach

Fatum, Rasmus; Hutchison, Michael M. - In: The economic journal : the journal of the Royal … 113 (2003), pp. 390-411

Persistent link: https://www.econbiz.de/10001761501

Sterilized foreign exchange intervention and EURO : a useful policy instrument?

Fatum, Rasmus; Hutchison, Michael M. - 2001

Persistent link: https://www.econbiz.de/10001684620

Is foreign exchange market intervention an alternative to monetary policy? : Evidence from Japan

Fatum, Rasmus (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001686869

ECB foreign exchange intervention and the EURO : institutional framework, news, and intervention

Fatum, Rasmus; Hutchison, Michael M. - In: Open economies review 13 (2002) 4, pp. 413-425

Persistent link: https://www.econbiz.de/10001717214

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