Analysis of Recent Studies of the Effect of Foreign Exchange Interventions (ICPSR 1321)

Version Date: Nov 28, 2005 View help for published

Principal Investigator(s): View help for Principal Investigator(s)
Christopher J. Neely, Federal Reserve Bank of St. Louis

https://doi.org/10.3886/ICPSR01321.v1

Version V1

Two 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.

Neely, Christopher J. Analysis of Recent Studies of the Effect of Foreign Exchange Interventions. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2005-11-28. https://doi.org/10.3886/ICPSR01321.v1

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Federal Reserve Bank of St. Louis. Research Division
Inter-university Consortium for Political and Social Research

The file submitted is the data file 0511cnd.txt.

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2005-11-28

2005-11-28

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:
  • Neely, Christopher J. Analysis of Recent Studies of the Effect of Foreign Exchange Interventions. ICPSR01321-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2005-11-28. http://doi.org/10.3886/ICPSR01321.v1

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