Is sterilised foreign exchange intervention effective after all? An event study approach R Fatum, M M. Hutchison The Economic Journal 113 (487), 390-411, 2003 | 356 | 2003 |
Effectiveness of official daily foreign exchange market intervention operations in Japan R Fatum, M Hutchison Journal of International Money and Finance 25 (2), 199-219, 2006 | 208 | 2006 |
Intra-safe haven currency behavior during the global financial crisis R Fatum, Y Yamamoto Journal of International Money and Finance 66, 49-64, 2016 | 130 | 2016 |
Is intervention a signal of future monetary policy? Evidence from the federal funds futures market R Fatum, M Hutchison Journal of Money, Credit and Banking, 54-69, 1999 | 122 | 1999 |
On the effectiveness of sterilized foreign exchange intervention R Fatum Available at SSRN 355483, 2000 | 107 | 2000 |
ECB foreign exchange intervention and the euro: institutional framework, news, and intervention R Fatum, MM Hutchison Open economies review 13, 413-425, 2002 | 106 | 2002 |
Monetary policy news and exchange rate responses: Do only surprises matter? R Fatum, B Scholnick Journal of Banking & Finance 32 (6), 1076-1086, 2008 | 88 | 2008 |
Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects R Fatum, MM Hutchison Journal of International Money and Finance 29 (3), 570-584, 2010 | 74 | 2010 |
Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates R Fatum, M Hutchison, T Wu Journal of the Japanese and International Economies 26 (4), 542-560, 2012 | 68 | 2012 |
Do sales of foreign exchange reserves lead to currency appreciation? KME Dominguez, R Fatum, P Vacek Journal of Money, Credit and Banking 45 (5), 867-890, 2013 | 67 | 2013 |
Foreign exchange intervention and monetary policy in Japan, 2003–04 R Fatum, MM Hutchison International economics and economic policy 2 (2), 241-260, 2005 | 52 | 2005 |
The exchange rate effects of macro news after the global financial crisis YW Cheung, R Fatum, Y Yamamoto Journal of International Money and Finance 95, 424-443, 2019 | 48 | 2019 |
Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all? R Fatum Journal of International Money and Finance 57, 185-199, 2015 | 45 | 2015 |
Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data R Fatum Journal of International Money and Finance 27 (3), 438-454, 2008 | 45 | 2008 |
Rules versus discretion in foreign exchange intervention: evidence from official Bank of Canada high-frequency data R Fatum, MR King SCCIE Working Paper, 2005 | 42 | 2005 |
Is the Renminbi a safe haven? R Fatum, Y Yamamoto, G Zhu Journal of International Money and Finance 79, 189-202, 2017 | 38 | 2017 |
Real-time effects of central bank intervention in the euro market R Fatum, J Pedersen Journal of International Economics 78 (1), 11-20, 2009 | 38 | 2009 |
Do exchange rates respond to day-to-day changes in monetary policy expectations when no monetary policy changes occur? R Fatum, B Scholnick Journal of Money, Credit and Banking, 1641-1657, 2006 | 37 | 2006 |
One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation R Fatum Journal of Monetary Economics 53 (4), 659-669, 2006 | 29 | 2006 |
Large versus small foreign exchange interventions R Fatum, Y Yamamoto Journal of Banking & Finance 43, 114-123, 2014 | 25 | 2014 |