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Title: Analysis of Recent Studies of the Effect of Foreign Exchange Interventions      
dateReleased:
04-08-2015
downloadURL: http://dx.doi.org/10.3886/ICPSR01321.v1
ID:
doi:10.3886/ICPSR01321.v1
description:
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.
description:
Neely, Christopher J., 2015, "Analysis of Recent Studies of the Effect of Foreign Exchange Interventions", http://dx.doi.org/10.3886/ICPSR01321.v1
name:
Neely, Christopher J.
homePage: http://www.harvard.edu/
name:
Harvard University
ID:
SCR:011273
abbreviation:
DataVerse
homePage: http://thedata.org/
name:
Dataverse Network Project
ID:
SCR:001997