Rasmus Fatum
Rasmus Fatum
Verified email at ualberta.ca
Title
Cited by
Cited by
Year
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
3152003
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
3152003
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
1852006
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
1101999
ECB foreign exchange intervention and the euro: institutional framework, news, and intervention
R Fatum, MM Hutchison
Open economies review 13 (4), 413-425, 2002
1012002
On the effectiveness of sterilized foreign exchange intervention
R Fatum
ECB Working Paper, 2000
982000
Monetary policy news and exchange rate responses: Do only surprises matter?
R Fatum, B Scholnick
Journal of Banking & Finance 32 (6), 1076-1086, 2008
712008
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
522012
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
512010
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
512010
Foreign exchange intervention and monetary policy in Japan, 2003–04
R Fatum, MM Hutchison
International economics and economic policy 2 (2-3), 241-260, 2005
502005
Foreign exchange intervention and monetary policy in Japan, 2003–04
R Fatum, MM Hutchison
International economics and economic policy 2 (2-3), 241-260, 2005
502005
Intra-safe haven currency behavior during the global financial crisis
R Fatum, Y Yamamoto
Journal of International Money and Finance 66, 49-64, 2016
442016
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
412008
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
402013
Rules versus discretion in foreign exchange intervention: evidence from official Bank of Canada high-frequency data
R Fatum, MR King
SCCIE Working Paper, 2005
402005
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
382006
Real-time effects of central bank intervention in the Euro market
R Fatum, J Pedersen
Journal of International Economics 78 (1), 11-20, 2009
352009
Real-time effects of central bank intervention in the Euro market
R Fatum, J Pedersen
Journal of International Economics 78 (1), 11-20, 2009
352009
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
322015
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Articles 1–20