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Motives and Effectiveness of Forex Interventions

Motives and Effectiveness of Forex Interventions »

Source: Motives and Effectiveness of Forex Interventions : Evidence from Peru

Volume/Issue: 2014/217

Series: IMF Working Papers

Author(s): Melesse Tashu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

ISBN: 9781484340189

Keywords: FX intervention, FX purchase, FX sale, FX volatility, exchange, exchange rate, central bank, portfolio,

This paper assesses empirically the motives and effectiveness of forex interventions in Peru. While the central bank of Peru states that its forex interventions aim only at containing excessive exchange rate volati...

The Relative Effectiveness of Spot and Derivatives Based Intervention

The Relative Effectiveness of Spot and Derivatives Based Intervention »

Source: The Relative Effectiveness of Spot and Derivatives Based Intervention : The Case of Brazil

Volume/Issue: 2016/11

Series: IMF Working Papers

Author(s): Milan Nedeljkovic , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2017

ISBN: 9781475571035

Keywords: Brazil, Exchange rates, Foreign exchange, Foreign exchange intervention, Financial derivatives, Econometric models, Derivative markets, Western Hemisphere, Spot exchange rates, FX Intervention; Derivatives; Exchange rates

This paper studies the relative effectiveness of foreign exchange intervention in spot and derivatives markets. We make use of Brazilian data where spot and non-deliverable futures based intervention have been used...

Motives and Effectiveness of Forex Interventions
			: Evidence from Peru

Motives and Effectiveness of Forex Interventions : Evidence from Peru »

Volume/Issue: 2014/217

Series: IMF Working Papers

Author(s): Melesse Tashu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

DOI: http://dx.doi.org/10.5089/9781484340189.001

ISBN: 9781484340189

Keywords: FX intervention, FX purchase, FX sale, FX volatility, exchange, exchange rate, central bank, portfolio,

This paper assesses empirically the motives and effectiveness of forex interventions in Peru. While the central bank of Peru states that its forex interventions aim only at containing excessive exchange rate volati...

Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework

Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework »

Source: Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework

Volume/Issue: 2013/11

Series: IMF Working Papers

Author(s): Jaromir Benes , Andrew Berg , Rafael Portillo , and David Vavra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 January 2013

ISBN: 9781475545401

Keywords: Sterilized FX interventions, new-Keynesian economics, exchange rate, exchange rate targeting, exchange rate interventions, exchange rates, Monetary Policy (Targets, Instruments, and Effects),

We study a wide range of hybrid inflation-targeting (IT) and managed exchange rate regimes, analyzing their implications for inflation, output and the exchange rate in the presence of various domestic and external...

Floating with a Load of FX Debt?

Floating with a Load of FX Debt? »

Source: Floating with a Load of FX Debt?

Volume/Issue: 2015/284

Series: IMF Working Papers

Author(s): Tatsiana Kliatskova , and Uffe Mikkelsen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 December 2015

ISBN: 9781513543307

Keywords: FX interventions, Balance sheet effects, exchange, exchange rate, currency, debt, International Lending and Debt Problems, All Countries,

Countries with de jure floating exchange rate regimes are often reluctant to allow their currencies to float freely in practice. One reason why countries may wish to limit exchange rate volatility is potential nega...

The Relative Effectiveness of Spot and Derivatives Based Intervention
			: The Case of Brazil

The Relative Effectiveness of Spot and Derivatives Based Intervention : The Case of Brazil »

Volume/Issue: 2016/11

Series: IMF Working Papers

Author(s): Milan Nedeljkovic , and Christian Saborowski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2017

DOI: http://dx.doi.org/10.5089/9781475571035.001

ISBN: 9781475571035

Keywords: Brazil, Exchange rates, Foreign exchange, Foreign exchange intervention, Financial derivatives, Econometric models, Derivative markets, Western Hemisphere, Spot exchange rates, FX Intervention; Derivatives; Exchange rates

This paper studies the relative effectiveness of foreign exchange intervention in spot and derivatives markets. We make use of Brazilian data where spot and non-deliverable futures based intervention have been used...

Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework

Modeling Sterilized Interventions and Balance Sheet Effects of Monetary Policy in a New-Keynesian Framework »

Volume/Issue: 2013/11

Series: IMF Working Papers

Author(s): Jaromir Benes , Andrew Berg , Rafael Portillo , and David Vavra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 January 2013

DOI: http://dx.doi.org/10.5089/9781475545401.001

ISBN: 9781475545401

Keywords: Sterilized FX interventions, new-Keynesian economics, exchange rate, exchange rate targeting, exchange rate interventions, exchange rates, Monetary Policy (Targets, Instruments, and Effects),

We study a wide range of hybrid inflation-targeting (IT) and managed exchange rate regimes, analyzing their implications for inflation, output and the exchange rate in the presence of various domestic and external...

Floating with a Load of FX Debt?

Floating with a Load of FX Debt? »

Volume/Issue: 2015/284

Series: IMF Working Papers

Author(s): Tatsiana Kliatskova , and Uffe Mikkelsen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 December 2015

DOI: http://dx.doi.org/10.5089/9781513543307.001

ISBN: 9781513543307

Keywords: FX interventions, Balance sheet effects, exchange, exchange rate, currency, debt, International Lending and Debt Problems, All Countries,

Countries with de jure floating exchange rate regimes are often reluctant to allow their currencies to float freely in practice. One reason why countries may wish to limit exchange rate volatility is potential nega...