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Rasmus Fatum
Rasmus Fatum
Verified email at ualberta.ca
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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
3512003
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
3512003
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
2032006
Intra-safe haven currency behavior during the global financial crisis
R Fatum, Y Yamamoto
Journal of International Money and Finance 66, 49-64, 2016
1272016
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
1221999
On the effectiveness of sterilized foreign exchange intervention
R Fatum
Available at SSRN 355483, 2000
1052000
ECB foreign exchange intervention and the euro: institutional framework, news, and intervention
R Fatum, MM Hutchison
Open economies review 13, 413-425, 2002
1042002
Monetary policy news and exchange rate responses: Do only surprises matter?
R Fatum, B Scholnick
Journal of Banking & Finance 32 (6), 1076-1086, 2008
862008
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
732010
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
732010
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
652012
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
632013
Foreign exchange intervention and monetary policy in Japan, 2003–04
R Fatum, MM Hutchison
International economics and economic policy 2 (2), 241-260, 2005
512005
Foreign exchange intervention and monetary policy in Japan, 2003–04
R Fatum, MM Hutchison
International economics and economic policy 2 (2), 241-260, 2005
512005
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
452015
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
442008
Rules versus discretion in foreign exchange intervention: evidence from official Bank of Canada high-frequency data
R Fatum, MR King
SCCIE Working Paper, 2005
432005
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
412019
Is the Renminbi a safe haven?
R Fatum, Y Yamamoto, G Zhu
Journal of International Money and Finance 79, 189-202, 2017
372017
Real-time effects of central bank intervention in the euro market
R Fatum, J Pedersen
Journal of International Economics 78 (1), 11-20, 2009
372009
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Articles 1–20