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Details about Rasmus Fatum

Workplace:School of Business, University of Alberta, (more information at EDIRC)

Access statistics for papers by Rasmus Fatum.

Last updated 2019-01-30. Update your information in the RePEc Author Service.

Short-id: pfa285


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Working Papers

2019

  1. Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2018

  1. Accumulation of foreign currency reserves and risk-taking
    BIS Working Papers, Bank for International Settlements Downloads

2017

  1. The Exchange Rate Effects of Macro News after the Global Financial Crisis
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2016

  1. Do oil endowment and productivity matter for accumulation of international reserves?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
  2. Is the Renminbi a safe haven?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)
    See also Journal Article in Journal of International Money and Finance (2017)

2015

  1. Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads

2014

  1. Intra-safe haven currency behavior during the global financial crisis
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads
    See also Journal Article in Journal of International Money and Finance (2016)

2012

  1. Does foreign exchange intervention volume matter?
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (1)

2010

  1. Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
    Discussion Papers, University of Copenhagen. Department of Economics Downloads
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) Downloads
  2. Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas Downloads View citations (6)
    See also Journal Article in Journal of the Japanese and International Economies (2012)
  3. Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?
    Working Papers, Research Seminar in International Economics, University of Michigan Downloads View citations (3)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) Downloads View citations (3)
    NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads View citations (4)
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2010) Downloads View citations (3)
  4. Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (4)
    Also in Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2010) Downloads View citations (3)

    See also Journal Article in Journal of International Money and Finance (2015)

2009

  1. Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (1)
  2. Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (1)
    Also in IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan (2009) Downloads View citations (4)

    See also Journal Article in Monetary and Economic Studies (2009)

2008

  1. Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects
    Working Papers, Hong Kong Institute for Monetary Research Downloads View citations (1)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2006) Downloads
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2006) Downloads
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (2006) Downloads View citations (1)

    See also Journal Article in Journal of International Money and Finance (2010)

2007

  1. Real-Time Effects of Central Bank Interventions in the Euro Market
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (5)
    See also Journal Article in Journal of International Economics (2009)

2005

  1. Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (12)
    See also Journal Article in Journal of International Money and Finance (2008)
  2. Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (10)
  3. Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004
    Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (6)
  4. Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads
    See also Journal Article in Journal of Banking & Finance (2008)
  5. Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (14)
  6. The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar
    Staff Working Papers, Bank of Canada Downloads View citations (5)

2003

  1. Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (1)
    Also in Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (1)
    Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (2)
  2. Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (32)
    Also in Santa Cruz Center for International Economics, Working Paper Series, Center for International Economics, UC Santa Cruz (2003) Downloads View citations (26)
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (26)
    Pacific Basin Working Paper Series, Federal Reserve Bank of San Francisco (2002) Downloads
    Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz (2003) Downloads View citations (26)

    See also Journal Article in Journal of International Money and Finance (2006)
  3. One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (1)

2000

  1. On the effectiveness of sterilized foreign exchange intervention
    Working Paper Series, European Central Bank Downloads View citations (27)

Undated

  1. ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (14)
    See also Journal Article in Open Economies Review (2002)
  2. Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (10)
  3. Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics View citations (21)
    See also Journal Article in Journal of Money, Credit and Banking (1999)
  4. Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach
    EPRU Working Paper Series, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics Downloads View citations (27)
    See also Journal Article in Economic Journal (2003)

Journal Articles

2018

  1. Beggar thy neighbor or beggar thy domestic firms? Evidence from 2000 to 2011 Chinese customs data
    Journal of International Economics, 2018, 115, (C), 16-29 Downloads View citations (1)

2017

  1. Is the Renminbi a safe haven?
    Journal of International Money and Finance, 2017, 79, (C), 189-202 Downloads View citations (1)
    See also Working Paper (2016)

2016

  1. Intra-safe haven currency behavior during the global financial crisis
    Journal of International Money and Finance, 2016, 66, (C), 49-64 Downloads View citations (19)
    See also Working Paper (2014)

2015

  1. Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all?
    Journal of International Money and Finance, 2015, 57, (C), 185-199 Downloads View citations (5)
    See also Working Paper (2010)

2014

  1. Large versus small foreign exchange interventions
    Journal of Banking & Finance, 2014, 43, (C), 114-123 Downloads View citations (5)

2013

  1. Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?
    Journal of Money, Credit and Banking, 2013, 45, (5), 867-890 Downloads View citations (16)
  2. The intraday effects of central bank intervention on exchange rate spreads
    Journal of International Money and Finance, 2013, 33, (C), 103-117 Downloads View citations (3)

2012

  1. Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates
    Journal of the Japanese and International Economies, 2012, 26, (4), 542-560 Downloads View citations (11)
    See also Working Paper (2010)

2010

  1. Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects
    Journal of International Money and Finance, 2010, 29, (3), 570-584 Downloads View citations (19)
    See also Working Paper (2008)

2009

  1. Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?
    Monetary and Economic Studies, 2009, 27, (1), 75-98 Downloads View citations (4)
    See also Working Paper (2009)
  2. Real-time effects of central bank intervention in the euro market
    Journal of International Economics, 2009, 78, (1), 11-20 Downloads View citations (19)
    See also Working Paper (2007)

2008

  1. Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data
    Journal of International Money and Finance, 2008, 27, (3), 438-454 Downloads View citations (15)
    See also Working Paper (2005)
  2. Monetary policy news and exchange rate responses: Do only surprises matter?
    Journal of Banking & Finance, 2008, 32, (6), 1076-1086 Downloads View citations (36)
    See also Working Paper (2005)

2006

  1. Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?
    Journal of Money, Credit and Banking, 2006, 38, (6), 1641-1657 Downloads View citations (20)
  2. Effectiveness of official daily foreign exchange market intervention operations in Japan
    Journal of International Money and Finance, 2006, 25, (2), 199-219 Downloads View citations (47)
    See also Working Paper (2003)
  3. One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation
    Journal of Monetary Economics, 2006, 53, (4), 659-669 Downloads View citations (18)

2005

  1. Foreign exchange intervention and monetary policy in Japan, 2003–04
    International Economics and Economic Policy, 2005, 2, (2), 241-260 Downloads View citations (19)

2003

  1. Is sterilised foreign exchange intervention effective after all? an event study approach
    Economic Journal, 2003, 113, (487), 390-411 Downloads View citations (116)
    See also Working Paper

2002

  1. ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention
    Open Economies Review, 2002, 13, (4), 413-425 Downloads View citations (39)
    See also Working Paper
  2. Post-Plaza intervention in the DEM/USD exchange rate
    Canadian Journal of Economics, 2002, 35, (3), 556-567 Downloads View citations (23)

1999

  1. Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market
    Journal of Money, Credit and Banking, 1999, 31, (1), 54-69 View citations (15)
    See also Working Paper

Chapters

2018

  1. Does the accumulation of foreign currency reserves affect risk-taking? An event study approach
    A chapter in The price, real and financial effects of exchange rates, 2018, vol. 96, pp 41-52 Downloads
 
Page updated 2019-05-16