Swedish Intervention and the Krona Float, 1993-2002

Abstract

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The Federal Reserve as an Informed Foreign-Exchange Trader: 1973-1995

“…Using like techniques, Chaboud and Humpage (2005) and Humpage and Ragnartz (2005) found similar results for Japanese interventions between 1991 and 2004 and Swedish interventions between 1993 and 2002, respectively.…”

Epilogue: Foreign-Exchange-Market Operations in the Twenty-First Century

“…1 Dollar amounts of Japanese intervention are from Chaboud and Humpage (2005) 2 Studies of Japanese intervention include Fatum and Hutchinson (2003), Frenkel, Pierdzioch, and Stadtmann (2005), Galati, Melick, and Micu (2005). Humpage and Ragnartz (2005) apply the same methodology as Chaboud and Humpage (2005) to Swedish intervention. 3 There is not much empirical evidence on this equivalence issues.…”

A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier

“…Swiss Journal of Economics and Statistics, 2015, Vol. 151(3)4 Further examples include the Swedish Riksbank from 1993-2002(Humpage and Ragnartz, 2006), the Swiss National Bank in 1978, the Croatian National Bank in 1993(Cottarelli and Doyle, 1999) or similarly the Czech National Bank since November 7, 2013 (Czech NationalBank, 2013).…”