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Saturday, July 18, 2020 | History

2 edition of Portfolio balance, price impact, and secret intervention found in the catalog.

Portfolio balance, price impact, and secret intervention

Martin D. D. Evans

Portfolio balance, price impact, and secret intervention

by Martin D. D. Evans

  • 47 Want to read
  • 18 Currently reading

Published by National Bureau of Economic Research in Cambridge, MA .
Written in English

    Subjects:
  • Foreign exchange rates -- Econometric models.,
  • Foreign exchange market -- Econometric models.,
  • Monetary policy -- Econometric models.,
  • Banks and banking, Central.

  • Edition Notes

    StatementMartin D.D. Evans, Richard K. Lyons.
    GenreEconometric models.
    SeriesNBER working paper series -- no. 8356, Working paper series (National Bureau of Economic Research) -- working paper no. 8356.
    ContributionsLyons, Richard K., National Bureau of Economic Research.
    The Physical Object
    Pagination36 p. ;
    Number of Pages36
    ID Numbers
    Open LibraryOL22423413M

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Portfolio balance, price impact, and secret intervention by Martin D. D. Evans Download PDF EPUB FB2

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treasury market in. "Portfolio Balance, Price Impact, and Secret Intervention," NBER Working PapersNational Bureau of Economic Research, Inc. Ousmene J Mandeng, " Central Bank Foreign Exchange Market Intervention and Option Contract Specification; The Case of Colombia," IMF Working Papers and secret intervention book, International Monetary : Guido M.

Kuersteiner, David C. Phillips, Mauricio Villamizar-Villegas. “Portfolio Balance, Price Impact, and Secret Intervention”, paper synopsis, in Financial Market Structure and Dynamics, Bank of Canada.

(with R. Lyons). Comment on "Hedging the Interest Rate Risk of Brady Bonds" by Boudoukh, Richardson and.

“Portfolio Balance, Price Impact, and Secret Intervention,” paper synopsis, in Financial Market Structure and Dynamics, Bank of Canada, SeptemberFile Size: KB. Downloadable. In this paper we survey prominent theories that have shaped the literature on sterilized foreign exchange interventions.

We identify three main strands of literature: 1) that which advocates the use of sterilized interventions; 2) that which deems sterilized interventions futile; and 3) that which requires some market friction in order for sterilized interventions to be effective.

A central bank's sale of securities from its portfolio will: A. Decrease the size of its balance sheet B. Have no impact at all on the balance sheet C. Only change the composition of its liabilities D. Only change the composition of its assets.

Book. Full-text available. Jan ; Portfolio Balance, Price Impact, and Secret Intervention. Article. Dec ; The Price Impact of Currency Trades: Implications for Intervention.

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M.D.D. Evans, Lyons lio balance, price impact, and secret intervention NBER Working PapersNational Bureau of Economic Research, Inc () Google ScholarCited by: 1. This book focuses on the history of money, its development, and hints a lot on the impending fall of money.

I personally feel it is still relevant to more This book focuses on the history of money, its development, and hints a lot on the impending fall of money.

I personally feel it is still relevant to I would suggest that you take this as a first step in understanding 4/5. Asset class return during the worst bear markets from a Sequence of Return Risk perspective.

Caveats!!! Before I forget I have to get one big caveat on the record: In the U.S., gold ownership was severely restricted between and So, we can certainly run the simulations with this reported price for gold but it’s not clear how the average investor would have used gold as a .implications for the central bank’s balance sheet.

But this risk to the central bank’s own balance sheet is already well understood. Today, I would like to consider whether balance sheets of the current size could create broader policy risks. Such risks could include: inflation, financial instability, distortions in Cited by: 1.

Introduction. There are strong theoretical reasons to suspect that market liquidity will positively affect firm performance. Because stock shares are the currency which commands both cash flow and control rights, the tradability of this currency plays a central role in Cited by: