Rasmus Fatum
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Rasmus |
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Fatum |
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Affiliations
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University of Alberta
/ School of Business
Research profile
author of:
- The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar (RePEc:bca:bocawp:05-21)
by Michael R. King & Rasmus Fatum - Does the accumulation of foreign currency reserves affect risk-taking? An event study approach (RePEc:bis:bisbpc:96-06)
by Rasmus Fatum & James Yetman - Accumulation of foreign currency reserves and risk-taking (RePEc:bis:biswps:728)
by Rasmus Fatum & James Yetman - Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects (RePEc:cdl:scciec:qt02c028gr)
by Fatum, Rasmus & Hutchison, Michael M. - Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan (RePEc:cdl:scciec:qt2883n7z5)
by Fatum, Rasmus & Hutchison, Michael M. - Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market (RePEc:cdl:scciec:qt4cc3291n)
by Fatum, Rasmus & Scholnick, Barry - Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects (RePEc:cdl:ucscec:qt02c028gr)
by Fatum, Rasmus & Hutchison, Michael M. - Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan (RePEc:cdl:ucscec:qt2883n7z5)
by Fatum, Rasmus & Hutchison, Michael M. - Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan (RePEc:cdl:ucscec:qt3rg5p5j2)
by Fatum, Rasmus & Hutchison, Michael M. - Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market (RePEc:cdl:ucscec:qt4cc3291n)
by Fatum, Rasmus & Scholnick, Barry - Post-Plaza intervention in the DEM/USD exchange rate (RePEc:cje:issued:v:35:y:2002:i:3:p:556-567)
by Rasmus Fatum - Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data (RePEc:cth:wpaper:gru_2016_004)
by Rasmas Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu - Is the Renminbi a safe haven? (RePEc:cth:wpaper:gru_2016_018)
by Rasmas Fatum & Yohei Yamamoto & Guozhong Zhu - Do Oil Endowment and Productivity Matter for Accumulation of International Reserves? (RePEc:cth:wpaper:gru_2016_027)
by Rasmus Fatum & Guozhong Zhu & Wenjie Hui - The Exchange Rate Effects of Macro News after the Global Financial Crisis (RePEc:cth:wpaper:gru_2017_007)
by Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto - Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data (RePEc:cth:wpaper:gru_2018_021)
by Rasmus Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu - Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields (RePEc:cth:wpaper:gru_2019_006)
by Rasmus Fatum & Naoko Hara & Yohei Yamamoto - Accumulation of foreign currency reserves and risk-taking (RePEc:cth:wpaper:gru_2019_019)
by Rasmus Fatum & James Yetman - Reserves and Risk: Evidence from China (RePEc:cth:wpaper:gru_2020_013)
by Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto - On the effectiveness of sterilized foreign exchange intervention (RePEc:ecb:ecbwps:200010)
by Fatum, Rasmus - Is sterilised foreign exchange intervention effective after all? an event study approach (RePEc:ecj:econjl:v:113:y:2003:i:487:p:390-411)
by Rasmus Fatum & Michael M. Hutchison - Beggar thy neighbor or beggar thy domestic firms? Evidence from 2000 to 2011 Chinese customs data (RePEc:eee:inecon:v:115:y:2018:i:c:p:16-29)
by Fatum, Rasmus & Liu, Runjuan & Tong, Jiadong & Xu, Jiayun - Real-time effects of central bank intervention in the euro market (RePEc:eee:inecon:v:78:y:2009:i:1:p:11-20)
by Fatum, Rasmus & Pedersen, Jesper - Monetary policy news and exchange rate responses: Do only surprises matter? (RePEc:eee:jbfina:v:32:y:2008:i:6:p:1076-1086)
by Fatum, Rasmus & Scholnick, Barry - Large versus small foreign exchange interventions (RePEc:eee:jbfina:v:43:y:2014:i:c:p:114-123)
by Fatum, Rasmus & Yamamoto, Yohei - Accumulation of foreign currency reserves and risk-taking (RePEc:eee:jimfin:v:102:y:2020:i:c:s0261560619305455)
by Fatum, Rasmus & Yetman, James - Do oil endowment and productivity matter for accumulation of international reserves? (RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000875)
by Fatum, Rasmus & Zhu, Guozhong & Hui, Wenjie - Reserves and risk: Evidence from China (RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000451)
by Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei - Effectiveness of official daily foreign exchange market intervention operations in Japan (RePEc:eee:jimfin:v:25:y:2006:i:2:p:199-219)
by Fatum, Rasmus & Hutchison, Michael - Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data (RePEc:eee:jimfin:v:27:y:2008:i:3:p:438-454)
by Fatum, Rasmus - Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects (RePEc:eee:jimfin:v:29:y:2010:i:3:p:570-584)
by Fatum, Rasmus & Hutchison, Michael M. - The intraday effects of central bank intervention on exchange rate spreads (RePEc:eee:jimfin:v:33:y:2013:i:c:p:103-117)
by Fatum, Rasmus & Pedersen, Jesper & Sørensen, Peter Norman - Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all? (RePEc:eee:jimfin:v:57:y:2015:i:c:p:185-199)
by Fatum, Rasmus - Intra-safe haven currency behavior during the global financial crisis (RePEc:eee:jimfin:v:66:y:2016:i:c:p:49-64)
by Fatum, Rasmus & Yamamoto, Yohei - Is the Renminbi a safe haven? (RePEc:eee:jimfin:v:79:y:2017:i:c:p:189-202)
by Fatum, Rasmus & Yamamoto, Yohei & Zhu, Guozhong - The exchange rate effects of macro news after the global Financial Crisis (RePEc:eee:jimfin:v:95:y:2019:i:c:p:424-443)
by Cheung, Yin-Wong & Fatum, Rasmus & Yamamoto, Yohei - Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates (RePEc:eee:jjieco:v:26:y:2012:i:4:p:542-560)
by Fatum, Rasmus & Hutchison, Michael & Wu, Thomas - One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation (RePEc:eee:moneco:v:53:y:2006:i:4:p:659-669)
by Fatum, Rasmus - Does foreign exchange intervention volume matter? (RePEc:fip:feddgw:115)
by Rasmus Fatum & Yohei Yamamoto - Intra-safe haven currency behavior during the global financial crisis (RePEc:fip:feddgw:199)
by Rasmus Fatum & Yohei Yamamoto - Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data (RePEc:fip:feddgw:257)
by Rasmus Fatum & Runjuan Liu & Jiadong Tong & Jiayun Xu - Is the Renminbi a safe haven? (RePEc:fip:feddgw:276)
by Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu - Do oil endowment and productivity matter for accumulation of international reserves? (RePEc:fip:feddgw:291)
by Rasmus Fatum & Wenjie Hui & Guozhong Zhu - The Exchange Rate Effects of Macro News after the Global Financial Crisis (RePEc:fip:feddgw:305)
by Yin-Wong Cheung & Rasmus Fatum & Yohei Yamamoto - Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields (RePEc:fip:feddgw:354)
by Rasmus Fatum & Naoko Hara & Yohei Yamamoto - Does foreign exchange reserve decumulation lead to currency appreciation? (RePEc:fip:feddgw:48)
by Kathryn Dominguez & Rasmus Fatum & Pavel Vacek - Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates (RePEc:fip:feddgw:49)
by Rasmus Fatum & Michael M. Hutchison & Thomas Wu - Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all? (RePEc:fip:feddgw:57)
by Rasmus Fatum - Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent? (RePEc:fip:feddgw:59)
by Rasmus Fatum & Jesper Pedersen & Peter Norman Sorensen - Reserves and Risk: Evidence from China (RePEc:fip:feddgw:88094)
by Rasmus Fatum & Takahiro Hattori & Yohei Yamamoto - Effectiveness of official daily foreign exchange market intervention operations in Japan (RePEc:fip:fedfpb:2003-01)
by Rasmus Fatum & Michael M. Hutchison - The Trend Effect of Foreign Exchange Intervention (RePEc:hit:hiasdp:hias-e-132)
by FATUM, Rasmus & YAMAMOTO, Yohei & CHEN, Binwei - Accumulation of Foreign Currency Reserves and Risk-taking (RePEc:hit:hiasdp:hias-e-89)
by Fatum, Rasmus & Yetman, James - Reserves and Risk : Evidence from China (RePEc:hit:hiasdp:hias-e-98)
by Fatum, Rasmus & Hattori, Takahiro & Yamamoto, Yohei - Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects (RePEc:hkm:wpaper:022008)
by Rasmus Fatum & Michael M. Hutchison - Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004 (RePEc:hst:hstdps:d05-93)
by Rasmus Fatum & Michael M. Hutchison - Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? (RePEc:ime:imedps:09-e-12)
by Rasmus Fatum - Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields (RePEc:ime:imedps:19-e-02)
by Rasmus Fatum & Naoko Hara & Yohei Yamamoto - Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work? (RePEc:ime:imemes:v:27:y:2009:i:1:p:75-98)
by Rasmus Fatum - Foreign exchange intervention and monetary policy in Japan, 2003–04 (RePEc:kap:iecepo:v:2:y:2005:i:2:p:241-260)
by Rasmus Fatum & Michael Hutchison - ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention (RePEc:kap:openec:v:13:y:2002:i:4:p:413-425)
by Rasmus Fatum & Michael Hutchison - ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention (RePEc:kud:epruwp:02-10)
by Rasmus Fatum & Michael M. Hutchison - Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan (RePEc:kud:epruwp:02-11)
by Rasmus Fatum & Michael M. Hutchison - Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market (RePEc:kud:epruwp:03-18)
by Rasmus Fatum & Barry Scholnick - One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation (RePEc:kud:epruwp:03-19)
by Rasmus Fatum - Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04 (RePEc:kud:epruwp:05-05)
by Rasmus Fatum & Michael M. Hutchison - Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data (RePEc:kud:epruwp:05-06)
by Rasmus Fatum & Michael R. King - Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data (RePEc:kud:epruwp:05-07)
by Rasmus Fatum - Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter? (RePEc:kud:epruwp:05-14)
by Rasmus Fatum & Barry Scholnick - Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects (RePEc:kud:epruwp:06-04)
by Rasmus Fatum & Michael M. Hutchison - Real-Time Effects of Central Bank Interventions in the Euro Market (RePEc:kud:epruwp:07-01)
by Rasmus Fatum & Jesper Pedersen - Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan (RePEc:kud:epruwp:09-01)
by Rasmus Fatum & Michael Hutchison & Thomas Wu - Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? (RePEc:kud:epruwp:09-02)
by Rasmus Fatum - Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation? (RePEc:kud:epruwp:10-06)
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek - Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All? (RePEc:kud:epruwp:10-07)
by Rasmus Fatum - Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market (RePEc:kud:epruwp:96-13)
by Rasmus Fatum & Michael M. Hutchison - Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach (RePEc:kud:epruwp:99-09)
by Rasmus Fatum & Michael M. Hutchison - Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent? (RePEc:kud:kuiedp:1020)
by Rasmus Fatum & Jesper Pedersen & Peter Norman Sørensen - Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market (RePEc:mcb:jmoncb:v:31:y:1999:i:1:p:54-69)
by Fatum, Rasmus & Hutchison, Michael - Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur? (RePEc:mcb:jmoncb:v:38:y:2006:i:6:p:1641-1657)
by Fatum, Rasmus & Scholnick, Barry - Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? (RePEc:mcb:jmoncb:v:45:y:2013:i:5:p:867-890)
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek - Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation? (RePEc:mie:wpaper:602)
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek - Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation? (RePEc:nbr:nberwo:16044)
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek - Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan (RePEc:nbr:nberwo:9648)
by Rasmus Fatum & Michael Hutchison - Is the Renminbi a Safe Haven? (RePEc:tcr:wpaper:e109)
by Rasmus Fatum & Yohei Yamamoto & Guozhong Zhu - Post–Plaza intervention in the DEM/USD exchange rate (RePEc:wly:canjec:v:35:y:2002:i:3:p:556-567)
by Rasmus Fatum - Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? (RePEc:wly:jmoncb:v:45:y:2013:i:5:p:867-890)
by Kathryn M.E. Dominguez & Rasmus Fatum & Pavel Vacek