19
H index
27
i10 index
1031
Citations
Rasmus Fatum : Citation Profile
University of Alberta | RESEARCH PRODUCTION: 28 Articles 51 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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28 years (1996 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Rasmus Fatum. | Is cited by:
| Cites to:
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Main data
Where Rasmus Fatum has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Money and Finance | 11 |
| Journal of Money, Credit and Banking | 3 |
| Journal of Banking & Finance | 2 |
| Journal of International Economics | 2 |
| Journal of Money, Credit and Banking | 2 |
Recent works citing Rasmus Fatum (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | An extended event study methodology and its application in the HNA groups overseas market contraction. (2024). Wei, Yunjie ; Wang, Xiuzhenzi. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000782. Full description at Econpapers || Download paper |
| 2024 | Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748. Full description at Econpapers || Download paper |
| 2024 | Are FX communications effective? Evidence from emerging markets. (2024). Parra-Polanía, Julián ; Sanchez-Jabba, Andres ; Parra-Polania, Julian ; Sarmiento, Miguel. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961. Full description at Econpapers || Download paper |
| 2024 | The macro driving factors of co-movement of RMB with other currencies in FX markets. (2024). Dai, Yixin ; Teng, Fengfan ; Zhou, Jindie ; Xu, Xiangyun ; Yu, Cong. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005131. Full description at Econpapers || Download paper |
| 2024 | Effectiveness of FX intervention and the flimsiness of exchange rate expectations. (2024). Villamizar-Villegas, mauricio ; Vargas-Herrera, Hernando. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s1572308920301169. Full description at Econpapers || Download paper |
| 2024 | Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015. Full description at Econpapers || Download paper |
| 2024 | Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165. Full description at Econpapers || Download paper |
| 2025 | The Diminishing Impact of Exchange Rates on China€™s Exports. (2025). Salike, Nimesh ; Chen, Chen ; Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:25010. Full description at Econpapers || Download paper |
| 2024 | Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets. (2024). Bogobska, Joanna ; Szczepocki, Piotr ; Feder-Sempach, Ewa. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00589-w. Full description at Econpapers || Download paper |
| 2024 | Exchange rate volatility and its effects on Uganda’s trade balance (1980–2020). (2024). George, Ochan. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-024-00646-1. Full description at Econpapers || Download paper |
Works by Rasmus Fatum:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2018 | Does the accumulation of foreign currency reserves affect risk-taking? An event study approach In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2018 | Accumulation of foreign currency reserves and risk-taking In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Accumulation of foreign currency reserves and risk-taking.(2020) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2019 | Accumulation of Foreign Currency Reserves and Risk-taking.(2019) In: Discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects In: Santa Cruz Center for International Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 37 |
| 2010 | Evaluating foreign exchange market intervention: Self-selection, counterfactuals and average treatment effects.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2008 | Evaluating Foreign Exchange Market Intervention: Self-selection, Counterfactuals and Average Treatment Effects.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects.(2006) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan In: Santa Cruz Center for International Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 96 |
| 2006 | Effectiveness of official daily foreign exchange market intervention operations in Japan.(2006) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | article | |
| 2002 | Effectiveness of official daily foreign exchange market intervention operations in Japan.(2002) In: Pacific Basin Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
| 2003 | Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market In: Santa Cruz Center for International Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market..(2003) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2006 | Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
| 2003 | Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 32 |
| 2003 | Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations? Evidence from the Federal Funds Futures Market In: Santa Cruz Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Post-Plaza intervention in the DEM/USD exchange rate In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 12 |
| 2002 | Post–Plaza intervention in the DEM/USD exchange rate.(2002) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2000 | On the effectiveness of sterilized foreign exchange intervention In: Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
| 2003 | Is sterilised foreign exchange intervention effective after all? an event study approach In: Economic Journal. [Full Text][Citation analysis] | article | 179 |
| 1999 | Is Sterilized Foreign Exchange Intervention Effective After All? An Event Study Approach..(1999) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 179 | paper | |
| 2018 | Beggar thy neighbor or beggar thy domestic firms? Evidence from 2000 to 2011 Chinese customs data In: Journal of International Economics. [Full Text][Citation analysis] | article | 10 |
| 2015 | Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data.(2015) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2009 | Real-time effects of central bank intervention in the euro market In: Journal of International Economics. [Full Text][Citation analysis] | article | 18 |
| 2007 | Real-Time Effects of Central Bank Interventions in the Euro Market.(2007) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2008 | Monetary policy news and exchange rate responses: Do only surprises matter? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
| 2005 | Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?.(2005) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
| 2014 | Large versus small foreign exchange interventions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2021 | Do oil endowment and productivity matter for accumulation of international reserves? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2016 | Do oil endowment and productivity matter for accumulation of international reserves?.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | Reserves and risk: Evidence from China In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | Reserves and Risk: Evidence from China.(2020) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Reserves and Risk : Evidence from China.(2020) In: Discussion paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Daily effects of foreign exchange intervention: Evidence from official Bank of Canada data In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
| 2005 | Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data.(2005) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2013 | The intraday effects of central bank intervention on exchange rate spreads In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Foreign exchange intervention when interest rates are zero: Does the portfolio balance channel matter after all? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 2010 | Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all?.(2010) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2010 | Foreign Exchange Intervention When Interest Rates Are Zero: Does the Portfolio Balance Channel Matter After All?.(2010) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
| 2016 | Intra-safe haven currency behavior during the global financial crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 75 |
| 2014 | Intra-safe haven currency behavior during the global financial crisis.(2014) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 75 | paper | |
| 2017 | Is the Renminbi a safe haven? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 2016 | Is the Renminbi a safe haven?.(2016) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2016 | Is the Renminbi a Safe Haven?.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2019 | The exchange rate effects of macro news after the global Financial Crisis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2017 | The Exchange Rate Effects of Macro News after the Global Financial Crisis.(2017) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2012 | Asymmetries and state dependence: The impact of macro surprises on intraday exchange rates In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 30 |
| 2010 | Asymmetries and state dependence: the impact of macro surprises on intraday exchange rates.(2010) In: Globalization Institute Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
| 2006 | One monetary policy and 18 central bankers: The European monetary policy as a game of strategic delegation In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 23 |
| 2012 | Does foreign exchange intervention volume matter? In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields.(2019) In: IMES Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2024 | Negative Interest Rate Policy and the Influence of Macro‐Economic News on Yields.(2024) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Does foreign exchange reserve decumulation lead to currency appreciation? In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Are the intraday effects of central bank intervention on exchange rate spreads asymmetric and state dependent? In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?.(2010) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2023 | The Trend Effect of Foreign Exchange Intervention In: Discussion paper series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Foreign Exchange Intervention and Monetary Policy in Japan, 2003-2004 In: Hi-Stat Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work? In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2009 | Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective, and through Which Channel Does It Work?.(2009) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2009 | Official Japanese Intervention in the JPY/USD Exchange Rate Market: Is It Effective and Through Which Channel Does It Work?.(2009) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2005 | Foreign exchange intervention and monetary policy in Japan, 2003€“04 In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 23 |
| 2002 | ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention In: Open Economies Review. [Full Text][Citation analysis] | article | 46 |
| 2002 | ECB Foreign Exchange Intervention and the Euro: Institutional Framework, News and Intervention..(2002) In: EPRU Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2002 | Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan. In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 19 |
| 2003 | One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation. In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04 In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 11 |
| 2005 | Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 20 |
| 2009 | Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan In: EPRU Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 1996 | Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market. In: EPRU Working Paper Series. [Citation analysis] | paper | 64 |
| 1999 | Is Intervention a Signal of Future Monetary Policy? Evidece from the Federal Funds Futures Market..(1999) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 64 | article | |
| 2006 | Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 23 |
| 2013 | Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation? In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 46 |
| 2013 | Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team