Rasmus Fatum

University of Alberta - Department of Marketing, Business Economics & Law

Edmonton, Alberta T6G 2R6

Canada

http://www.bus.ualberta.ca/rfatum

SCHOLARLY PAPERS

26

DOWNLOADS
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2,579

CITATIONS
Rank 3,528

SSRN RANKINGS

Top 3,528

in Total Papers Citations

153

Scholarly Papers (26)

1.

Is Sterilized Foreign Exchange Intervention Effective after All? An Event Study Approach

The Economic Journal, 113 (April), 390-411, University of Alberta School of Business Research Paper No. 2013-357, UC Santa Cruz Center for International Economics Working Paper No. 02-2
Number of pages: 37 Posted: 26 Mar 2002 Last Revised: 07 Jun 2013
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 265 (87,014)
Citation 43

Abstract:

Do Exchange Rates Respond to Day-to-day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur?

Number of pages: 28 Posted: 01 Nov 2004
Rasmus Fatum and Barry Scholnick
University of Alberta - Department of Marketing, Business Economics & Law and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 161 (146,315)
Citation 6

Abstract:

Expectations, Monetary Policy, Federal Funds Futures, Exchange Rates

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, Vol. 38, No. 6, September 2006 , University of Alberta School of Business Research Paper No. 2013-1149
Number of pages: 26 Posted: 09 May 2005 Last Revised: 25 Jul 2013
Rasmus Fatum and Barry Scholnick
University of Alberta - Department of Marketing, Business Economics & Law and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 88 (232,250)
Citation 6

Abstract:

Expectations, Monetary Policy, Federal Funds Futures, Exchange Rates

3.

ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News and Intervention

UCSC International Economics Working Paper No. 02-3
Number of pages: 23 Posted: 26 Mar 2002
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 247 (91,301)
Citation 18

Abstract:

foreign exchange market intervention, the euro, central bank intervention

4.

Is Foreign Exchange Market Intervention an Alternative to Monetary Policy? Evidence from Japan

UCSC International Economics Working Paper No. 02-05
Number of pages: 30 Posted: 21 Apr 2002
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 200 (116,733)
Citation 3

Abstract:

5.

On the Effectiveness of Sterilized Foreign Exchange Intervention

ECB Working Paper No. 10
Number of pages: 50 Posted: 10 Dec 2002
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 173 (125,851)
Citation 18

Abstract:

Foreign Exchange Intervention, Fed Intervention, Bundesbank Intervention, Event Study

6.

Foreign Exchange Intervention and Monetary Policy in Japan, 2003-04

International Economics and Economic Policy, Vol. 2, No. 2-3, pp. 241-260, November 2005, University of Alberta School of Business Research Paper No. 2013-356
Number of pages: 39 Posted: 05 Jan 2005 Last Revised: 07 Jun 2013
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 168 (137,259)
Citation 3

Abstract:

Foreign Exchange Intervention, Japanese Monetary Policy

Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan

Journal of International Money and Finance, Vol. 25, No. 2, 2006, UC Santa Cruz International Economics Working Paper No. 03-22, University of Alberta School of Business Research Paper No. 2013-355
Number of pages: 35 Posted: 04 Jul 2004 Last Revised: 07 Jun 2013
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 107 (203,071)
Citation 28

Abstract:

Effectiveness of Official Daily Foreign Exchange Market Intervention Operations in Japan

NBER Working Paper No. w9648
Number of pages: 33 Posted: 04 May 2003
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 43 (339,112)
Citation 28

Abstract:

8.

Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter?

Journal of Banking & Finance, Volume 32, Issue 6, June 2008, Pages 1076-1086, University of Alberta School of Business Research Paper No. 2013-1145, SCCIE Working Paper No. 05-24
Number of pages: 28 Posted: 13 Dec 2005 Last Revised: 25 Jul 2013
Rasmus Fatum and Barry Scholnick
University of Alberta - Department of Marketing, Business Economics & Law and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 137 (153,614)
Citation 6

Abstract:

Expectations, Monetary Policy, Federal Funds Futures, Exchange Rates

9.

Rules versus Discretion in Foreign Exchange Intervention: Evidence from Official Bank of Canada High-Frequency Data

SCCIE Working Paper No. 04-24
Number of pages: 34 Posted: 26 May 2005
Rasmus Fatum and Michael R. King
University of Alberta - Department of Marketing, Business Economics & Law and Ivey Business School
Downloads 115 (176,692)
Citation 4

Abstract:

Foreign exchange intervention, intraday data, event studies

One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation

Number of pages: 29 Posted: 17 Jun 2002
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 111 (197,650)
Citation 3

Abstract:

Monetary Policy, Monetary Union, Median Voter, Strategic Delegation

One Monetary Policy and Eighteen Central Bankers: The European Monetary Policy as a Game of Strategic Delegation

Journal of Monetary Economics, Vol. 53, Issue 4, 2006, University of Alberta School of Business Research Paper No. 2013-354
Posted: 07 May 2005 Last Revised: 07 Jun 2013
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law

Abstract:

Monetary Union, decision-making, strategic delegation

11.

The Effectiveness of Official Foreign Exchange Intervention in a Small Open Economy: The Case of the Canadian Dollar

Bank of Canada Working Paper No. 2005-21
Number of pages: 52 Posted: 09 Aug 2005
Rasmus Fatum and Michael R. King
University of Alberta - Department of Marketing, Business Economics & Law and Ivey Business School
Downloads 101 (203,406)
Citation 1

Abstract:

Foreign exchange intervention, intraday data, event studies

12.

Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects

HKIMR Working Paper No. 02/2008, SCCIE Working Paper No. 06-04
Number of pages: 31 Posted: 07 Jun 2006
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics
Downloads 85 (219,379)

Abstract:

Foreign Exchange Intervention, Bank of Japan, Self-Selection, Matching Methods

13.
Downloads 81 (242,569)

Is the Renminbi a Safe Haven?

Tokyo Center for Economic Research (TCER) Paper No. E-109, University of Alberta School of Business Research Paper No. 2016-706
Number of pages: 36 Posted: 06 Jul 2016
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu
University of Alberta - Department of Marketing, Business Economics & Law, Hitotsubashi University and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 55 (303,212)

Abstract:

Renminbi, Safe Haven Currencies

Is the Renminbi a Safe Haven?

Globalization and Monetary Policy Institute Working Paper No. 276
Number of pages: 33 Posted: 27 Jul 2016
Rasmus Fatum, Yohei Yamamoto and Guozhong Zhu
University of Alberta - Department of Marketing, Business Economics & Law, Hitotsubashi University - Faculty of Economics and University of Alberta - Department of Marketing, Business Economics & Law
Downloads 26 (407,013)

Abstract:

14.

Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data

UC Santa Cruz International Economics Working Paper No. 05-12
Number of pages: 29 Posted: 12 Jul 2005
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 79 (230,470)
Citation 5

Abstract:

Foreign Exchange Intervention, Event Studies, Currency Co-movement

Foreign Exchange Intervention When Interest Rates are Zero: Does the Portfolio Balance Channel Matter after All?

University of Alberta School of Business Research Paper No. 1648283
Number of pages: 33 Posted: 25 Jul 2010
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 61 (287,923)
Citation 3

Abstract:

Exchange Rates, Foreign Exchange Market Intervention, Channels of Transmission

Foreign Exchange Intervention When Interest Rates are Zero: Does the Portfolio Balance Channel Matter after All?

Journal of International Money and Finance, Volume 57, October 2015, University of Alberta School of Business Research Paper No. 2015-710
Number of pages: 34 Posted: 24 Nov 2015
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 13 (479,677)
Citation 3

Abstract:

Zero interest rates; Foreign exchange market intervention; Channels of transmission

16.

Real-Time Effects of Central Bank Interventions in the Euro Market

SCCIE Working Paper No. 07-07
Number of pages: 43 Posted: 02 Apr 2007
Rasmus Fatum and Jesper Pedersen
University of Alberta - Department of Marketing, Business Economics & Law and University of Copenhagen - Department of Economics
Downloads 62 (270,503)
Citation 5

Abstract:

Foreign Exchange Intervention, Intraday Data, ERM II

17.

Do Both U.S. and Foreign Macro Surprises Matter for the Intraday Exchange Rate? Evidence from Japan

Number of pages: 31 Posted: 13 Mar 2009 Last Revised: 25 Jan 2013
Rasmus Fatum, Michael M. Hutchison and Thomas Wu
University of Alberta - Department of Marketing, Business Economics & Law, University of California, Santa Cruz - Department of Economics and University of California, Santa Cruz - Department of Economics
Downloads 38 (335,979)

Abstract:

Foreign Exchange Rates, Intraday Data, Macroeconomic News Effects

18.

Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?

University of Alberta School of Business Research Paper No. 2013-1307, University of Copenhagen Dept. of Economics Discussion Paper No. 10-20
Number of pages: 34 Posted: 02 Sep 2010 Last Revised: 17 Jul 2015
University of Alberta - Department of Marketing, Business Economics & Law, Danish Economic Councils and University of Copenhagen - Department of Economics
Downloads 34 (355,821)

Abstract:

Foreign Exchange Intervention, Exchange Rate Spreads, Intraday Data

Post-Plaza Intervention in the DEM/USD Exchange Rate

Canadian Journal of Economics, Vol. 35, pp. 556-567, 2002
Number of pages: 12 Posted: 20 Dec 2002
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law
Downloads 24 (417,484)
Citation 6

Abstract:

Post-Plaza Intervention in the DEM/USD Exchange Rate

Canadian Journal of Economics, Forthcoming
Posted: 26 Jun 2002
Rasmus Fatum
University of Alberta - Department of Marketing, Business Economics & Law

Abstract:

20.

Large versus Small Foreign Exchange Interventions

Journal of Banking and Finance, Volume 43, 2014, University of Alberta School of Business Research Paper No. 2014-02
Number of pages: 37 Posted: 01 Apr 2014 Last Revised: 08 Apr 2015
Rasmus Fatum and Yohei Yamamoto
University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi University - Faculty of Economics
Downloads 23 (370,348)

Abstract:

foreign exchange market intervention, intervention amount

21.

Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation?

NBER Working Paper No. w16044
Number of pages: 36 Posted: 07 Jun 2010
University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, University of Alberta - Department of Marketing, Business Economics & Law and Charles University in Prague - Institute of Economic Studies
Downloads 15 (435,384)
Citation 1

Abstract:

22.

Do Oil Endowment and Productivity Matter for Accumulation of International Reserves?

Globalization and Monetary Policy Institute Working Paper No. 291
Number of pages: 38 Posted: 08 Jan 2017
Rasmus Fatum, Guozhong Zhu and Wenjie Hui
University of Alberta - Department of Marketing, Business Economics & Law, University of Alberta - Department of Marketing, Business Economics & Law and Peking University
Downloads 0 (521,934)

Abstract:

foreign reserves, oil price shocks, precautionary demand

23.

Intra-Safe Haven Currency Behavior During the Global Financial Crisis

Journal of International Money and Finance, Forthcoming, University of Alberta School of Business Research Paper No. 2778690
Posted: 12 May 2016
Rasmus Fatum and Yohei Yamamoto
University of Alberta - Department of Marketing, Business Economics & Law and Hitotsubashi University

Abstract:

Safe Haven Currencies, Global Financial Crisis

24.

Beggar Thy Neighbor or Beggar Thy Domestic Firms? Evidence from 2000-2011 Chinese Customs Data

Globalization and Monetary Policy Institute Working Paper No. 257
Number of pages: 37 Posted: 28 Jan 2016
Rasmus Fatum, Runjuan Liu, Jiadong Tong and Jiayun Xu
University of Alberta - Department of Marketing, Business Economics & Law, University of Alberta - Department of Marketing, Business Economics & Law, Independent and Tsinghua University
Downloads 0 (425,218)

Abstract:

25.

Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation?

Journal of Money, Credit and Banking, Vol. 45, Issue 5, pp. 867-890, August 2013, University of Alberta School of Business Research Paper No. 2013-1207
Posted: 16 Aug 2013
University of Michigan at Ann Arbor - Gerald R. Ford School of Public Policy, University of Alberta - Department of Marketing, Business Economics & Law and Charles University in Prague - Institute of Economic Studies

Abstract:

foreign exchange reserves, exchange rate determination, high-frequency volatility modeling

Is Intervention a Signal of Future Monetary Policy? Evidence from the Federal Funds Futures Market

Journal of Money, Credit, and Banking, Vol. 31, No. 1, February 1999
Posted: 03 Sep 1998
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics

Abstract:

Is Intervention a Signal of Future Monetary Policy?: Evidence from the Federal Funds Futures Market

UCSC Economics Dept. #364
Posted: 27 Feb 1997
Rasmus Fatum and Michael M. Hutchison
University of Alberta - Department of Marketing, Business Economics & Law and University of California, Santa Cruz - Department of Economics

Abstract: