Rasmus Fatum, Ph.D.

Affiliations: 
2001 University of California, Santa Cruz, Santa Cruz, CA, United States 
Area:
General Economics, Finance
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Michael Hutchison grad student 2001 UC Santa Cruz
 (Essays on sterilized foreign exchange intervention and monetary policy in a monetary union.)
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Publications

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Cheung Y, Fatum R, Yamamoto Y. (2019) The Exchange Rate Effects of Macro News after the Global Financial Crisis Journal of International Money and Finance. 95: 424-443
Fatum R, Liu R, Tong J, et al. (2018) Beggar thy neighbor or beggar thy domestic firms? evidence from 2000-2011 Chinese customs data Journal of International Economics. 115: 16-29
Fatum R, Yamamoto Y, Zhu G. (2017) Is the Renminbi a Safe Haven Journal of International Money and Finance. 79: 189-202
Fatum R. (2015) Foreign exchange intervention when interest rates are zero: does the portfolio balance channel matter after all? Journal of International Money and Finance. 57: 185-199
Fatum R, Yamamoto Y. (2015) Intra-safe haven currency behavior during the global financial crisis Journal of International Money and Finance
Fatum R, Yamamoto Y. (2014) Large versus small foreign exchange interventions Journal of Banking and Finance. 43: 114-123
Dominguez KME, Fatum R, Vacek P. (2013) Do Sales of Foreign Exchange Reserves Lead to Currency Appreciation Journal of Money, Credit and Banking. 45: 867-890
Fatum R, Pedersen J, Sørensen PN. (2013) The intraday effects of central bank intervention on exchange rate spreads Journal of International Money and Finance. 33: 103-117
Dominguez KME, Fatum R, Vacek P. (2010) Does Foreign Exchange Reserve Decumulation Lead to Currency Appreciation National Bureau of Economic Research. 2010
Fatum R, Hutchison MM. (2010) Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects Journal of International Money and Finance. 29: 570-584
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