Rasmus Fatum, University of Alberta

Research

central bank foreign exchange intervention central bank foreign exchange reserves macroeconomic news interest rates monetary policy

Latest funding

Understanding the Dynamics of Foreign Exchange Interventions and Monetary Policy: Four Empirical Studies
SSHRC · 2024 · Principal investigator
$24,658
Intraday studies of central bank reserve and intervention transactions
SSHRC · 2009 · Principal investigator
$42,750
Sterilized foreign exchange market intervention
SSHRC · 2004 · Principal investigator
$70,000

All 3 grants and awards

Understanding the Dynamics of Foreign Exchange Interventions and Monetary Policy: Four Empirical Studies

Principal investigatorSSHRC2024Insight Grants

Principal investigators: Fatum, Rasmus

Keywords: central bank foreign exchange intervention; central bank foreign exchange reserves; macroeconomic news; interest rates; monetary policy

$24,658

Intraday studies of central bank reserve and intervention transactions

Principal investigatorSSHRC2009Standard Research Grants

Principal investigators: Fatum, Rasmus

Keywords: intraday data; central bank foreign exchange market intervention; central bank foreign exchange reserves; exchange rate market microstructure; exchange rate spreads; expectations; central bank reaction functions

$42,750

Sterilized foreign exchange market intervention

Principal investigatorSSHRC2004Standard Research Grants

Principal investigators: Fatum, Rasmus

Keywords: central bank foreign exchange market intervention; sterilized intervention; bank of Canada intervention; bank of Japan intervention; matching methods; event study on high-frequency data; central bank reaction functions; logit models; intervention rumours

$70,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

Write to this professor

A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.

Applying for

Mention their SSHRC grant from 2024

Subject: Prospective PhD student: central bank foreign exchange intervention Dear Professor Fatum, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on central bank foreign exchange intervention connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your SSHRC-funded project "Understanding the Dynamics of Foreign Exchange Interventions and Monetary Policy: Four Empirical Studies" (2024), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]