The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s11079-013-9280-x.pdf
Reference22 articles.
1. Baillie R, Humpage O, Osterberg W (2000) Intervention from an information perspective. J Int Financ Mark Inst Money 10:407–421
2. Bhattacharya U, Weller P (1997) The advantage of hiding one’s hand: speculation and central bank intervention in the foreign exchange market. J Monet Econ 39:251–277
3. Chen Y-F, Funke M, Glanemann N (2013) Off-the-record target zones: theory with an application to Hong Kong’s currency board studies in nonlinear dynamics & econometrics Vol. 17, No. 4, September 2013, forthcoming
4. Cheung Y-W, Chinn MD (2001) Currency traders and exchange rate dynamics: a survey of the US market. J Int Money Financ 20(4):439–471
5. Dominquez K, Panthaki F (2007) The influence of actual and unrequited interventions. Int J Financ Econ 12:171–200
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