A test for the presence of central bank intervention in the foreign exchange market with an application to the Bank of Canada
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-010-0402-7.pdf
Reference13 articles.
1. Almekinders GJ, Eijffinger S (1991) Empirical evidence on foreign exchange market intervention: where do we stand. Weltwirtschafliches Arch 127: 645–677
2. Almekinders GJ, Eijffinger S (1996) A friction model of daily Bundesbank and Federal Reserve intervention. J Bank Financ 20: 1365–1380
3. Andrews DWK, Ploberger W (1994) Optimal tests when a nuisance parameter is present only under the alternative. Econometrica 62: 1383–1414
4. Dornbusch R (1980) Exchange rate economics: where do we stand. Brookings Pap Econ Act 1: 143–185
5. Gartner M (1987) Intervention policy under floating exchange rates: an analysis of the Swiss case. Economica, New Ser 54: 439–453
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