The impact of FX central bank intervention in a noise trading framework
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. A friction model of daily Bundesbank and Federal Reserve interventions;Almekinders;Journal of Banking and Finance,1996
2. The advantage of hiding one’s hand: Speculation and central bank intervention in the FX market;Bhattacharya;Journal of Monetary Economics,1997
3. Central bank intervention and foreign exchange rates: New evidence from FIGARCH estimations;Beine;Journal of International Money and Finance,2002
4. Central bank intervention and exchange rate volatility: Evidence from a regime switching analysis;Beine;European Economic Review,2003
5. Reported and secret interventions in the foreign exchange markets;Beine;Finance Research Letters,2004
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