Central bank FOREX interventions assessed using realized moments-Reference-Cited by-同舟云学术

Central bank FOREX interventions assessed using realized moments

Published:2009-02 Issue:1 Volume:19 Page:112-127
ISSN:1042-4431
Container-title:Journal of International Financial Markets, Institutions and Money
language:en
Short-container-title:Journal of International Financial Markets, Institutions and Money

Author:

Beine Michel,Laurent Sébastien,Palm Franz C.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference24 articles.

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2. Andersen, T.G., Bollerslev, T., Diebold, F.X., Labys, P., 1999. Realized volatility and correlation, L.N. Stern School of Finance Department Working Paper 24.

3. The distribution of realized exchange rate volatility;Andersen;Journal of the American Statistical Association,2001

4. Why do central banks intervene?;Baillie;Journal of International Money and Finance,1997

5. Conditional covariances and direct central bank interventions in the foreign exchange markets;Beine;Journal of Banking and Finance,2004

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