Foreign exchange market intervention: implications of publicly announced and secret intervention for the euro exchange rate and its volatility

Author:

Brissimis Sophocles N.,Chionis Dionysios P.

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference19 articles.

1. Daily Bundesbank and Federal Reserve interventions: Are they a reaction to changes in the level and volatility of the DM/$-rate?;Almekinders;Empirical Economics,1994

2. Baillie, R. T., & Humpage, O. F. (1992). Post-louvre intervention: Did target zones stabilize the dollar? Federal Reserve Bank of Cleveland Working Paper No. 9203.

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

4. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974

5. Bid-ask spreads in the interbank foreign exchange market;Bessembinder;Journal of Financial Economics,1994

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