Central bank intervention and exchange rate dynamics: A rationale for the regime-switching process of exchange rates
Author:
Publisher
Elsevier BV
Subject
Political Science and International Relations,Economics and Econometrics,Finance
Reference21 articles.
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1. Does purchasing power parity hold sometimes? Regime switching in real exchange rates;Applied Economics;2013-06
2. A structural threshold model of the exchange rate under optimal intervention;Journal of International Money and Finance;2011-10
3. Nonlinear exchange rate dynamics under stochastic official intervention;Economic Modelling;2011-07
4. Export Similarity, FDI and Yen-Synchronization of East Asian Currencies: Regime Switching Regression Model and Microstructural Analysis;SSRN Electronic Journal;2010
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