A friction model of daily Bundesbank and Federal Reserve intervention
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference22 articles.
1. Exchange rate policy and the (un)conditional variance in the DM/$-rate;Almekinders;Jahrbücher für Nationalökonomie und Statistik,1995
2. Empirical evidence on foreign exchange market intervention: Where do we stand?;Almekinders;Weltwirtschaftliches Archiv,1991
3. Daily Bundesbank and Federal Reserve interventions: Are they a reaction to changes in the level and volatility of the DM/$-rate?;Almekinders;Empirical Economics,1994
4. Central bank survey of foreign exchange market activity in April 1992;Bank for International Settlements,1993
5. The message in daily exchange rates: A conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989
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