The determinants of foreign exchange intervention by central banks: evidence from Australia-Reference-Cited by-同舟云学术

The determinants of foreign exchange intervention by central banks: evidence from Australia

Published:2002-10 Issue:5 Volume:21 Page:619-649
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Kim Suk-Joong,Sheen Jeffrey

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference22 articles.

1. Daily Bundesbank and Federal Reserve intervention—are they a reaction to changes in the level and volatility of the DM/$ rate;Almekinders;Empirical Economics,1994

2. A friction model of daily Bundesbank and Federal Reserve intervention;Almekinders;Journal of Banking and Finance,1996

3. Andrew, R., Broadbent, J., 1994. Reserve bank operations in the foreign exchange market: effectiveness and profitability, Research Discussion Paper 9406, RBA.

4. The message in daily exchange rates: a conditional-variance tale;Baillie;Journal of Business and Economic Statistics,1989

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

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