When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function
Author:
Affiliation:
1. Departamento de Administración, Facultad de Economía y Negocios Universidad de Chile Santiago Chile
2. Departamento de Economía, Facultad de Economía y Empresa Universidad Diego Portales Santiago Chile
Funder
FONDECYT
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/irfi.12288
Reference21 articles.
1. Airaudo M. Buffie E. F. &Zanna L.‐F.(2016).Inflation targeting and exchange rate management in less developed countries(Tech. Rep.). International Monetary Fund.
2. Inflation Targeting and Real Exchange Rates in Emerging Markets
3. A friction model of daily Bundesbank and Federal Reserve intervention
4. Oil prices and the rise and fall of the US real exchange rate
5. Why do central banks intervene?
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