Central bank intervention and exchange rate volatility, its continuous and jump components-Reference-Cited by-同舟云学术

Central bank intervention and exchange rate volatility, its continuous and jump components

Published:2007 Issue:2 Volume:12 Page:201-223
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int. J. Fin. Econ.

Author:

Beine Michel,Lahaye Jérôme,Laurent Sébastien,Neely Christopher J.,Palm Franz C.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference32 articles.

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4. , , . 1999. Realized volatility and correlation. L.N. Stern School of Finance Department Working Paper 2.

5. The Distribution of Realized Exchange Rate Volatility

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