A friction model of daily Bundesbank and Federal Reserve intervention
- 30 September 1996
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 20 (8) , 1365-1380
- https://doi.org/10.1016/0378-4266(96)00002-7
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Exchange Rate Policy and the (Un) conditional Variance of the DM/$-Rate / Währungspolitik und die (un)konditionelle Varianz des DM/$-KursesJahrbücher für Nationalökonomie und Statistik, 1995
- Daily Bundesbank and Federal Reserve InterventionsEmpirical Economics, 1994
- The accuracy of reports of foreign exchange interventionJournal of International Money and Finance, 1993
- Central Bank Forex internvention assessed in continous timeJournal of International Money and Finance, 1993
- Estimating the Open Market Desk's Daily Reaction FunctionJournal of Money, Credit and Banking, 1993
- ARCH modeling in financeJournal of Econometrics, 1992
- Empirical evidence on foreign exchange market intervention: Where do we stand?Review of World Economics, 1991
- The Message in Daily Exchange Rates: A Conditional-Variance TaleJournal of Business & Economic Statistics, 1989
- A friction model of the primeJournal of Banking & Finance, 1989
- Exchange Rate Dynamics and Intervention Rules (Dynamique des taux de change et regles d'intervention) (Dinamica del tipo de cambio y normas de intervencion)Staff Papers, 1985