Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?
Year of publication: |
2010-08
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Authors: | Fatum, Rasmus ; Pedersen, Jesper ; Sørensen, Peter Norman |
Institutions: | Økonomisk Institut, Københavns Universitet |
Subject: | Foreign Exchange Intervention | Exchange Rate Spreads | Intraday Data |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 10-20 23 pages |
Classification: | D53 - Financial Markets ; E58 - Central Banks and Their Policies ; F31 - Foreign Exchange ; G15 - International Financial Markets |
Source: |
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Fatum, Rasmus, (2010)
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The intraday effects of central bank intervention on exchange rate spreads
Fatum, Rasmus, (2013)
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Real-Time Effects of Central Bank Interventions in the Euro Market
Fatum, Rasmus, (2007)
- More ...
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Fatum, Rasmus, (2010)
-
Fatum, Rasmus, (2010)
-
The intraday effects of central bank intervention on exchange rate spreads
Fatum, Rasmus, (2013)
- More ...