Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Year of publication: |
September 2016
|
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Authors: | Trivedi, Smita Roy ; Apte, Prakash Gajanan |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 23.2016, 3, p. 263-279
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Subject: | Central bank intervention | Exchange rate volatility | Foreign exchange markets | GARCH analysis | Intervention reaction function | Volatilität | Volatility | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | ARCH-Modell | ARCH model | Zentralbank | Central bank | Schätzung | Estimation | Devisenmarkt | Foreign exchange market | Geldpolitik | Monetary policy | Theorie | Theory |
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