Central bank intervention in USD/INR market : estimating its reaction function and impact on volatility
Smita Roy Trivedi, P.G. Apte
| 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 | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-016-9218-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011619931