Do central bank foreign exchange interventions affect market expectations?
Year of publication: |
July 2017
|
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Authors: | Marins, Jaqueline Terra Moura ; Araújo, Gustavo Silva ; Vicente, José Valentim Machado |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 31/33, p. 3017-3031
|
Subject: | FX interventions | risk neutral density | event study | FX swaps | Wechselkurspolitik | Exchange rate policy | Zentralbank | Central bank | Swap | Geldpolitik | Monetary policy | Volatilität | Volatility | Ereignisstudie | Event study | Theorie | Theory |
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