Exchange rate volatility and the effectiveness of FX interventions : the case of Chile
Year of publication: |
2023
|
---|---|
Authors: | Jara R., Alejandro ; Piña, Marco |
Published in: |
Latin American journal of central banking : LAJCB. - Amsterdam : Elsevier, ISSN 2666-1438, ZDB-ID 3035191-1. - Vol. 4.2023, 2, Art.-No. 100086, p. 1-27
|
Subject: | Exchange rate volatility | Foreign exchange intervention | FXI effectiveness | GARCH model | Local projections | Switching regime model | Chile | Wechselkurs | Exchange rate | Volatilität | Volatility | Wechselkurspolitik | Exchange rate policy | ARCH-Modell | ARCH model |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.latcb.2023.100086 [DOI] |
Classification: | C24 - Truncated and Censored Models ; F31 - Foreign Exchange ; f38 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Gok, Ibrahim Yasar, (2016)
-
Monetary policy response on exchange rate volatility in Indonesia
Syarifuddin, Ferry, (2014)
-
Foreign Exchange Intervention and the Australian Dollar : Has it Mattered?
Edison, Hali, (2021)
- More ...
-
Exchange rate volatility and the effectiveness of FX interventions: the case of Chile
Jara R., Alejandro, (2022)
-
Estimates of the US shadow-rate
Alfaro, Rodrigo, (2021)
-
Risk modeling with option-implied correlations and score-driven dynamics
Piña, Marco, (2021)
- More ...