The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
Year of publication: |
2000-03
|
---|---|
Authors: | Pierdzioch, Christian |
Institutions: | Institut für Weltwirtschaft (IfW) |
Subject: | Central Bank Interventions | Foreign Currency Options | Implied Volatility | Ordered Probit Model |
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Pierdzioch, Christian, (2000)
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