Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - 2007 - Rev.
Reserve Bank of St. Louis; neely@stls.frb.org
kMaastricht University, Faculty of Economics and Business Administration and … participants at the International Journal of Finance
and Economics Conference on central bank intervention for very helpful … in the table) for which the proportion of days with jumps is much lower
(about 10 to 13% of the business days).7
5Fixed …