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~person:"Brandner, Peter"
~source:"econstor"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience
Brandner, Peter
;
Grech, Harald
;
Stix, Helmut
-
2001
intervention we apply EGARCH models. To allow for regime specific intervention effects we also estimate
Markov
Switching …
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