Fatum, Rasmus - Economic Policy Research Unit (EPRU), Økonomisk Institut - 2005
58, F31, G14, G15
Keywords: Foreign Exchange Intervention; Event Studies; Currency Co-movement.
* 4-30H Business … criteria for assessing effectiveness, and
the issue of currency co-movement in the context of an intervention study. Section 4 …-Movements
Eun and Lai (2004) document systematic co-movement patterns across several currencies, in
particular vis-à-vis the USD …