Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - 2007 - Rev.
Central Bank Intervention and Exchange Rate Volatility,
Its Continuous and Jump Components
Michel Beine
Jérôme Lahaye … material) should be
cleared with the author or authors.
Central Bank Intervention and Exchange Rate Volatility, Its … and volatility at daily and intra-daily
frequencies for the two major exchange rate markets. Using recent econometric …