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Central bank interventions and jumps in double long memory models of daily exchange rates
BEINE, Michel; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926071
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The impact of Central Bank FX interventions on currency components
BEINE, Michel; BOS, Charles S.; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926275
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Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
BEINE, Michel; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927322
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Central Bank forex interventions assessed using realized moments
BEINE, Michel; LAURENT, Sébastien; PALM, Franz - Center for Operations Research and Econometrics (CORE), … - 2004
This paper studies and assesses the impact of G3 Central Bank interventions on the DEM/USD exchange rate properties using daily realized moments of exchange rate returns (obtained from intraday data) for the period 1989-2001. Event studies in terms of the realized moments for the intervention...
Persistent link: https://www.econbiz.de/10005043513
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Central bank FOREX interventions assessed using realized moments
BEINE, Michel; LAURENT, Sébastien; PALM, Franz C. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675180
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The impact of Central Bank FX interventions on currency components
BEINE, Michel; BOS, Charles S.; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675222
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Central bank FOREX interventions assessed using realized moments
BEINE, Michel; LAURENT, Sébastien; PALM, Franz C. - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010704141
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Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
BEINE, Michel; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010694518
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Central bank interventions and jumps in double long memory models of daily exchange rates
BEINE, Michel; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010695338