Showing 1 - 10 of 295
Persistent link: https://www.econbiz.de/10000872552
Persistent link: https://www.econbiz.de/10010461799
Persistent link: https://www.econbiz.de/10010206913
Persistent link: https://www.econbiz.de/10013423200
Persistent link: https://www.econbiz.de/10013422634
Persistent link: https://www.econbiz.de/10000828051
Persistent link: https://www.econbiz.de/10013422755
Persistent link: https://www.econbiz.de/10009767397
Persistent link: https://www.econbiz.de/10011502459
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003090615