Fatum, Rasmus; King, Michael R. - Economic Policy Research Unit (EPRU), Økonomisk Institut - 2005
This paper analyzes official, high-frequency Bank of Canada intervention and exchange rate data (the latter quoted at the end of every 5-minute interval over every 24-hour period) over the January 1995 to September 1998 time-period. The data is of particular interest as it spans over two...
