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Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2002
Persistent link: https://www.econbiz.de/10008590208
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Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2003
Persistent link: https://www.econbiz.de/10008590276
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Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
Beine, Michel; Bénassy-Quéré, Agnes; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2002
Persistent link: https://www.econbiz.de/10008590281
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Reported and secret interventions in the foreign exchange market
Beine, Michel; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2004
Persistent link: https://www.econbiz.de/10008590406
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Central Bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2003
Persistent link: https://www.econbiz.de/10008589932
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La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années quatre-vingts ?
Beine, Michel; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2000
Persistent link: https://www.econbiz.de/10008590459
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Central bank intervention in the foreign exchange markets assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz - Solvay Brussels School of Economics and Management, …
Persistent link: https://www.econbiz.de/10008531004
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Testing conditional asymmetry. A residual based approach
Veredas, David; Lambert, Philippe; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2012
Persistent link: https://www.econbiz.de/10010600631
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The impact of Central Bank FX interventions on currency components
Beine, Michel; Bos, Charles; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2007
Persistent link: https://www.econbiz.de/10008574437
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Central Bank intervention and exchange rate volatility: its continuous and jump components
Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - Solvay Brussels School of Economics and Management, … - 2007
Persistent link: https://www.econbiz.de/10008574459