Showing 71 - 76 of 76
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
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/10003113337
Persistent link: https://www.econbiz.de/10001706959
Persistent link: https://www.econbiz.de/10001580151
Persistent link: https://www.econbiz.de/10001381556
Persistent link: https://www.econbiz.de/10013421999