Narrow search
Showing 1 - 10 of 165
Cover Image
The impact of central bank intervention on exchange-rate forecast heterogeneity
Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - 2002
Persistent link: https://www.econbiz.de/10001669775
Cover Image
The impact of Central Bank intervention on exchange-rate forecast heterogeneity
Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724087
Cover Image
The impact of central bank intervention on exchange-rate forecast heterogeneity
Beine, Michel; Bénassy-Quéré, Agnès; MacDonald, Ronald - In: Journal of the Japanese and international economies : … 21 (2007) 1, pp. 38-63
Persistent link: https://www.econbiz.de/10003496115
Cover Image
Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity
Beine, Michel A. R. - 2013
We investigate the impact of central bank intervention in the foreign exchange market on forecast heterogeneity. Market heterogeneity is based on a sample of forecasts made by a large number of commercial banks over two distinct periods for the DEM (or EUR) and the JPY against the USD. We show...
Persistent link: https://www.econbiz.de/10013073288
Cover Image
Models of exchange rate expectations : heterogeneous evidence from panel data
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - 1999
Persistent link: https://www.econbiz.de/10001365260
Cover Image
Models of exchange rate expectations : how much heterogeneity?
Bénassy-Quéré, Agnès; Larribeau, Sophie; MacDonald, … - In: Journal of international financial markets, … 13 (2003) 2, pp. 113-136
Persistent link: https://www.econbiz.de/10001950037
Cover Image
Volatility co-movements and spillover effects within the Eurozone economies : a multivariate GARCH approach using the financial stress index
MacDonald, Ronald; Sogiakas, Vasilios; Tsopanakis, Andreas - In: Journal of international financial markets, … 52 (2018), pp. 17-36
Persistent link: https://www.econbiz.de/10011986183
Cover Image
Volatility Co-Movements and Spillover Effects within the Eurozone Economies : A Multivariate GARCH Approach Using the Financial Stress Index
MacDonald, Ronald - 2017
to capture markets' dependencies and volatility spillovers and is employed on a single market level as well as on the …
Persistent link: https://www.econbiz.de/10012972258
Cover Image
Exchange rates, policy convergence and the European monetary system
MacDonald, Ronald; Taylor, Mark P. - 1990 - rev
Persistent link: https://www.econbiz.de/10000130985
Cover Image
Exchange rates and financial innovation the sterling, dollar rate : 1972 - 1990
Chrystal, K. A.; MacDonald, Ronald - 1993
Persistent link: https://www.econbiz.de/10000137953