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L' impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar

Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 353-370

Persistent link: https://www.econbiz.de/10001699345

Official central bank interventions and exchange rate volatility : evidence from a regime-switching analysis

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: European economic review : EER 47 (2003) 5, pp. 891-911

Persistent link: https://www.econbiz.de/10001802776

Dépendance de court et de long terme des rendements de taux de change

Lecourt, Christelle - In: Economie & prévision : EP (2000) 5, pp. 127-137

Persistent link: https://www.econbiz.de/10001658072

The impact of foreign exchange internventions : new evidence from FIGARCH estimations

Beine, Michel; Bénassy-Quéré, Agnès; Lecourt, Christelle - 1999

Persistent link: https://www.econbiz.de/10009758945

Central bank FOREX interventions assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of international financial markets, … 19 (2009) 1, pp. 112-127

Persistent link: https://www.econbiz.de/10003797277

Central Bank forex interventions assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2004

Persistent link: https://www.econbiz.de/10002059295

Central bank forex interventions assesses using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2003

Persistent link: https://www.econbiz.de/10001882686

La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années 1980?

Beine, Michel; Laurent, Sébastien - In: Revue économique : revue bimestrielle 51 (2000) 3, pp. 703-711

Persistent link: https://www.econbiz.de/10001504532

Central Bank Forex Interventions Assessed Using Realized Moments

Beine, Michel A. R.; Laurent, Sébastien; Palm, C. - 2005

This paper studies and assesses the impact of G3 Central Bank interventions on the DEM/USD exchange rate properties using daily realized moments of exchange rate returns (obtained from intraday data) for the period 1989-2001. Event studies in terms of the realized moments for the intervention...

Persistent link: https://www.econbiz.de/10014070746