Beine, M.; Palm, F.C.; Laurent, S. - Maastricht : METEOR, Maastricht Research School of … - 2003
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...