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Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian - 2001
Persistent link: https://www.econbiz.de/10001626608
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The empirical analysis of exchange rate regimes and nonlinear econometrics
Winschel, Viktor - 2005
Persistent link: https://www.econbiz.de/10003300833
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014
Persistent link: https://www.econbiz.de/10010350406
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - 2005
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
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
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
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Exchange rate target zones, realignments and the interest rate differential : theory and evidence
Werner, Alejandro M. - In: Journal of international economics 39 (1995) 3, pp. 353-367
Persistent link: https://www.econbiz.de/10001193199
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The Impact of FX Central Bank Intervention in a Noise Trading Framework
De Grauwe, Paul; Grimaldi, Marianna; Beine, Michel A. R. - 2021
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/10013318288
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Detection of implicit fluctuation bands and their credibility in EU candidate countries
Sosvilla-Rivero, Simón; Ramos-Herrera, María del Carmen - In: Baltic journal of economics 15 (2015) 1, pp. 18-37
This paper attempts to identify implicit exchange-rate regimes for currencies of candidate countries vis-à-vis the euro. To that end, we apply three sequential procedures that consider the dynamics of exchange rates to data covering the period from 1999:01 to 2012:12. Our results would suggest...
Persistent link: https://www.econbiz.de/10011890541
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Currency unions and currency crises : an empirical assessment
Coulibali, Brahima - In: International journal of finance & economics : IJFE 14 (2009) 3, pp. 199-221
Persistent link: https://www.econbiz.de/10003900996