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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 interventions and jumps in double long memory models of daily exchange rates

Beine, Michel; Laurent, Sébastien - In: Journal of empirical finance 10 (2003) 5, pp. 641-660

Persistent link: https://www.econbiz.de/10001806977

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

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