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The impact of central bank FX interventions on currency components

Beine, Michel; Bos, Charles S.; Laurent, Sébastien - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 154-183

Persistent link: https://www.econbiz.de/10003518305

The impact of Central Bank FX interventions on currency components

Beine, Michel; Bos, Charles S.; Laurent, Sébastien - 2005

Persistent link: https://www.econbiz.de/10003204049

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

Volatility expectations and asymmetric effects of direct interventions in the FX market

Beine, Michel - In: Journal of the Japanese and international economies : … 17 (2003) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10001757985

Does transparency in central bank intervention policy bring noise to the FX market? : the case of the Bank of Japan

Gnabo, Jean-Yves; Laurent, Sébastien; Lecourt, Christelle - In: Journal of international financial markets, … 19 (2009) 1, pp. 94-111

Persistent link: https://www.econbiz.de/10003797276

Value-at-risk for long and short trading positions

Giot, Pierre; Laurent, Sébastien - 2001

Persistent link: https://www.econbiz.de/10001596369

Value-at-risk for long and short trading positions

Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664

Persistent link: https://www.econbiz.de/10001843499

Value-at-risk for long and short trading positions

Giot, Pierre; Laurent, Sébastien - 2001

Persistent link: https://www.econbiz.de/10001590396

The Impact of Central Bank FX Interventions on Currency Components

Beine, Michel A. R. - 2005

This paper is the first attempt to assess the impact of official FOREX interventions of the three major central banks in terms of the dynamics of the currency components of the major exchange rates (EUR/USD and YEN/USD) over the period 1989-2003. We identify the currency components of the mean...

Persistent link: https://www.econbiz.de/10012735941

Comovements in international stock markets : what can we learn from a common trend-common cycle analysis?

Hecq, Alain W. J.; Palm, Franz C.; Urbain, Jean-Pierre - In: De economist : Netherlands economic review ; quarterly … 148 (2000) 3, pp. 395-406

Persistent link: https://www.econbiz.de/10001508864