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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 (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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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/10010261316
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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
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The crisis as a paradigm shift
De Grauwe, Paul - In: Aftershocks : economic crisis and institutional choice, (pp. 82-89). 2009
Persistent link: https://www.econbiz.de/10003935069
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Let's stop being gloomy about Europe
De Grauwe, Paul - 2008
Persistent link: https://www.econbiz.de/10003703619
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Disinflation in the EMS and in the non-EMS countries : what have we learned?
De Grauwe, Paul - In: Empirica : journal of european economics 16 (1989) 2, pp. 161-176
Persistent link: https://www.econbiz.de/10001100576
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Euro-dollarwisselkoers en de fundamentals
De Grauwe, Paul - 2000
Persistent link: https://www.econbiz.de/10001539987
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Exchange rates in search of fundamentals : the case of the Euro-dollar rate
De Grauwe, Paul - In: International finance 3 (2000) 3, pp. 329-356
Persistent link: https://www.econbiz.de/10001568809
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Exchange rates in search of fundamentals : the case of the Euro-Dollar rate
De Grauwe, Paul - 2000
Persistent link: https://www.econbiz.de/10013423191