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This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10003964417
In recent years the Bank of Mexico has made a series of rules-based interventions in the peso/dollar foreign exchange market. We assess the effectiveness of two specific interventions. These were the "Dollar auctions with minimum price", active between October 2008 and April 2010, and the...
Persistent link: https://www.econbiz.de/10010402559
Persistent link: https://www.econbiz.de/10001626608
In recent years the Bank of Mexico has made a series of rules-based interventions in the peso/dollar foreign exchange market. We assess the effectiveness of two specific interventions that occurred in periods of great stress for the Mexican economy. The aims of these two interventions were,...
Persistent link: https://www.econbiz.de/10013059559
This paper applies nonlinear econometric models to empirically investigate the effectiveness of the Reserve Bank of Australia (RBA) exchange rate policy. First, results from a STARTZ model are provided revealing nonlinear mean reversion of the Australian dollar exchange rate in the sense that...
Persistent link: https://www.econbiz.de/10012991094
Persistent link: https://www.econbiz.de/10009317762
Persistent link: https://www.econbiz.de/10010364679
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