Similar Search Results

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

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

Should the European Central Bank whorry about exchange rates?

Scheide, Joachim - In: Konjunkturpolitik : applied economics quarterly ; … 44 (1998) 1, pp. 31-51

Persistent link: https://www.econbiz.de/10001242756

The effectiveness of joint intervention on the yen/US dollar exchange rate

Chen, Langnan; Huang, Xun - In: Applied economics letters 15 (2008) 4/6, pp. 375-378

Persistent link: https://www.econbiz.de/10003727367

Central bank intervention, threshold effects and asymmetric volatility : evidence from the Japanese yen-US dollar foreign exchange market

Suardi, Sandy - In: Economic modelling 25 (2008) 4, pp. 628-642

Persistent link: https://www.econbiz.de/10003791238

The effects of Japanese interventions on FX-forecast heterogeneity

Reitz, Stefan; Stadtmann, Georg; Taylor, Mark P. - In: Economics letters 108 (2010) 1, pp. 62-64

Persistent link: https://www.econbiz.de/10008662250

Size matters : central bank interventions on the yen/dollar exchange rate

Beine, Michel; Szafarz, Ariane - In: Brussels economic review 49 (2006) 1, pp. 5-20

Persistent link: https://www.econbiz.de/10003620335

The impact of central bank intervention on exchange-rate forecast heterogeneity

Beine, Michel; Bénassy-Quéré, Agnès; MacDonald, Ronald - In: Journal of the Japanese and international economies : … 21 (2007) 1, pp. 38-63

Persistent link: https://www.econbiz.de/10003496115

The signalling channel of central bank interventions : modelling the Yen/US Dollar exchange rate

Chen, Yu-Fu; Funke, Michael; Glanemann, Nicole - In: Open economies review 25 (2014) 2, pp. 311-336

Persistent link: https://www.econbiz.de/10010403779

The effects of Japanese foreign exchange market interventions on the yen/US dollar exchange rate volatility

Frenkel, Michael; Pierdzioch, Christian; Stadtmann, Georg - In: International review of economics & finance : IREF 14 (2005) 1, pp. 27-39

Persistent link: https://www.econbiz.de/10002468020

1
2
3
4
5
6
7
8
9
10
Next
Last