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Pierdzioch, Christian - 2000

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Government intervention and adverse selection costs in foreign exchange markets

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Deviseneigenhandel der Geschäftsbanken, Devisenspekulation und nichtfundamentale Wechselkursbewegungen

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A critical appraisal of recent developments in the analysis of foreign exchange intervention

Vitale, Paolo - 2006

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Exchange rate volatility and optimal central bank intervention

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Determinants of periodic volatility of intraday exchange rates in the Taipei FX market

Hua, Mingshu; Gau, Yin-Feng - In: Pacific-Basin finance journal 14 (2006) 2, pp. 193-208

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The impact of FX intervention on FX markets : a market microstructure analysis

Vitale, Paolo - In: International journal of finance & economics : IJFE 16 (2011) 1, pp. 41-62

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Options and central bank currency market intervention : the case of Colombia

Keefe, Helena Glebocki; Rengifo, Erick W. - In: Emerging markets review 23 (2015), pp. 1-25

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The microstructure of exchange rate management : FX intervention and capital controls in Brazil

Roure, Calebe de; Furniagiev, Steven; Reitz, Stefan - 2013

This paper uses a microstructure approach to analyze the effectiveness of capital controls introduced in Brazil to counter an appreciation of the Real. Based on a rich data set from the Brazilian foreign exchange market, we estimate a reduced-form VAR to characterize the interaction of the...

Persistent link: https://www.econbiz.de/10009783713

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014

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