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Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate
Reitz, Stefan - 2002
In this paper we propose a generalisation of the noise trader transmission mechanism to examine the impact of central bank intervention on exchange rates. Within a heterogeneous expectations exchange rate model intervention operations are supposed to provide support to either chartist or...
Persistent link: https://www.econbiz.de/10001683383
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Central bank intervention and exchange rate expectations : evidence from the daily DM/US-Dollar exchange rate
Reitz, Stefan - 2002
In this paper we propose a generalisation of the noise trader transmission mechanism to examine the impact of central bank intervention on exchange rates. Within a heterogeneous expectations exchange rate model intervention operations are supposed to provide support to either chartist or...
Persistent link: https://www.econbiz.de/10011431685
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On the effectiveness of sterilized foreign exchange intervention
Fatum, Rasmus - 2000
Persistent link: https://www.econbiz.de/10013434285
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Central bank FOREX interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of international financial markets, … 19 (2009) 1, pp. 112-127
Persistent link: https://www.econbiz.de/10003797277
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Central Bank forex interventions assessed using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2004
Persistent link: https://www.econbiz.de/10002059295
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Central bank forex interventions assesses using realized moments
Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2003
Persistent link: https://www.econbiz.de/10001882686
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Central Bank Forex Interventions Assessed Using Realized Moments
Beine, Michel A. R.; Laurent, Sébastien; Palm, C. - 2005
This paper studies and assesses the impact of G3 Central Bank interventions on the DEM/USD exchange rate properties using daily realized moments of exchange rate returns (obtained from intraday data) for the period 1989-2001. Event studies in terms of the realized moments for the intervention...
Persistent link: https://www.econbiz.de/10014070746
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Trading rule profitability and central bank interventions in the dollar/Deutschmark market
Frenkel, Michael; Stadtmann, Georg - In: Jahrbücher für Nationalökonomie und Statistik 224 (2004) 6, pp. 653-672
Persistent link: https://www.econbiz.de/10002419206
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Post-Plaza intervention in the DEM/USD exchange rate
Fatum, Rasmus - In: The Canadian journal of economics 35 (2002) 3, pp. 556-567
Persistent link: https://www.econbiz.de/10001697224