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Central Bank Forex Interventions Assessed Using Realized Moments

Beine, M.; Palm, F.C.; Laurent, S. - Graduate School of Business and Economics (GSBE), … - 2003

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/10011199138

Consistent estimation of rational expectation models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1986

Persistent link: https://www.econbiz.de/10011087076

Consistent estimation of regression models with incompletely observed exogenous variables

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1987

Persistent link: https://www.econbiz.de/10011087120

Efficiency gains due to using missing data procedures in regression models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1986

Persistent link: https://www.econbiz.de/10011087145

Predictive accuracy gain from disaggregate sampling in ARIMA-models

Nijman, Theo; Palm, F.C. - Tilburg University, School of Economics and Management - 1987

Persistent link: https://www.econbiz.de/10011087190

Predictive accuracy gain from disaggregate sampling in ARIMA models

Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1990

Persistent link: https://www.econbiz.de/10011087450

Linear regression using both temporally aggregated and temporally disaggregated data

Palm, F.C.; Nijman, T.E. - Tilburg University, School of Economics and Management - 1982

Persistent link: https://www.econbiz.de/10011088316

The construction and use of approximations for missing quarterly observations : A model-based approach

Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1985

Persistent link: https://www.econbiz.de/10011088450

Premia in forward foreign exchange as unobserved components

Nijman, T.E.; Palm, F.C.; Wolff, C.C.P. - Tilburg University, School of Economics and Management - 1993

Persistent link: https://www.econbiz.de/10011088550

Generalized least squares estimation of linear models containing rational future expectations

Nijman, T.E.; Palm, F.C. - Tilburg University, School of Economics and Management - 1991

Persistent link: https://www.econbiz.de/10011088565