Fatum, Rasmus (contributor) - 2005
58, F31, G14, G15
Keywords: Foreign Exchange Intervention; Event Studies; Currency Co-movement.
* 4-30H Business … in event studies, see
MacKinlay (1997).
11
It should be noted that the BoC interventions are always leaning against … associated with increased post-
event volatility across all window lengths and, furthermore, some studies find that
intervention …