Accounting for Daily Bundesbank and federal reserve intervention : A friction model with a GARCH application
| Year of publication: |
1994
|
|---|---|
| Authors: | Eijffinger, Sylvester ; Almekinders, G.J. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Exchange Rate | Central Banks | GARCH Models |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1994-44 |
| Classification: | F31 - Foreign Exchange |
| Source: |
Persistent link: https://www.econbiz.de/10011091954