Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
Year of publication: |
2004
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Authors: | Castrén, Olli |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 1177600 bytes 63 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | E58 - Central Banks and Their Policies ; F31 - Foreign Exchange ; F33 - International Monetary Arrangements and Institutions ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
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