Do options-implied RND functions on G3 currencies move around the times of interventions on the JPY/USD exchange rate?
Year of publication: |
2004
|
---|---|
Authors: | Castrén, Olli |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 1177600 bytes 63 p. application/pdf |
---|---|
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: |
-
When is foreign exchange intervention effective? : evidence from 33 countries
Fratzscher, Marcel, (2017)
-
Central banks should communicate their interventions in the foreign exchange market
Menkhoff, Lukas, (2017)
-
When is foreign exchange intervention effective? : evidence from 33 Countries
Fratzscher, Marcel, (2015)
- More ...
-
Growth expectations, capital flows and international risk sharing
Castrén, Olli, (2003)
-
Castrén, Olli, (2004)
-
Labour market reform and the sustainability of exchange rate pegs
Castrén, Olli, (2004)
- More ...