Intervention, exchange-rate volatility, and the stable paretian distribution

A look at whether the United States' decision to cease intervention after March 1981 had a perceptible influence on the day-to-day behavior of exchange rates, using the stable paretian distribution.

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Year of publication:	1986
Authors:	Bagshaw, Michael L. ; Humpage, Owen F.
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Foreign exchange rates \| Foreign exchange - Law and legislation

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 8608
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005428235