Official central bank interventions and exchange rate volatility : evidence from a regime-switching analysis
Year of publication: |
2003
|
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Authors: | Beine, Michel ; Laurent, Sébastien ; Lecourt, Christelle |
Published in: |
European economic review : EER. - Amsterdam : Elsevier, ISSN 0014-2921, ZDB-ID 207969-0. - Vol. 47.2003, 5, p. 891-911
|
Subject: | Wechselkurspolitik | Exchange rate policy | Wechselkurs | Exchange rate | Volatilität | Volatility | ARCH-Modell | ARCH model | Deutsche Mark | Yen | US-Dollar | US dollar | USA | United States | Deutschland | Germany | Japan | 1985-1995 |
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