The effectiveness of foreign exchange intervention in Latin America : a nonlinear approach to the coordination channel
Year of publication: |
2019
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Authors: | Gamboa-Estrada, Fredy |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 40.2019, p. 13-27
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Subject: | Coordination channel | Foreign exchange intervention | Market microstructure | Smooth transition GARCH-M model | Wechselkurspolitik | Exchange rate policy | Marktmikrostruktur | Lateinamerika | Latin America | Theorie | Theory | Internationale Wirtschaftspolitik | International economic policy | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | Währungsspekulation | Currency speculation | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model |
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