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~institution:"Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain"
~institution:"Institut für Weltwirtschaft (IfW)"
~subject:"Central Bank Interventions"
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Pierdzioch, Christian
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Institut für Weltwirtschaft (IfW)
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The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis
Pierdzioch, Christian
-
Institut für Weltwirtschaft (IfW)
-
2000
period to alter either the level or the
volatility
of the $/DM spot rate is examined.
Volatility
quotes implicit in foreign …
Persistent link: https://www.econbiz.de/10005755270
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