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Search: subject:"Tobit GARCH"
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Central bank intervention
5
Tobit-GARCH
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capital controls
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dirty interventions
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foreign exchange intervention mechanisms
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reaction function
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ARCH model
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ARCH-Modell
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Bank of Japan
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Tobit model
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Tobit-Modell
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Echavarría, Juan José
3
Téllez, Santiago
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Villamizar, Mauricio
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Chang, Kuang-Liang
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Chen, Ho-Chyuan
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Echavarría Soto, Juan José
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Melo, Luis Fernando
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Melo-Velandia, Luis Fernando
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Velandia, Luis Fernando Melo
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Villegas, Mauricio Villamizar
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Yu, Shih-Ti
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velandia, Luis Fernando Melo
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Borradores de Economia
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate
Echavarría, Juan José
;
Velandia, Luis Fernando Melo
; …
-
BANCO DE LA REPÚBLICA
-
2013
effects of day-to-day interventions with discretionary interventions by combining a
Tobit-GARCH
reaction function with an …
Persistent link: https://www.econbiz.de/10010828154
Saved in:
2
The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate
Echavarría, Juan José
;
velandia, Luis Fernando Melo
; …
-
Banco de la Republica de Colombia
-
2013
effects of day-to-day interventions with discretionary interventions by combining a
Tobit-GARCH
reaction function with an …
Persistent link: https://www.econbiz.de/10010862650
Saved in:
3
The impact of pre-announced day-to-day interventions on the Colombian exchange rate
Echavarría, Juan José
;
Melo, Luis Fernando
;
Téllez, …
-
Bank for International Settlements (BIS)
-
2013
compares the effects of day-to-day interventions with discretionary interventions by combining a
Tobit-GARCH
reaction function …
Persistent link: https://www.econbiz.de/10010723567
Saved in:
4
The impact of pre-announced day-to-day interventions on the Colombian exchange rate
Echavarría Soto, Juan José
;
Melo-Velandia, Luis Fernando
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
3
,
pp. 1319-1336
Persistent link: https://www.econbiz.de/10011950147
Saved in:
5
Application of the Tobit model with autoregressive conditional heteroscedasticity for foreign exchange market interventions
Chen, Ho-Chyuan
;
Chang, Kuang-Liang
;
Yu, Shih-Ti
- In:
Japan and the World Economy
24
(
2012
)
4
,
pp. 274-282
In this empirical study, we apply the
Tobit-GARCH
model to investigate the intervention function of the Bank of Japan …
Persistent link: https://www.econbiz.de/10011056233
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