Similar Search Results

Official central bank interventions and exchange rate volatility : evidence from a regime-switching analysis

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: European economic review : EER 47 (2003) 5, pp. 891-911

Persistent link: https://www.econbiz.de/10001802776

Have sequential interventions of central banks in foreign exchange been effective?

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: De economist : Netherlands economic review ; quarterly … 152 (2004) 2, pp. 297-308

Persistent link: https://www.econbiz.de/10002039083

Central bank forex interventions assesses using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2003

Persistent link: https://www.econbiz.de/10001882686

Central Bank forex interventions assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - 2004

Persistent link: https://www.econbiz.de/10002059295

Central bank FOREX interventions assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of international financial markets, … 19 (2009) 1, pp. 112-127

Persistent link: https://www.econbiz.de/10003797277

Central bank intervention and exchange rate volatility, its continuous and jump components

Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - In: International journal of finance & economics : IJFE 12 (2007) 2, pp. 201-223

Persistent link: https://www.econbiz.de/10003542897

The impact of central bank FX interventions on currency components

Beine, Michel; Bos, Charles S.; Laurent, Sébastien - In: Journal of financial econometrics : official journal of … 5 (2007) 1, pp. 154-183

Persistent link: https://www.econbiz.de/10003518305

The impact of Central Bank FX interventions on currency components

Beine, Michel; Bos, Charles S.; Laurent, Sébastien - 2005

Persistent link: https://www.econbiz.de/10003204049

Central bank intervention and exchange rate volatility, its continuous and jump components

Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - 2007 - Rev.

Persistent link: https://www.econbiz.de/10003740039

Central Bank Forex Interventions Assessed Using Realized Moments

Beine, Michel; Laurent, Sébastien; Palm, C. - 2005

This paper studies and assesses the impact of G3 Central Bank interventions on the DEM/USD exchange rate properties using daily realized moments of exchange rate returns (obtained from intraday data) for the period 1989-2001. Event studies in terms of the realized moments for the intervention...

Persistent link: https://www.econbiz.de/10014070746