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

BEINE, Michel; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010927322

Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan

GNABO, Jean-Yves; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010675490

Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan

GNABO, Jean-Yves; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010703847

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2002

Persistent link: https://www.econbiz.de/10008590208

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

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2003

Persistent link: https://www.econbiz.de/10008590276

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. 891-912

Persistent link: https://www.econbiz.de/10007654640

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: Applied financial economics 12 (2002) 8, pp. 589-600

Persistent link: https://www.econbiz.de/10007662663

Central bank interventions and jumps in double long memory models of daily exchange rates

BEINE, Michel; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010926071

The impact of Central Bank FX interventions on currency components

BEINE, Michel; BOS, Charles S.; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …

Persistent link: https://www.econbiz.de/10010926275

Central Bank forex interventions assessed using realized moments

BEINE, Michel; LAURENT, Sébastien; PALM, Franz - Center for Operations Research and Econometrics (CORE), … - 2004

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/10005043513