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Working Paper 55
Grech, Harald; Stix, Helmut; Brandner, Peter - Oesterreichische Nationalbank - 2001
We analyze the effectiveness of intervention in the European Monetary System by using daily data on the DEM-intervention activity of six European central banks, covering the period from August 1993 to April 1998. To test for the influence of intervention we apply EGARCH models. To allow for...
Persistent link: https://www.econbiz.de/10010727728
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The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
We analyze the effectiveness of intervention in the European Monetary System by using daily data on the DEM-intervention activity of six European central banks, covering the period from August 1993 to April 1998. To test for the influence of intervention we apply EGARCH models. To allow for...
Persistent link: https://www.econbiz.de/10011435092
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The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
We analyze the effectiveness of intervention in the European Monetary System by using daily data on the DEM-intervention activity of six European central banks, covering the period from August 1993 to April 1998. To test for the influence of intervention we apply EGARCH models. To allow for...
Persistent link: https://www.econbiz.de/10013369972
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The Effectiveness of Central Bank Intervention in the EMS: The Post 1993 Experience
Brandner, Peter; Grech, Harald; Stix, Helmut - Oesterreichische Nationalbank - 2001
We analyze the effectiveness of intervention in the European Monetary System by using daily data on the DEM-intervention activity of six European central banks, covering the period from August 1993 to April 1998. To test for the influence of intervention we apply EGARCH models. To allow for...
Persistent link: https://www.econbiz.de/10005802636
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The effectiveness of central bank intervention in the EMS: The post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - In: Journal of International Money and Finance 25 (2006) 4, pp. 580-597
Persistent link: https://www.econbiz.de/10005339380
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The Effectiveness of Central Bank Intervention in the EMS. The Post 1993 Experience
Brandner, Peter; Grech, Harald; Stix, Helmut - Österreichisches Institut für Wirtschaftsforschung (WIFO) - 2001
Persistent link: https://www.econbiz.de/10005020379
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The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
We analyze the effectiveness of intervention in the European Monetary System by using daily data on the DEM-intervention activity of six European central banks, covering the period from August 1993 to April 1998. To test for the influence of intervention we apply EGARCH models. To allow for...
Persistent link: https://www.econbiz.de/10011492645
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The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
Persistent link: https://www.econbiz.de/10001627329
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The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - 2001
Persistent link: https://www.econbiz.de/10001642289
Cover Image
The effectiveness of central bank intervention in the EMS : the post 1993 experience
Brandner, Peter; Grech, Harald; Stix, Helmut - In: Journal of international money and finance 25 (2006) 4, pp. 580-597
Persistent link: https://www.econbiz.de/10003336483