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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
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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
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Does transparency in central bank intervention policy bring noise to the FX market?
Gnabo, Jean-Yves; Laurent, Sébastien; Lecourt, Christelle - In: Journal of international financial markets, … 19 (2009) 1, pp. 94-111
Persistent link: https://www.econbiz.de/10008162933
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AVANT-PROPOS - Politique monétaire et régimes de change - L'impact des signaux de politique monétaire sur la volatibilité intra-journalière du taux de change Deutsche Mark-dollar
Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique 52 (2001) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10007971296
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Does transparency in central bank intervention policy bring noise to the FX market?
Gnabo, Jean-Yves; Laurent, Sébastien; Lecourt, Christelle - In: Journal of international financial markets, … 19 (2009) 1, pp. 94-112
Persistent link: https://www.econbiz.de/10008881868
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Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations
Beine, Michel; Bénassy-Quéré, Agnès; Lecourt, Christelle - In: Journal of international money and finance 21 (2002) 1, pp. 115
Persistent link: https://www.econbiz.de/10006897994
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Should central bankers talk to the foreign exchange markets?
Beine, Michel; Janssen, Gust; Lecourt, Christelle - In: Journal of international money and finance 28 (2009) 5, pp. 776-803
Persistent link: https://www.econbiz.de/10008253272
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Intervention policy of the BoJ: A unified approach
Beine, Michel; Bernal, Oscar; Gnabo, Jean-Yves; … - In: Journal of banking & finance 33 (2009) 5, pp. 904-914
Persistent link: https://www.econbiz.de/10008884983
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Should central bankers talk to the foreign exchange markets?
Beine, Michel; Janssen, Gust; Lecourt, Christelle - In: Journal of international money and finance 28 (2009) 5, pp. 776-804
Persistent link: https://www.econbiz.de/10008890182
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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. 201-224
Persistent link: https://www.econbiz.de/10007724763