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La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années 1980?

Beine, Michel; Laurent, Sébastien - In: Revue économique : revue bimestrielle 51 (2000) 3, pp. 703-711

Persistent link: https://www.econbiz.de/10001504532

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

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

The Impact of Central Bank FX Interventions on Currency Components

Beine, Michel - 2005

This paper is the first attempt to assess the impact of official FOREX interventions of the three major central banks in terms of the dynamics of the currency components of the major exchange rates (EUR/USD and YEN/USD) over the period 1989-2003. We identify the currency components of the mean...

Persistent link: https://www.econbiz.de/10012735941

Volatility expectations and asymmetric effects of direct interventions in the FX market

Beine, Michel - In: Journal of the Japanese and international economies : … 17 (2003) 1, pp. 55-80

Persistent link: https://www.econbiz.de/10001757985

Structural change and long memory in volatility : new evidence from daily exchange rates

Beine, Michael; Laurent, Sébastien - In: Developments in forecast combination and portfolio choice, (pp. 145-157). 2001

Persistent link: https://www.econbiz.de/10001719131

Long-run volatility dependencies in intraday data and mixture of normal distributions

Bourbel, Aurélie; Laurent, Sébastien - In: Developments in forecast combination and portfolio choice, (pp. 159-177). 2001

Persistent link: https://www.econbiz.de/10001719133