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The response of exchange rates to permanent and transitory shocks under floating exchange rates

Evans, Martin D. D. - In: Journal of international money and finance 12 (1993) 6, pp. 563-586

Persistent link: https://www.econbiz.de/10001153365

Portfolio balance, price impact, and secret intervention

Evans, Martin D. D.; Lyons, Richard K. - 2001

Persistent link: https://www.econbiz.de/10001594184

Portfolio balance, price impact, and secret intervention

Evans, Martin D. D.; Lyons, Richard K. - In: Financial market structure and dynamics : proceedings …, (pp. 107-110). 2002

Persistent link: https://www.econbiz.de/10001787208

Portfolio Balance, Price Impact, and Secret Intervention

Evans, Martin D. D. - 2001

This paper tests the portfolio-balance approach to exchange rate determination in a new way. Past work on portfolio balance in foreign exchange falls into two groups: (1) tests using measures of asset supply and (2) tests using measures of central-bank asset demand. We address the demand side,...

Persistent link: https://www.econbiz.de/10012787653