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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. 904-913

Persistent link: https://www.econbiz.de/10003836451

Intervention policy of the BoJ : a unified approach

Beine, Michel; Bernal, Oscar; Gnabo, Jean-Yves; … - 2007

Persistent link: https://www.econbiz.de/10003462353

Why do central banks intervene secretly? : preliminary evidence from the BoJ

Beine, Michel; Bernal, Oscar - In: Journal of international financial markets, … 17 (2007) 3, pp. 291-306

Persistent link: https://www.econbiz.de/10003499673

Why Do Central Banks Intervene Secretly? Preliminary Evidence from the Boj

Beine, Michel; Bernal, Oscar - 2006

This paper empirically investigates the main determinants of secret interventions in the foreign exchange (FX) market. Using the recent experience of the Bank of Japan, we estimate a model that explains the share of secret to reported interventions in the FX market. Two sets of determinants are...

Persistent link: https://www.econbiz.de/10014067812

Announcements, financial operations or both? : generalizing central banks' FX reaction functions

Bernal, Oscar; Gnabo, Jean-Yves - In: Journal of the Japanese and international economies : … 23 (2009) 4, pp. 367-394

Persistent link: https://www.econbiz.de/10003921474

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

Conditional covariances and direct central bank interventions in the foreign exchange markets

Beine, Michel - In: Journal of banking & finance 28 (2004) 6, pp. 1385-1411

Persistent link: https://www.econbiz.de/10002049613

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

Beine, Michel; Laurent, Sébastien - In: Journal of empirical finance 10 (2003) 5, pp. 641-660

Persistent link: https://www.econbiz.de/10001806977

The impact of central bank intervention on exchange-rate forecast heterogeneity

Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - 2002

Persistent link: https://www.econbiz.de/10001669775

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