Similar Search Results

Misalignment and managed exchange rates : an application to the Thai Baht

Lim, Guay C. - 2000

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001503359

The effectiveness of sterilized US foreign exchange intervention : an empirical study based on the noise trading approach

Hung, Juann-huey - 1991

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000830758

Noise trading and the effectiveness of sterilized foreign exchange intervention

Hung, Juann-huey - 1991

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000831244

Testing for spurious causality (with an application to exchange rates)

Renault, Eric - 1994

Persistent link: https://ebvufind01.dmz1.zbw.eu/10000901028

The stationarity of exchange rates

Lan, Yihui - 2003

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001775932

An application of the Kalman Filter to the Spanish experience in a target zone : (1989 - 92)

Alberola, Enrique; López, J. Humberto; Orts Ríos, Vicente - In: Revista española de economía 11 (1994) 1, pp. 191-212

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001175668

Business cycles, stylized facts, and the exchange rate regime : evidence from the United States

Baxter, Marianne - In: Journal of international money and finance 10 (1991) 1, pp. 71-88

Persistent link: https://ebvufind01.dmz1.zbw.eu/10001101944

Time-series studies of the relationship between exchange rates and intervention : a review of the techniques and literature

Rogoff, Kenneth - 1983

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002713178

Exchange Rate Misalignments in Frequency Domain

Grossmann, Axel - 2014

This research uses spectral methodology to study how the volatility of spot exchange rate misalignments changed as a result of (1) signing of the Plaza Accord and (2) introduction of the Euro. We study the deviations of Canadian Dollar/US Dollar, Japanese Yen/US Dollar and US Dollar/British...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10013055532

Foreign exchange market interventions and the $-¥ exchange rate in the long run

Beckmann, Joscha; Belke, Ansgar; Kühl, Michael - 2013

This paper tries to clarify the question of whether foreign exchange market interventions conducted by the Bank of Japan are important for the dollar-yen exchange rate in the long run. Our strategy relies on a re-examination of the empirical performance of a monetary exchange rate model. This is...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010255146