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The impact of FX central bank intervention in a noise trading framework
Beine, Michel (contributor); De Grauwe, Paul (contributor);  … - 2005
In this paper we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and fundamentalists forecast a mean reverting dynamics of the exchange rate towards a...
Persistent link: https://www.econbiz.de/10003113337
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Wer hat Angst vor der People's Bank of China? : Folgen der chinesischen Devisenmarktinterventionen für Europa und China
Dullien, Sebastian - In: Die aktuelle Währungsunordnung : Analysen und …, (pp. 51-74). 2009
Persistent link: https://www.econbiz.de/10003893780
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The impact of FX central bank intervention in a noise trading framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Journal of banking & finance 33 (2009) 7, pp. 1187-1195
Persistent link: https://www.econbiz.de/10003842244
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Economic integration, currency areas and macroeconomic policy
Purvis, Douglas D. - In: The exchange rate and the economy : [proceedings of a …, (pp. 541-579). 1993
Persistent link: https://www.econbiz.de/10001295375
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Essays on the interaction between monetary policy and financial markets
Durré, Alain - 2003
Persistent link: https://www.econbiz.de/10001895530
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Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia - 2008
Persistent link: https://www.econbiz.de/10003672746
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Covered interest parity for short term assets in Belgium
Vos de Wael, Mariane - In: Cahiers économiques de Bruxelles (1990), pp. 445-457
Persistent link: https://www.econbiz.de/10001101492
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Money, the financial system, and the economy
Hubbard, R. Glenn - 2002 - 4. ed
Persistent link: https://www.econbiz.de/10001577605
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Financial and real integration
Baier, Scott L. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732184