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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

Have sequential interventions of central banks in foreign exchange been effective?

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: De economist : Netherlands economic review ; quarterly … 152 (2004) 2, pp. 297-308

Persistent link: https://www.econbiz.de/10002039083

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

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

Regional perspectives on dollarization in Canada

Beine, Michel; Coulombe, Serge - In: Journal of regional science 43 (2003) 3, pp. 541-569

Persistent link: https://www.econbiz.de/10001780200

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

Central bank intervention and foreign exchange rates : new evidence from FIGARCH estimations

Beine, Michel; Bénassy-Quéré, Agnès; Lecourt, Christelle - In: Journal of international money and finance 21 (2002) 1, pp. 115-144

Persistent link: https://www.econbiz.de/10001640060

Life-cycle behaviour of US households : a nonlinear GMM estimation on pseudopanel data

Beine, Michel (contributor) - In: Journal of policy modeling : JPMOD ; a social science … 23 (2001) 7, pp. 713-729

Persistent link: https://www.econbiz.de/10001641853

The impact of Central Bank intervention on exchange-rate forecast heterogeneity

Beine, Michel; Bénassy-Quéré, Agnès; Dauchy, Estelle; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001724087

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