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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

La persistance des chocs de volatilité sur le marché des changes s'est-elle modifiée depuis le début des années 1980?

Beine, Michel; Laurent, Sébastien - In: Revue économique : revue bimestrielle 51 (2000) 3, pp. 703-711

Persistent link: https://www.econbiz.de/10001504532

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

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

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

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - 2005

Persistent link: https://www.econbiz.de/10003090615

Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity

Beine, Michel - 2013

We investigate the impact of central bank intervention in the foreign exchange market on forecast heterogeneity. Market heterogeneity is based on a sample of forecasts made by a large number of commercial banks over two distinct periods for the DEM (or EUR) and the JPY against the USD. We show...

Persistent link: https://www.econbiz.de/10013073288

The impact of FX central bank intervention in a noise trading framework

Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna - In: Exchange rates and global financial policies, (pp. 189-216). 2014

Persistent link: https://www.econbiz.de/10010350406