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Central bank intervention in the foreign exchange markets assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz - Solvay Brussels School of Economics and Management, …

Persistent link: https://www.econbiz.de/10008531004

The impact of Central Bank FX interventions on currency components

Beine, Michel; Bos, Charles; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2007

Persistent link: https://www.econbiz.de/10008574437

Central Bank intervention and exchange rate volatility: its continuous and jump components

Beine, Michel; Lahaye, Jérôme; Laurent, Sébastien; … - Solvay Brussels School of Economics and Management, … - 2007

Persistent link: https://www.econbiz.de/10008574459

Life cycle behaviour of US households: a non linear GMM estimation on pseudo-panel data

Beine, Michel; Bisman, Francis; Docquier, Frédéric; … - Solvay Brussels School of Economics and Management, … - 2001

Persistent link: https://www.econbiz.de/10008574489

Have sequential interventions of Central Banks in foreign exchange been effective ?

Beine, Michel; Laurent, Sébastien; Palm, Franz - Solvay Brussels School of Economics and Management, … - 2004

Persistent link: https://www.econbiz.de/10008574496

Structural change and long memory in volatility: new evidence from daily exchange rates

Beine, Michel; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2000

Persistent link: https://www.econbiz.de/10008575774

Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2002

Persistent link: https://www.econbiz.de/10008590208

Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis

Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - Solvay Brussels School of Economics and Management, … - 2003

Persistent link: https://www.econbiz.de/10008590276

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

Beine, Michel; Laurent, Sébastien - Solvay Brussels School of Economics and Management, … - 2000

Persistent link: https://www.econbiz.de/10008590459

Central bank FOREX interventions assessed using realized moments

Beine, Michel; Laurent, Sébastien; Palm, Franz C. - In: Journal of International Financial Markets, … 19 (2009) 1, pp. 112-127

This paper assesses the impact of G3 official central bank interventions on daily realized moments of DEM/USD exchange rate returns obtained from intraday data, 1989-2001. Event studies of the realized moments for the intervention day, the days preceding and following the intervention illustrate...

Persistent link: https://www.econbiz.de/10005403433