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Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
BEINE, Michel; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010927322
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Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan
GNABO, Jean-Yves; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010675490
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Does transparency in central bank intervention policy bring noise to the FX market? The case of the Bank of Japan
GNABO, Jean-Yves; LAURENT, Sébastien; LECOURT, Christelle - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010703847
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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
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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
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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
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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. 891-912
Persistent link: https://www.econbiz.de/10007654640
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Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
Beine, Michel; Laurent, Sébastien; Lecourt, Christelle - In: Applied financial economics 12 (2002) 8, pp. 589-600
Persistent link: https://www.econbiz.de/10007662663
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Central bank interventions and jumps in double long memory models of daily exchange rates
BEINE, Michel; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926071
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The impact of Central Bank FX interventions on currency components
BEINE, Michel; BOS, Charles S.; LAURENT, Sébastien - Center for Operations Research and Econometrics (CORE), …
Persistent link: https://www.econbiz.de/10010926275