Showing 1 - 10 of 68,435
Persistent link: https://www.econbiz.de/10000571005
Persistent link: https://www.econbiz.de/10001383790
Persistent link: https://www.econbiz.de/10001361787
Persistent link: https://www.econbiz.de/10001525685
Persistent link: https://www.econbiz.de/10001290240
Persistent link: https://www.econbiz.de/10003380908
Persistent link: https://www.econbiz.de/10003391409
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/10010261316