This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis Author info | Abstract | Publisher info | Download info | Related research | Statistics Beine, Michel
Laurent, Sebastien
Lecourt, Christelle
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal European Economic Review .
Volume (Year): 47 (2003)
Issue (Month): 5 (October)
Pages: 891-911
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:eecrev:v:47:y:2003:i:5:p:891-911Contact details of provider: Web page: http://www.elsevier.com/locate/eer
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Beine,M. & Palm,F.C. & Laurent,S., 2003.
"Central Bank Forex Interventions Assessed Using Realized Moments ,"
Research Memoranda
057, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
[Downloadable!]
Other versions:
BEINE, Michel & LAURENT, SŽbastien & PALM, Franz, 2004.
"Central Bank forex interventions assessed using realized moments ,"
CORE Discussion Papers
2004001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
[Downloadable!] Beine, Michel & Laurent, Sébastien & Palm, Franz C., 2009.
"Central bank FOREX interventions assessed using realized moments ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 19(1), pages 112-127, February.
[Downloadable!] (restricted) Markus Haas & Stefan Mittnik & Bruce Mizrach, 2005.
"Assessing Central Bank Credibility During the ERM Crises: Comparing Option and Spot Market-Based Forecasts ,"
CFS Working Paper Series
2005/09, Center for Financial Studies.
[Downloadable!]
Other versions:
Markus Haas & Stefan Mittnik & Bruce Mizrach, 2004.
"Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts ,"
Departmental Working Papers
200424, Rutgers University, Department of Economics.
[Downloadable!] Haas, Markus & Mittnik, Stefan & Mizrach, Bruce, 2006.
"Assessing central bank credibility during the ERM crises: Comparing option and spot market-based forecasts ,"
Journal of Financial Stability ,
Elsevier, vol. 2(1), pages 28-54, April.
[Downloadable!] (restricted) Lukas Menkhoff, 2008.
"High-Frequency Analysis of Foreign Exchange Interventions: What do we learn? ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Aleš Bulir, 2004.
"Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries ,"
IMF Working Papers
04/35, International Monetary Fund.
[Downloadable!]
Other versions: Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions ,"
Working Papers
561, Research Seminar in International Economics, University of Michigan.
[Downloadable!]
Other versions:
Kathryn M.E. Dominguez & Freyan Panthaki, 2007.
"The Influence of Actual and Unrequited Interventions ,"
NBER Working Papers
12953, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Kathryn M. E. Dominguez & Freyan Panthaki, 2007.
"The influence of actual and unrequited interventions ,"
International Journal of Finance & Economics ,
John Wiley & Sons, Ltd., vol. 12(2), pages 171-200.
[Downloadable!] Viera Chmelarova & Gunter Schnabl, 2006.
"Exchange rate stabilization in developed and underdeveloped capital markets ,"
Working Paper Series
636, European Central Bank.
[Downloadable!]
Kathryn M. E. Dominguez, 2003.
"When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? ,"
Working Papers
506, Research Seminar in International Economics, University of Michigan.
[Downloadable!]
Other versions:
Kathryn M.E. Dominguez, 2003.
"When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements? ,"
NBER Working Papers
9875, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Dominguez, Kathryn M.E., 2006.
"When do central bank interventions influence intra-daily and longer-term exchange rate movements? ,"
Journal of International Money and Finance ,
Elsevier, vol. 25(7), pages 1051-1071, November.
[Downloadable!] (restricted) Michel Beine & Paul De Grauwe & Marianna Grimaldi, 2005.
"The Impact of FX Central Bank Intervention in a Noise Trading Framework ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!]
Quan-Hoang Vuong, 2004.
"Analyses on Gold and US Dollar in Vietnam's Transitional Economy ,"
Working Papers CEB
04-033.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
Humala, Alberto & Rodríguez, Gabriel, 2009.
"Foreign Exchange Intervention and Exchange Rate Volatility in Peru ,"
Working Papers
2009-008, Banco Central de Reserva del Perú.
[Downloadable!]
Oscar Bernal & Jean-Yves Gnabo, 2007.
"Talks, financial operations or both? Generalizing central banks’ FX reaction functions ,"
Working Papers DULBEA
07-03.RS, Université libre de Bruxelles, Department of Applied Economics (DULBEA).
[Downloadable!]
Access and
download statistics Did you know? Each page is provided with a technical contact, in case something is not right with the supplied information. See under "publisher info".
This page was last updated on 2009-12-3.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .