Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis
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Bibliographic InfoArticle provided by Elsevier in its journal European Economic Review.
Volume (Year): 47 (2003)
Issue (Month): 5 (October)
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Web page: http://www.elsevier.com/locate/eer
Other versions of this item:
- BEINE, Michel & LAURENT, Sébastien & LECOURT, Christelle, . "Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis," CORE Discussion Papers RP -1705, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Michel Beine & Sébastien Laurent & Christelle Lecourt, 2003. "Official central bank interventions and exchange rate volatility: evidence from a regime-switching analysis," ULB Institutional Repository 2013/10437, ULB -- Universite Libre de Bruxelles.
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.:
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Federal Reserve Bank of St. Louis, issue May, pages 1-10.
- Christopher J. Neely, 2000. "The practice of central bank intervention: looking under the hood," Working Papers 2000-028, Federal Reserve Bank of St. Louis.
- Andrew J. Filardo, 1998. "Choosing information variables for transition probabilities in a time-varying transition probability Markov switching model," Research Working Paper 98-09, Federal Reserve Bank of Kansas City.
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