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Informative trading or just costly noise? An analysis of Central Bank interventions

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Author Info
Pasquariello, Paolo

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File URL: http://www.sciencedirect.com/science/article/B6VHN-4MM95X6-1/2/7961c0d2a5f2893d44f508985aa407aa
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Article provided by Elsevier in its journal Journal of Financial Markets.

Volume (Year): 10 (2007)
Issue (Month): 2 (May)
Pages: 107-143
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Handle: RePEc:eee:finmar:v:10:y:2007:i:2:p:107-143

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Web page: http://www.elsevier.com/locate/finmar

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  1. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2008. "Automating Exchange Rate Target Zones: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
  2. Rasmus Fatum & Jesper Pedersen, 2007. "Real-Time Effects of Central Bank Interventions in the Euro Market," EPRU Working Paper Series 07-01, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics. [Downloadable!]
  3. 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!]
  4. Michael Melvin & Lukas Menkhoff & Maik Schmeling, 2009. "Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book," CESifo Working Paper Series CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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