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The effectiveness of central bank intervention in the EMS: The post 1993 experience Author info | Abstract | Publisher info | Download info | Related research | Statistics Brandner, Peter
Grech, Harald
Stix, Helmut
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Article provided by Elsevier in its journal Journal of International Money and Finance .
Volume (Year): 25 (2006)
Issue (Month): 4 (June)
Pages: 580-597
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Handle: RePEc:eee:jimfin:v:25:y:2006:i:4:p:580-597Contact details of provider: Web page: http://www.elsevier.com/locate/inca/30443
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References listed on IDEAS 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.: Charles Engel & Craig S. Hakkio, 1994.
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Graciela L. Kaminsky & Karen K. Lewis, 1993.
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Beetsma, Roel M W J & van der Ploeg, Frederick, 1994.
"Intramarginal Interventions, Bands and the Pattern of EMS Exchange Rate Distributions ,"
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Labhard, Vincent & Wyplosz, Charles, 1996.
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Baillie, Richard T. & Osterberg, William P., 1997.
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Nelson, Daniel B, 1991.
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Iannizzotto, Matteo & Taylor, Mark P, 1999.
"The Target Zone Model, Non-linearity and Mean Reversion: Is the Honeymoon Really Over? ,"
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Anna J. Schwartz, 2000.
"The Rise and Fall of Foreign Exchange Market Intervention ,"
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Dominguez, Kathryn M & Frankel, Jeffrey A, 1993.
"Does Foreign-Exchange Intervention Matter? The Portfolio Effect ,"
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Svensson, Lars E O, 1992.
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Tim Bollerslev & Jeffrey Wooldridge, 1992.
"Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances ,"
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Humpage, Owen F, 1999.
"U.S. Intervention: Assessing the Probability of Success ,"
Journal of Money, Credit and Banking ,
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Vitale, Paolo, 1999.
"Sterilised central bank intervention in the foreign exchange market ,"
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Fischer, Andreas M & Zurlinden, Mathias, 1999.
"Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices ,"
Economic Journal ,
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Yin-Wong Cheung & Menzie D. Chinn, 1999.
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7417, National Bureau of Economic Research, Inc.
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Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime ,"
Journal of Econometrics ,
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Other versions: Bonser-Neal, Catherine & Tanner, Glenn, 1996.
"Central bank intervention and the volatility of foreign exchange rates: evidence from the options market ,"
Journal of International Money and Finance ,
Elsevier, vol. 15(6), pages 853-878, December.
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Robert F. Engle & Yin-Feng Gau, 1997.
"Conditional Volatility of Exchange Rates Under a Target Zone ,"
University of California at San Diego, Economics Working Paper Series
97-06, Department of Economics, UC San Diego.
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Karen K. Lewis, 1995.
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Edison, H.J., 1993.
"The Effectiveness of Central-Bank Intervention: A Survey of the Litterature after 1982 ,"
Princeton Studies in International Economics
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Baillie, Richard T. & P. Osterberg, William, 1997.
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Serrat, Angel, 2000.
"Exchange Rate Dynamics in a Multilateral Target Zone ,"
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Lindberg, Hans & Soderlind, Paul, 1994.
" Intervention Policy and Mean Reversion in Exchange Rate Target Zones: The Swedish Case ,"
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references 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.)
Cynthia A. Lengnick-Hall & Robert J. Griffith, .
"Knowledge Resources, Exploration, and Exploitation: A New Perspective on the Interplay Between Innovation and Application ,"
Working Papers
0027, College of Business, University of Texas at San Antonio.
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Other versions: 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!]
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