Volatility expectations and asymmetric effects of direct interventions in the FX market
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of the Japanese and International Economies.
Volume (Year): 17 (2003)
Issue (Month): 1 (March)
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Web page: http://www.elsevier.com/locate/inca/622903
Other versions of this item:
- Michel Beine, 2003. "Volatility expectations and asymmetric effects of direct interventions in the FX market," ULB Institutional Repository 2013/10439, ULB -- Universite Libre de Bruxelles.
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- M. Beine & A. Bénassy-Quéré & E. Dauchy & R. MacDonald, 2002.
"The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity,"
THEMA Working Papers
2002-22, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Beine, Michel & Benassy-Quere, Agnes & MacDonald, Ronald, 2007. "The impact of central bank intervention on exchange-rate forecast heterogeneity," Journal of the Japanese and International Economies, Elsevier, vol. 21(1), pages 38-63, March.
- Michel Beine & Agnes Bénassy-Quéré & Ronald MacDonald, 2007. "The impact of Central Bank intervention on exchange rate forecasts heterogeneity," ULB Institutional Repository 2013/10423, ULB -- Universite Libre de Bruxelles.
- Michel Beine & Agnès Bénassy-Quéré & Estelle Dauchy & Ronald MacDonald, 2002. "The Impact of Central Bank Intervention on Exchange-Rate Forecast Heterogeneity," Working Papers 2002-04, CEPII research center.
- Quan Hoang Vuong, 2004. "Analyses on Gold and US Dollar in Vietnam's Transitional Economy," Working Papers CEB 04-033.RS, ULB -- Universite Libre de Bruxelles.
- 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.
- 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.
- 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.
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