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Modeling the intensity of foreign exchange intervention activity

  • Frenkel, Michael
  • Pierdzioch, Christian
  • Stadtmann, Georg

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File URL: http://www.sciencedirect.com/science/article/B6V84-4D5KY1S-4/2/76d26d6a2cb752b8d7fe6527165624ec
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 85 (2004)
Issue (Month): 3 (December)
Pages: 347-351

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Handle: RePEc:eee:ecolet:v:85:y:2004:i:3:p:347-351
Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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  1. Almekinders, Geert J. & Eijffinger, Sylvester C. W., 1996. "A friction model of daily Bundesbank and Federal Reserve intervention," Journal of Banking & Finance, Elsevier, vol. 20(8), pages 1365-1380, September.
  2. Dominguez, Kathryn M & Frankel, Jeffrey A, 1993. "Does Foreign-Exchange Intervention Matter? The Portfolio Effect," American Economic Review, American Economic Association, vol. 83(5), pages 1356-69, December.
  3. Baillie, Richard T. & Osterberg, William P., 1997. "Why do central banks intervene?," Journal of International Money and Finance, Elsevier, vol. 16(6), pages 909-919, December.
  4. Fischer, Andreas M & Zurlinden, Mathias, 1999. "Exchange Rate Effects of Central Bank Interventions: An Analysis of Transaction Prices," Economic Journal, Royal Economic Society, vol. 109(458), pages 662-76, October.
  5. Almekinders, Geert J & Eijffinger, Sylvester C W, 1994. "Daily Bundesbank and Federal Reserve Interventions: Are They a Reaction to Changes in the Level and Volatility of the DM/$-Rate?," Empirical Economics, Springer, vol. 19(1), pages 111-30.
  6. Sarno, Lucio & Taylor, Mark P, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
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