The effectiveness of foreign exchange intervention in Latin America: A nonlinear approach to the coordination channel
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DOI: 10.1016/j.gfj.2018.11.004
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Citations
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Cited by:
- Jara, Alejandro & Piña, Marco, 2023. "Exchange rate volatility and the effectiveness of FX interventions: The case of Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 4(2).
- Solikin M. Juhro & Prayudhi Azwar, 2021. "Fx Intervention Strategy And Exchange Rate Stability In Indonesia," Working Papers WP/03/2021, Bank Indonesia.
- Alejandro Jara & Marco Piña, 2022. "Exchange rate volatility and the effectiveness of FX interventions: the case of Chile," Working Papers Central Bank of Chile 962, Central Bank of Chile.
- Oguzhan Ozcelebi & Kaya Tokmakcioglu & Emre Su, 2021. "Revisiting the asymmetric impacts of the exchange market pressure on the inflation, interest rate and foreign trade balance in Eastern Europe," Empirical Economics, Springer, vol. 61(5), pages 2517-2538, November.
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More about this item
Keywords
Foreign exchange intervention; Coordination channel; Market microstructure; Smooth transition GARCH-M model;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
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