A friction model of daily Bundesbank and Federal Reserve intervention
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- Almekinders, G.J. & Eijffinger, S.C.W., 1996. "A friction model of daily Bundesbank and Federal Reserve intervention," Other publications TiSEM 9ca974cc-1549-4752-8dbe-0, Tilburg University, School of Economics and Management.
References listed on IDEAS
- Klein, Michael W., 1993.
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- Ronald Macdonald & Mark P. Taylor, 1992. "Exchange Rate Economics: A Survey," IMF Staff Papers, Palgrave Macmillan, vol. 39(1), pages 1-57, March.
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- Eijffinger, S.C.W., 1991. "Empirical evidence on foreign exchange market intervention : Where do we stand?," Other publications TiSEM e280156a-07fa-4c3e-aa4f-6, Tilburg University, School of Economics and Management.
- Baillie, Richard T & Bollerslev, Tim, 2002.
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- Tom Doan, "undated". "RATS program to replicate Baillie and Bollerslev GARCH models with day-of-week effects," Statistical Software Components RTZ00172, Boston College Department of Economics.
- Almekinders, Geert J & Eijffinger, Sylvester C W, 1994.
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- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM e583abfb-39f0-4c9d-8848-5, Tilburg University, School of Economics and Management.
- A. Blundell-Wignall & P. R. Masson, 1985. "Exchange Rate Dynamics and Intervention Rules (Dynamique des taux de change et rÃ¨gles d'intervention) (DinÃ¡mica del tipo de cambio y normas de intervenciÃ³n)," IMF Staff Papers, Palgrave Macmillan, vol. 32(1), pages 132-159, March.
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