Intervention in the mark/dollar market: the authorities' reaction function
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- Almekinders, G.J. & Eijffinger, S.C.W., 1992.
"Daily Bundesbank and federal reserve intervention and the conditional variance tale in DM/$-returns,"
FEW 554, Tilburg University, School of Economics and Management.
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- Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate, 2005.
"Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach,"
BORRADORES DE ECONOMIA
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- Juan Manuel Julio & Norberto Rodríguez & Hector Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," Borradores de Economia 347, Banco de la Republica de Colombia.
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"Leadership and cooperation in the Europian Monetary System: A simulation approach,"
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- Nouriel Roubini, 1989. "Leadership and Cooperation in the European Monetary System: A Simulation Approach," NBER Working Papers 3044, National Bureau of Economic Research, Inc.
- Nouriel Roubini, 1988. "Offset and Sterilization Under Fixed Exchange Rates With An Optimizing Central Bank," NBER Working Papers 2777, National Bureau of Economic Research, Inc.
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