Interventions and Expected Exchange Rates in Emerging Market Economies
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- Santiago García-Verdú & Manuel Ramos-Francia, 2014. "Interventions and Expected Exchange Rates in Emerging Market Economies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-34.
References listed on IDEAS
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Cited by:
- Martín Tobal & Renato Yslas, 2018.
"Two Models of FX Market Interventions: The Cases of Brazil and Mexico,"
Investigación Conjunta-Joint Research,in: Alberto Ortiz-Bolaños (ed.), Monetary Policy and Financial Stability in Latin America and the Caribbean, edition 1, chapter 7, pages 221-257
Centro de Estudios Monetarios Latinoamericanos, CEMLA.
- Tobal Martín & Yslas Renato, 2016. "Two Models of FX Market Interventions: The Cases of Brazil and Mexico," Working Papers 2016-14, Banco de México.
- Pal, Sumantra, 2018. "How to intervene in foreign exchange market without buying/selling dollars?," EconStor Preprints 181880, ZBW - Leibniz Information Centre for Economics.
- repec:kse:modern:v:2:y:2019:i:1:p:24-44 is not listed on IDEAS
More about this item
Keywords
Interventions; Exchange Rates; Risk-Neutral Distributions; Generalized Extreme; Value Distributions.;JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2014-06-28 (Central Banking)
- NEP-LAM-2014-06-28 (Central & South America)
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