Volatility expectations and asymmetric effects of direct interventions in the FX market
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|Date of creation:||2003|
|Publication status:||Published in: Journal of the Japanese and International Economies (2003) v.17 n° 1,p.55-80|
|Contact details of provider:|| Postal: CP135, 50, avenue F.D. Roosevelt, 1050 Bruxelles|
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- René Garcia, 1995. "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models," CIRANO Working Papers 95s-07, CIRANO.
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