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Volatility expectations and asymmetric effects of direct interventions in the FX market · Study

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ArticleVolatility expectations and asymmetric effects of direct interventions in the FX market

Michel A. R. Beine2003

Article2003

Volatility expectations and asymmetric effects of direct interventions in the FX market

Michel A. R. Beine

10 citations·0/0 files stored·Journal of the Japanese and International Economies

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Monetary Policy and Economic Impact Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1976The pricing of commodity contracts 1999State-Space Models with Regime Switching 1987Efficient Analytic Approximation of American Option Values 2000Nonlinear Time Series Models in Empirical Finance 1983Foreign currency option values

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2006Central bank interventions in industrialized countries: a characterization based on survey resultsarticle · 12 shared references 2003Central Bank Interventions in the Light of Survey Resultspreprint · 12 shared references 2005The impact of central bank intervention on exchange-rate forecast heterogeneityarticle · 11 shared references 2002Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysisarticle · 10 shared references 2011A model of carbon price interactions with macroeconomic and energy dynamicsarticle · 9 shared references 2003Conditional covariances and direct central bank interventions in the foreign exchange marketsarticle · 9 shared references

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Year2003

Typearticle

Published2003-03-01

VenueJournal of the Japanese and International Economies

ISSN-L0889-1583

Languageen

Citations10

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0889-1583(03)00002-9

openalex_workW1969357771

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