A friction model of daily Bundesbank and Federal Reserve intervention

Journal of Banking and Finance

Volumn 20, Issue 8, 1996, Pages 1365-1380

  Almekinders, Geert J ^a   Eijffinger, Sylvester C W ^b  

^a INTERNATIONAL MONETARY FUND   (United States)

^b TILBURG UNIVERSITY   (Netherlands)

Author keywords

Exchange rates; Foreign exchange intervention; Garch models

Indexed keywords

EID: 0030243416     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-4266(96)00002-7     Document Type: Article

References (22)

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