Time-varying foreign-exchange risk and central bank intervention: Estimating profits from intervention and speculation

Journal of International Financial Markets, Institutions and Money

Volumn 10, Issue 3-4, 2000, Pages 275-286

  Sjöö, Boo ^a,b   Sweeney, Richard J ^c  

^a UNIVERSITY OF SKÖVDE   (Sweden)

^b UNIVERSITY OF GOTHENBURG   (Sweden)

^c GEORGETOWN UNIVERSITY   (United States)

Author keywords

Central banks; Foreign exchange intervention; Risk adjustment

Indexed keywords

EID: 0034358415     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(00)00028-7     Document Type: Article

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