Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis

European Economic Review

Volumn 47, Issue 5, 2003, Pages 891-911

  Beine, Michel ^a,b   Laurent, Sébastien ^c,d,e   Lecourt, Christelle ^a  

^a UNIV LILLE   (France)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

^c UNIVERSITY OF LIÈGE   (Belgium)

^d UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^e MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Central bank intervention; Exchange rate volatility; Markov switching regimes

Indexed keywords

CENTRAL BANK; EXCHANGE RATE; MARKET CONDITIONS;

EID: 0141744964     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0014-2921(02)00306-9     Document Type: Article

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