The impact of central bank FX interventions on currency components

Journal of Financial Econometrics

Volumn 5, Issue 1, 2007, Pages 154-183

  Beine, Michel ^a   Bos, Charles S ^b   Laurent, Sébastien ^c  

^a UNIVERSITY OF LUXEMBOURG   (Luxembourg)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c UNIVERSITY OF NAMUR   (Belgium)

Author keywords

Central bank interventions; Currency components; Foreign exchange; Markov chain Monte Carlo; Stochastic volatility; Structural time series models

Indexed keywords

EID: 33846656721     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbl008     Document Type: Article

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