Informative trading or just costly noise? An analysis of Central Bank interventions

Journal of Financial Markets

Volumn 10, Issue 2, 2007, Pages 107-143

  Pasquariello, Paolo ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Foreign exchange; Information; Inventory; Market microstructure; Sterilized Central Bank intervention

Indexed keywords

EID: 34247200915     PISSN: 13864181     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.finmar.2006.11.001     Document Type: Article

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