The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis

European Economic Review

Volumn 52, Issue 1, 2008, Pages 55-76

  Reitz, Stefan ^a   Taylor, Mark P ^b,c  

^a Deutsche Bundesbank ^*  (Germany)

^b UNIVERSITY OF WARWICK   (United Kingdom)

^c CEPR   (United Kingdom)

Author keywords

Coordination channel; Foreign exchange intervention; Market microstructure; Nonlinear mean reversion

Indexed keywords

CURRENCY MARKET; ECONOMIC THEORY; EQUILIBRIUM; EXCHANGE RATE; FINANCIAL SYSTEM; NONLINEARITY; THEORETICAL STUDY;

EID: 37549011060     PISSN: 00142921     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.euroecorev.2007.06.023     Document Type: Article

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