Do sales of foreign exchange reserves lead to currency appreciation?

Journal of Money, Credit and Banking

Volumn 45, Issue 5, 2013, Pages 867-890

  Dominguez, Kathryn M E ^a   Fatum, Rasmus ^b   Vacek, Pavel ^c  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF ALBERTA   (Canada)

^c CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Exchange rate determination; Foreign exchange reserves; High frequency volatility modeling

Indexed keywords

EID: 84880381743     PISSN: 00222879     EISSN: 15384616     Source Type: Journal    
DOI: 10.1111/jmcb.12028     Document Type: Article

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