Macroeconomic stabilisation and intervention policy under an exchange rate band [PDF]
Exchange Rate;Stabilization;Foreign Exchange ...
Beetsma, R.M.W.J., Ploeg, F. van der
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The Effect of Unanticipated Money on the Money and Foreign Exchange Markets [PDF]
, 1986 Daniel L. Thornton
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An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003) [PDF]
The paper investigates the impact of foreign exchange intervention in the Nigerian foreign exchange market using an Autoregressive Distributed Lag (ARDL) modeling approach.
Adebiyi, Michael Adebayo
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An analysis of the efficiency of the foreign exchange market in Kenya [PDF]
This study examined the Efficiency Market hypothesis in its weak form using run tests, unit root tests and the Ljung-Box Q-statistics. The motivation was to determine whether foreign exchange rate returns follow a random walk. The data covered the period
Ngugi W. Rose +3 more
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Segmentation of time series in up- and down-trends using the epsilon-tau procedure with application to USD/JPY foreign exchange market data. [PDF]
PLoS One, 2020 Yamashita Rios de Sousa AM +2 more
europepmc +1 more source
Latin American foreign exchange intervention - Updated [PDF]
We examine Latin American foreign exchange intervention in a framework where the exchange rate regime is endogenous and there exists an inefficient, equilibrium foreign exchange intervention bias. The model suggests that greater central bank independence
Da Silva, Sergio, Nunes, Mauricio
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MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS [PDF]
Annals of the University of Oradea: Economic Science, 2012 It is well known that empirical data coming from financial markets, like stock market indices, commodities, interest rates, traded volumes and foreign exchange rates have a multifractal structure.
Cn#259;pun#351;an Rn#259;zvan +2 more
doaj
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market [PDF]
, 1991 Peter Bossaerts, Pierre Hillion
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Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market [PDF]
, 1990 Jeffrey A. Frankel, Kenneth Froot
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U.S. foreign-exchange-market intervention during the Volcker-Greenspan era [PDF]
The Federal Reserve abandoned foreign-exchange-market intervention because it conflicted with the System’s commitment to price stability. By the early 1980s, economists generally concluded that, absent a portfolio-balance channel, sterilized foreign ...
Anna J. Schwartz +2 more
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