search query: @freeterm INTERVENTIONS / total: 2
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| Author: | Mundaca, B. G. |
| Title: | Central bank interventions and exchange rate band regimes |
| Journal: | Journal of International Money and Finance
2001 : OCT, VOL. 20:5, p. 677-700 |
| Index terms: | CENTRAL BANKS EXCHANGE RATES HETEROSCEDASTICITY NORWAY |
| Freeterms: | INTERVENTIONS |
| Language: | eng |
| Abstract: | This paper presents an endogenous switching regression model for the exchange rate process where the switch is defined by the central bank criteria functions for intervening. The authors study the signal effect of interventions on the exchange rate using Norwegian daily data on official interventions. |
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