search query: @author Lecourt, C. / total: 2
reference: 2 / 2
« previous | next »
| Author: | Beine, M. Bénassy-Quéré, A. Lecourt, C. |
| Title: | Central bank intervention and foreign exchange rates: new evidence from FIGARCH estimations |
| Journal: | Journal of International Money and Finance
2002 : FEB, VOL. 21:1, p. 115-144 |
| Index terms: | CENTRAL BANKS FOREIGN EXCHANGE VOLATILITY |
| Language: | eng |
| Abstract: | In this paper, the authors investigate the effects of official interventions on the (short run) evolution and volatility of exchange rates. To this aim, they rely on a new measure of volatility implied by the FIGARH model that outperforms the traditionally used GARCH one. |
« previous | next »
SCIMA