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The profitability of central bank foreign exchange market intervention

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  • Pilbeam, Keith

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  • Pilbeam, Keith, 2001. "The profitability of central bank foreign exchange market intervention," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 523-530, July.
    • Handle: RePEc:eee:jpolmo:v:23:y:2001:i:5:p:523-530
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    References listed on IDEAS

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    1. Corrado, Charles J. & Taylor, Dean, 1986. "The cost of a central bank leaning against a random walk," Journal of International Money and Finance, Elsevier, vol. 5(3), pages 303-314, September.
    2. Edison, Hali J. & Miller, Marcus H. & Williamson, John, 1987. "On evaluating and extending the target zone proposal," Journal of Policy Modeling, Elsevier, vol. 9(1), pages 199-224.
    3. Meese, Richard A. & Rogoff, Kenneth, 1983. "Empirical exchange rate models of the seventies : Do they fit out of sample?," Journal of International Economics, Elsevier, vol. 14(1-2), pages 3-24, February.
    4. Taylor, Dean, 1982. "Official Intervention in the Foreign Exchange Market, or, Bet against the Central Bank," Journal of Political Economy, University of Chicago Press, vol. 90(2), pages 356-368, April.
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    Cited by:

    1. Simatele, Munacinga & Sjö, Bo & Sweeny, Richard, 2016. "Do Developing Countries Lose Money on Central Bank Intervention? The Case of Zambia in Copper-Market Boom and Bust," LiU Working Papers in Economics 2, Linköping University, Division of Economics, Department of Management and Engineering.
    2. Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016. "A melting pot — Gold price forecasts under model and parameter uncertainty," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 282-291.

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