Exchange rate dynamics with crash risk and interventions
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DOI: 10.1016/j.iref.2022.01.010
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More about this item
Keywords
Exchange rate dynamics; Currency crashes; Carry trades; Risk reversals; Interventions; Global financial crisis; Covid-19;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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