Are Interventions Self Exciting?
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- Fischer, Andreas M & Zurlinden, Mathias, 1998. "Are Interventions Self-Exciting?," CEPR Discussion Papers 1964, C.E.P.R. Discussion Papers.
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Cited by:
- Juan J. Dolado & Ramón María‐Dolores, 2002. "Evaluating changes in the Bank of Spain's interest rate target: an alternative approach using marked point processes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(2), pages 159-182, May.
- Berhold, Kerstin & Stadtmann, Georg, 2017. "Who put the holes in the Swiss cheese? Currency crisis under appreciation pressure," Discussion Papers 391, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
- Vasileios Siakoulis & Ioannis Venetis, 2015. "On inter-arrival times of bond market extreme events. An application to seven European markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(4), pages 717-741, October.
- Florian Ielpo & Dominique Gúegan, 2009.
"Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate,"
The IUP Journal of Monetary Economics, IUP Publications, vol. 0(3-4), pages 44-72, August.
- Dominique Guegan & Florian Ielpo, 2009. "Understanding the Importance of the Duration and Size of the Variations of Fed's Target Rate," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439813, HAL.
- Ielpo, Florian & Guégan, Dominique, 2006. "An econometric specification of monetary policy dark art," MPRA Paper 1004, University Library of Munich, Germany, revised 07 Oct 2006.
- repec:bla:jecsur:v:22:y:2008:i:4:p:711-751 is not listed on IDEAS
- Michel Beine & Agnès Bénassy-Quéré & Christelle Lecourt, 1999. "The Impact of Foreign Exchange Interventions: New Evidence from FIGARCH Estimations," Working Papers 1999-14, CEPII research center.
- Kim, Suk-Joong & Pham, Cyril Minh Dao, 2006. "Is foreign exchange intervention by central banks bad news for debt markets?: A case of Reserve Bank of Australia's interventions 1986-2003," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(5), pages 446-467, December.
- Siakoulis, Vasilios, 2015. "Modeling bank default intensity in the USA using autoregressive duration models," MPRA Paper 64526, University Library of Munich, Germany.
- repec:bla:obuest:v:64:y:2002:i:2:p:159-82 is not listed on IDEAS
More about this item
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
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