Accounting for Daily Bundesbank and federal reserve intervention : A friction model with a GARCH application
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- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Accounting for Daily Bundesbank and federal reserve intervention : A friction model with a GARCH application," Other publications TiSEM bb8b5e66-935c-47c4-93c9-a, Tilburg University, School of Economics and Management.
References listed on IDEAS
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- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM e583abfb-39f0-4c9d-8848-5, Tilburg University, School of Economics and Management.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM 3e0ae3fa-af29-4757-aecb-a, Tilburg University, School of Economics and Management.
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- Almekinders, Geert J & Eijffinger, Sylvester C W, 1994.
"Daily Bundesbank and Federal Reserve Interventions: Are They a Reaction to Changes in the Level and Volatility of the DM/$-Rate?,"
Empirical Economics, Springer, vol. 19(1), pages 111-130.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM 3e0ae3fa-af29-4757-aecb-a, Tilburg University, School of Economics and Management.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "Daily Bundesbank and federal reserve interventions : Are they a reaction to changes in the level and volatility of the DM/$-rate?," Other publications TiSEM e583abfb-39f0-4c9d-8848-5, Tilburg University, School of Economics and Management.
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Cited by:
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "The ineffectiveness of central bank intervention," Discussion Paper 1994-101, Tilburg University, Center for Economic Research.
- Almekinders, G.J. & Eijffinger, S.C.W., 1994. "The ineffectiveness of central bank intervention," Other publications TiSEM 9f9b4890-d5b8-4e2d-9b9a-0, Tilburg University, School of Economics and Management.
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Keywords
Exchange Rate; Central Banks; GARCH Models;All these keywords.
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