Daily Bundesbank and federal reserve intervention and the conditional variance tale in DM/$-returns
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- Geert J. Almekinders & Sylvester C. W. Eijffinger, 1992. "Daily Bundesbank and Federal Reserve intervention and the conditional variance tale in DM/$-returns," International Finance Discussion Papers 438, Board of Governors of the Federal Reserve System (U.S.).
- Almekinders, G.J. & Eijffinger, S.C.W., 1992. "Daily Bundesbank and federal reserve intervention and the conditional variance tale in DM/$-returns," Research Memorandum FEW 554, Tilburg University, School of Economics and Management.
References listed on IDEAS
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- Eijffinger, S.C.W. & Gruijters, A.P.D., 1989. "On the short term objectives of daily intervention by the Deutsche Bundesbank and the federal reserve system in the U.S. Dollar-Deutsche Mark exchange market," Research Memorandum FEW 393, Tilburg University, School of Economics and Management.
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Cited by:
- Sheedy, Elizabeth, 1998. "Correlation in currency markets a risk-adjusted perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(1), pages 59-82, January.
- Juan José Echavarría S. & Enrique López E. & Martha Misas A., 2009.
"Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural,"
Borradores de Economia
580, Banco de la Republica de Colombia.
- Martha Misas A & Juan José Echavarría S & Enrique López E, 2010. "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de var estructural," Vniversitas Económica 8293, Universidad Javeriana - Bogotá.
- Juan José Echavarría & Mauricio Villamizar & Diego Vásquez, 2010.
"Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia,"
Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, vol. 28(62), pages 12-69, June.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2010. "Impacto de las intervenciones cambiarias sobre el nivel y la volatilidad de la tasa de cambio en Colombia," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, vol. 28(62), pages 12-69, June.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 561, Banco de la Republica de Colombia.
- Juan José Echavarría & Diego Vásquez & Mauricio Villamizar, 2009. "Impacto de las Intervenciones Cambiarias sobre el Nivel y la Volatilidad de la Tasa de Cambio en Colombia," Borradores de Economia 5509, Banco de la Republica.
- Juan José Echavarría & Enrique López E. & Martha Misas A., 2009. "Intervenciones cambiarias y política monetaria en Colombia. Un análisis de VAR estructural," Borradores de Economia 6127, Banco de la Republica.
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