Central Bank Authorities' Beliefs About Foreign Exchange Intervention
نویسندگان
چکیده
منابع مشابه
Time-Varying Foreign-Exchange Risk and Central Bank Intervention: Estimating Profits from Intervention and Speculation
Failure to risk-adjust estimates of profits, from central-bank foreign exchange intervention or from private speculation, can have large effects on the estimated profits, including changing signs. Many choices arise in deciding how to adjust profits for risk. The time period over which a market model is fit has mixed effects on calendar-year profits; variations in profits across calendar years ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.979825