scholarly journals How Does Public Information on Central Bank Intervention Strategies Affect Exchange Rate Volatility? The Case of Peru

2011 ◽  
Author(s):  
Gabriela Mundaca
Keyword(s):  
Exchange Rate ◽  
Central Bank ◽  
Exchange Rate Volatility ◽  
Public Information ◽  
Intervention Strategies ◽  
Central Bank Intervention

scholarly journals Central bank intervention and exchange rate volatility, its continuous and jump components

2007 ◽  
Vol 12 (2) ◽  
pp. 201-223 ◽  
Author(s):  
Michel Beine ◽  
Jérôme Lahaye ◽  
Sébastien Laurent ◽  
Christopher J. Neely ◽  
Franz C. Palm
Keyword(s):  
Exchange Rate ◽  
Central Bank ◽  
Exchange Rate Volatility ◽  
Central Bank Intervention

Central bank intervention and exchange rate volatility in Pakistan: an analysis using GARCH-X model†

2009 ◽  
Vol 19 (18) ◽  
pp. 1497-1508 ◽  
Author(s):  
Muhammad Kashif Ali Shah ◽  
Zulfiqar Hyder ◽  
Muhammad Khalid Pervaiz
Keyword(s):  
Exchange Rate ◽  
Central Bank ◽  
Exchange Rate Volatility ◽  
Central Bank Intervention

Relationship between Exchange Rate Volatility and Central Bank Intervention

2008 ◽  
Vol 9 (1) ◽  
pp. 69-84 ◽  
Author(s):  
Harendra Behera ◽  
Vathsala Narasimhan ◽  
K.N. Murty
Keyword(s):  
Exchange Rate ◽  
Central Bank ◽  
Exchange Rate Volatility ◽  
Central Bank Intervention
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