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Michel Beine Working Papers

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#2006-031C "Central Bank Intervention and Exchange Rate Volatility, Its Continuous and Jump Components"
by Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely, and Franz C. Palm
May 2006
Revised February 2007

We analyze the relationship between interventions and volatility at daily and intra-daily frequencies for the two major exchange rate markets. More...

PUBLISHED: International Journal of Finance and Economics, April 2007, 12(2), pp. 201-23

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