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Central bank intervention and exchange rate volatility — Australian evidence

✍ Scribed by Suk-Joong Kim; Tro Kortian; Jeffrey Sheen


Book ID
117699439
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
313 KB
Volume
10
Category
Article
ISSN
1042-4431

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Central bank intervention and exchange r
✍ Michel Beine; Jérôme Lahaye; Sébastien Laurent; Christopher J. Neely; Franz C. P 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 412 KB

## Abstract We analyse the relationship between interventions and volatility at daily and intra‐daily frequencies for the two major exchange rate markets. Using recent econometric methods to estimate realized volatility, we employ bi‐power variation to decompose this volatility into a continuously