## Abstract We analyse the relationship between interventions and volatility at daily and intraβdaily frequencies for the two major exchange rate markets. Using recent econometric methods to estimate realized volatility, we employ biβpower variation to decompose this volatility into a continuously
β¦ LIBER β¦
Central bank intervention and foreign exchange volatility
β Scribed by K. Doroodian; Tony Caporale
- Book ID
- 105529722
- Publisher
- Springer US
- Year
- 2001
- Tongue
- English
- Weight
- 509 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1083-0898
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