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On the determinants of “small” and “large” foreign exchange market interventions: The case of the Japanese interventions in the 1990s

✍ Scribed by Michael Frenkel; Christian Pierdzioch; Georg Stadtmann

Book ID
116868874
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
251 KB
Volume
13
Category
Article
ISSN
1058-3300

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✍ Eria Hisali 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 237 KB

## Abstract This paper employs conditional probabilities generated from a homogenous two‐state Markov chain to obtain maximum likelihood estimates of the efficacy of central bank intervention on the foreign exchange market in Uganda. This enables us to explicitly model the fact that intervention ac