Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis

Authors: Beine M.; Laurent S.; Lecourt C.

Source: European Economic Review, Volume 47, Number 5, October 2003 , pp. 891-911(21)

Publisher: Elsevier

Keywords: [JEL classification codes] C22; [JEL classification codes] E44; [JEL classification codes] F31; [JEL classification codes] G15; Central bank intervention; Exchange rate volatility; Markov switching regimes

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/S0014-2921(02)00306-9

Affiliations: 1: CADRE, University of Lille 2,1, place Deliot, 59024 , Lille, France

Publication date: 2003-10-01

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• In this Subject: Economics
• By this author: Beine M. ;  Laurent S. ;  Lecourt C.

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