05-103/4 - The Impact of Central Bank FX Interventions on Currency Components

Authors

Michel Beine, University of Luxemburg, and Free University of Brussels; Charles S. Bos, Vrije Universiteit Amsterdam; Sebastian Laurent, University of Namur, and CORE
Publication date

November 10, 2005

Keywords

Central banks; interventions; exchange rates; stochastic volatility; state space
JEL

C11; C32; E58; F31

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