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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