Central bank intervention and overnight uncovered interest rate parity

Richard Baillie and William P. Osterberg

No 9823, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

Abstract: This paper considers the impact of U.S. and German central bank intervention on the risk premium in forward foreign exchange markets.

Keywords: Foreign; exchange; -; Law; and; legislation (search for similar items in EconPapers)
Date: 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.26509/frbc-wp-199823 Persistent link
https://www.clevelandfed.org/-/media/project/cleve ... ht-uncovered-pdf.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:9823

Ordering information: This working paper can be ordered from

DOI: 10.26509/frbc-wp-199823

Access Statistics for this paper

More papers in Working Papers (Old Series) from Federal Reserve Bank of Cleveland Contact information at EDIRC.
Bibliographic data for series maintained by 4D Library ().