Central bank interventions and jumps in double long memory models of daily exchange rates

Michel Beine and Sébastien Laurent

Journal of Empirical Finance, 2003, vol. 10, issue 5, 641-660

Date: 2003
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Working Paper: Central bank interventions and jumps in double long memory models of daily exchange rates (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:10:y:2003:i:5:p:641-660

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