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
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, Revised 1998
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed
Downloads: (external link)
https://www.clevelandfed.org/~/media/content/newsr ... ered%20pdf.pdf?la=en Full text (application/pdf)
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:9823
Ordering information: This working paper can be ordered from
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 ().