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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, Revised 1998
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Handle: RePEc:fip:fedcwp:9823