Accounting for Daily Bundesbank and federal reserve intervention: A friction model with a GARCH application

G.J. Almekinders and Sylvester Eijffinger

No 1994-44, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Exchange Rate; Central Banks; GARCH Models (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (2)

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Working Paper: Accounting for Daily Bundesbank and federal reserve intervention: A friction model with a GARCH application (1994)
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