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

Michel Beine and Sébastien Laurent

ULB Institutional Repository from ULB -- Universite Libre de Bruxelles

Date: 2003
References: Add references at CitEc
Citations: View citations in EconPapers (52)

Published in: Journal of Empirical Finance (2003) v.10 n° 5,p.641-660

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Journal Article: Central bank interventions and jumps in double long memory models of daily exchange rates (2003)
Working Paper: Central bank interventions and jumps in double long memory models of daily exchange rates (2003)
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:ulb:ulbeco:2013/10435

Ordering information: This working paper can be ordered from
http://hdl.handle.ne ... ulb.ac.be:2013/10435

Access Statistics for this paper

More papers in ULB Institutional Repository from ULB -- Universite Libre de Bruxelles Contact information at EDIRC.
Bibliographic data for series maintained by Benoit Pauwels ().