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

G.J. Almekinders, S.C.W. Eijffinger

Research output: Working paperDiscussion paperOther research output

229 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Volume1994-44
Publication statusPublished - 1994

Publication series

NameCentER Discussion Paper
Volume1994-44

Keywords

  • Exchange Rate
  • Central Banks
  • GARCH Models

Cite this

Almekinders, G. J., & Eijffinger, S. C. W. (1994). Accounting for Daily Bundesbank and federal reserve intervention: A friction model with a GARCH application. (CentER Discussion Paper; Vol. 1994-44). Unknown Publisher.