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

Original languageEnglish
PublisherUnknown Publisher
Volume1994-44
Publication statusPublished - 1994

Publication series

NameCentER Discussion Paper
Volume1994-44

Keywords

  • Exchange Rate
  • Central Banks
  • GARCH Models

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