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

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Name	CentER Discussion Paper
Volume	1994-44

Keywords

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

keywords = "Exchange Rate, Central Banks, GARCH Models",

author = "G.J. Almekinders and S.C.W. Eijffinger",

note = "Pagination: 12, [1]",

year = "1994",

language = "English",

volume = "1994-44",

series = "CentER Discussion Paper",

publisher = "Unknown Publisher",

type = "WorkingPaper",

institution = "Unknown Publisher",

}

TY - UNPB

T1 - Accounting for Daily Bundesbank and federal reserve intervention

T2 - A friction model with a GARCH application

AU - Almekinders, G.J.

AU - Eijffinger, S.C.W.

N1 - Pagination: 12, [1]

PY - 1994

Y1 - 1994

KW - Exchange Rate

KW - Central Banks

KW - GARCH Models

M3 - Discussion paper

VL - 1994-44

T3 - CentER Discussion Paper

BT - Accounting for Daily Bundesbank and federal reserve intervention

PB - Unknown Publisher

ER -