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A proposal for an exchange rate adjustment in the presence of intervention activities
Journal of Economics and Business - SPOUDAI
View Archive Info| Field | Value | |
| Title |
A proposal for an exchange rate adjustment in the presence of intervention activities
A proposal for an exchange rate adjustment in the presence of intervention activities |
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| Creator |
Απέργης, Νικόλαος Ε.
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| Subject |
Τιμή συναλλάγματος; Παρέμβαση στην αγορά; Νομισματική πολιτική
Exchange rate; Market intervention; Monetary policy |
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| Description |
This paper proposes a technique which adjusts exchange rate series after taking into consideration that monetary authorities intervene in the foreign exchange market whenever it seems appropriate. The results demonstrate that the majority of intervention actions are succesful, while they improve the forecasting capability of exchange rate movements. |
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| Publisher |
University of Piraeus
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| Date |
1996-07-01
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion — |
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| Format |
application/pdf
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| Identifier |
http://spoudai.unipi.gr/index.php/spoudai/article/view/1056
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| Source |
SPOUDAI - Journal of Economics and Business; Vol 46, No 3-4 (1996)
2241-424X 1105-8919 |
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| Language |
eng
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| Relation |
http://spoudai.unipi.gr/index.php/spoudai/article/view/1056/1135
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| Rights |
Copyright (c) 1996 SPOUDAI - Journal of Economics and Business
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