Work

Conditional covariances and direct central bank interventions in the foreign exchange markets

Year: 2003

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(03)00124-9

Author: Michel Beine

Institutions: Université Libre de Bruxelles, Université de Lille

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1991695956

FWCI: 4.95

Cites: 31

Cited by: 56

Related to: 10