Work

Central bank interventions and jumps in double long memory models of daily exchange rates

Year: 2003

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(03)00009-4

Authors: Michel Beine, Sébastien Laurent

Institutions: Université Libre de Bruxelles, Université de Lille, University of Liège, Maastricht University, UCLouvain

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1995425490

FWCI: 8.806

Cites: 44

Cited by: 84

Related to: 10