Central Bank intervention and foreign exchange rates: new evidence from FIGARCH estimations

By Michel Beine, A. Bénassy-Quéré, Christelle Lecourt. 2002

153 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/207a48e651334d7aed9ab8bdc704a5b8796fe72c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Stavros Degiannakis *
2. Evdokia Xekalaki
3. George Filis
4. R. Brooks
5. Hossein Hassani

In Finance

1. Stavros Degiannakis *
2. Evdokia Xekalaki
3. R. Brooks
4. George Filis

Citations in the corpus

• Autoregressive Conditional Heteroscedasticity (ARCH) Models: A Review (2004, methodology): “Fornari and Mele (1996) built a mixture of the GJR and the VSARCH models, named it asymmetric volatility-switching ARCH, or AVSARCH(p,q), model and estimated it for 1 qp : 12 12 12 112 112 1102 tttttttt SkSbaa .”
• A High Frequency Assessment of the ECB Securities Markets Programme (2017, unknown): “Examples of such studies include Bonser-Neal and Tanner (1996), Beine, Bénassy-Quéré, and Lecourt (2002), Dominguez (2003), Dominguez (2006), and Beine et al. (2007). structure.”