Concepedia

The Dynamic Impact of FX Interventions on Financial Markets

Lukas Menkhoff, Malte Rieth, Tobias Stoehr

SSRN Electronic Journal · 2020 · 12 citations · 0 references

Open access

Concepts

Social SciencesEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsCointegration AnalysisExchange Rate DeterminationForeign Exchange MarketsForeign Exchange RiskInternational Financial MarketsMonetary PolicyCurrency InterventionDynamic Impact AnalysisExogenous ShocksIdentificationVector Autoregressive Models