Are interventions self exciting?

DOI10.1023/B:OPEN.0000037698.89816.A1zbMATH Open1098.91525OpenAlexW2061322337MaRDI QIDQ702689FDOQ702689

Authors: Andreas M. Fischer, Mathias Zurlinden 

Publication date: 17 January 2005

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:open.0000037698.89816.a1

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zbMATH Keywords

ACD modelscentral bank reaction functionforeign exchange interventions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cited In (1)

• ECB foreign exchange intervention and the EURO: Institutional framework, news, and intervention

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