مرکز منطقه ای اطلاع رساني علوم و فناوري - Central bank intervention and risk in the forward market

Title of article :

Central bank intervention and risk in the forward market

Author/Authors :

Richard T. Baillie، نويسنده , , William P. Osterberg، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1997

Pages :

From page :

483

To page :

497

Keywords :

Exchange rates , Central bank intervention , Risk premium , GARCH

Journal title :

Journal of International Economics

Serial Year :

1997

Journal title :

Journal of International Economics

Record number :

135483

Link To Document :