Currency intervention: A case study of an emerging market

Renee McKibbin, Dona (Sumila) Wanaguru

    Research output: Contribution to journalArticle

    Abstract

    Using a unique dataset on daily foreign exchange intervention and a new methodological framework of a latent factor model of central bank intervention, this paper addresses the effects of intervention in an emerging market. Events in financial markets fro
    Original languageEnglish
    Pages (from-to)25-47
    JournalJournal of International Money and Finance
    Volume37
    DOIs
    Publication statusPublished - 2013

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