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 language | English |
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Pages (from-to) | 25-47 |
Journal | Journal of International Money and Finance |
Volume | 37 |
DOIs | |
Publication status | Published - 2013 |