Currency intervention: A case study of an emerging market

Renee McKibbin; Dona (Sumila) Wanaguru

doi:10.1016/j.jimonfin.2013.05.007

Currency intervention: A case study of an emerging market

Renee McKibbin, Dona (Sumila) Wanaguru

Research output: Contribution to journal › Article

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
Pages (from-to)	25-47
Journal	Journal of International Money and Finance
Volume	37
DOIs	https://doi.org/10.1016/j.jimonfin.2013.05.007
Publication status	Published - 2013

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10.1016/j.jimonfin.2013.05.007

http://hdl.handle.net/1885/11651

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title = "Currency intervention: A case study of an emerging market",

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",

author = "Renee McKibbin and Wanaguru, {Dona (Sumila)}",

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DO - 10.1016/j.jimonfin.2013.05.007

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JO - Journal of International Money and Finance

JF - Journal of International Money and Finance

SN - 0261-5606

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Currency intervention: A case study of an emerging market

Abstract

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