Bank of Canada Banque du Canada Working Paper 994 / Document de travail 994 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention

@inproceedings{Beattie1994BankOC,
  title={Bank of Canada Banque du Canada Working Paper 994 / Document de travail 994 An Intraday Analysis of the Effectiveness of Foreign Exchange Intervention},
  author={Neil S. Beattie and J Fillion},
  year={1994}
}
Résumé............................................................................................................ v 

From This Paper

Figures, tables, and topics from this paper.

References

Publications referenced by this paper.
Showing 1-10 of 25 references

Stabilization of the Canadian Dollar: 1975–1986.

  • L. Phillips, J. Pippenger
  • 1993
Highly Influential
7 Excerpts

Post-Louvre intervention: Did target zones stabilize the dollar?

  • R. Baillie, O. Humpage
  • Federal R Bank of Cleveland Working Paper No…
  • 1992
Highly Influential
4 Excerpts

Closing the GARCH Gap: Continuous Time GARCH Modeling.

  • F. Drost, B. Werker
  • 1996
1 Excerpt

One day in June 1993: A study of the working of Reuters 2000-2 ele foreign exchange trading system.

  • C. Goodhart, T. Ito, R. Payne
  • 1996
1 Excerpt

The creation and resolution of market uncertainty : the impact of information releases on implied volatility

  • H. Edison
  • Journal of Financial and Quantitative Analysis
  • 1996

On the intra-daily performance of GARCH processes.

  • D. Guillaume, M. Dacorogna, O. Pictet
  • P presented at the First International Conference…
  • 1995
1 Excerpt

The Distribution of Extremal Foreign Exchange Rate Returns in Extremely Large Data Sets

  • K. Dominguez
  • 1994

The Distribution of Extremal Foreign Exchange Returns in Extremely Large Data Sets.

  • M Dacorogna, U. Müller, O. Pictet, C. De Vries
  • Olsen and Assoc
  • 1994
1 Excerpt

Volume and intervention effects on yen/dollar exchange rate volatility

  • R. Connolly, W. Taylor
  • 1994
1 Excerpt

A geographical model for the daily and w seasonal volatility in the foreign exchange market.

  • Vol, A Part, +6 authors O. Pictet
  • 1993