"When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function" by Erwin Hansen

Article

When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function

International Review of Finance (2021)

Erwin Hansen
Marco Morales

Download

Keywords

Chile,
emerging market,
FX intervention,
inflation targeting,
threshold GARCH model

Disciplines

Finance,
International Economics and
Macroeconomics

Publication Date

June, 2021

DOI

10.1111/irfi.12288

Citation Information

Erwin Hansen and Marco Morales. "When does the Central Bank intervene the foreign exchange market? Estimating a time‐varying threshold intervention function" International Review of Finance Vol. 21 Iss. 2 (2021) p. 688 - 698
Available at: http://works.bepress.com/marco_morales/17/