Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Geert J. Almekinders"'
The establishment of the ASEAN Economic Community (AEC) at end-2015 has brought into sharp focus the issue of financial and economic integration in the region. This paper takes stock of ASEAN’s financial integration and prospects. ASEAN integration
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f9ca219aea81bfb3347353ed2aa16945
http://www.imf.org/external/pubs/cat/longres.aspx?sk=42727
http://www.imf.org/external/pubs/cat/longres.aspx?sk=42727
Publikováno v:
Journal of Banking & Finance. 20:1365-1380
This paper takes a novel approach to derive a central bank intervention reaction function. A GARCH model for exchange rates is amended to allow interventions to have an effect on both the mean and the variance of exchange rate returns. An interventio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c3f6b425f87d7ef2e5ed32174aeda22
https://doi.org/10.1016/0378-4266(96)00002-7
https://doi.org/10.1016/0378-4266(96)00002-7
Autor:
Geert J. Almekinders
Publikováno v:
Public Choice. 88:127-146
This paper analyzes an exchange rate policy game between a central bank and rational speculators under symmetric information. The central bank tries to counteract shocks to the exchange rate by means of sterilized intervention working through the exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60d0604137347c7713a00f7de6fb48cd
https://doi.org/10.1007/bf00130414
https://doi.org/10.1007/bf00130414
Autor:
Geert J . Almekinders
Publikováno v:
Jahrbücher für Nationalökonomie und Statistik. 214:146-153
Summary In this paper a random walk model with a GARCH error term is estimated for daily exchange rate returns in the Deutsche Mark-U.S. dollar market for the period March 1985 to September 1988. Dummy variables are included in the model to identify
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a5f3242699f5095d7b2cf9fd58708e96
https://doi.org/10.1515/jbnst-1995-0204
https://doi.org/10.1515/jbnst-1995-0204
Publikováno v:
International Finance Discussion Paper. 1992:1-31
This paper reports on the results of an empirical investigation into the objectives of daily foreign exchange market intervention by the Deutsche Bundesbank and the Federal Reserve System in the U.S. dollar-deutsche mark market. Tobit analysis is imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c002c3661eaf162ae036cb4d8f10155
https://doi.org/10.17016/ifdp.1992.438
https://doi.org/10.17016/ifdp.1992.438
Publikováno v:
Weltwirtschaftliches Archiv. 127:645-677
Empirische Befunde zur Intervention auf den DevisenmArkten. Wie ist der Stand der Dinge? — Die Autoren geben einen uberblick uber 15 empirische Studien, in denen die Ziele untersucht werden, die die Zentralbanken bei ihren Interventionen auf den De
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61940a82bf77eddd1b5cc24bebe5c808
https://doi.org/10.1007/bf02707414
https://doi.org/10.1007/bf02707414
This paper reports on the results of an empirical investigation into the objectives of daily foreign exchange market intervention by the Deutsche Bundesbank and the Federal Reserve System in the U.S. dollar-deutsche mark market. Tobit analysis is imp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d59324a53e1f0ac6fc046860098c5821
http://www.federalreserve.gov/pubs/ifdp/1992/438/ifdp438.pdf
http://www.federalreserve.gov/pubs/ifdp/1992/438/ifdp438.pdf
Autor:
Geert J. Almekinders
Central bank intervention in foreign currency markets is widely regarded as ineffective by economists, policy makers and financiers, yet many central banks continue to enter the market in periods of turbulence. In Foreign Exchange Intervention, Geert
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::d508f835b4f75d9ff2c64051b84928ce
http://www.e-elgar.com/shop/isbn/9781858982632
http://www.e-elgar.com/shop/isbn/9781858982632