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Published in 2017 at "Journal of International Money and Finance"
DOI: 10.1016/j.jimonfin.2017.04.005
Abstract: I propose a new methodology to assess the effect of foreign exchange (FX) intervention, based on the probability of an FX rate reaching. The variable is the probability of an FX rate reaching a particular…
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Keywords:
intervention;
foreign exchange;
probability;
exchange intervention ... See more keywords