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Are interventions self exciting? - MaRDI portal

Are interventions self exciting?

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Publication:702689

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DOI10.1023/B:OPEN.0000037698.89816.A1zbMath1098.91525OpenAlexW2061322337MaRDI QIDQ702689

Andreas M. Fischer, Mathias Zurlinden

Publication date: 17 January 2005

Published in: Open Economies Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:open.0000037698.89816.a1

zbMATH Keywords

ACD models central bank reaction function foreign exchange interventions

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

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