Download This PaperThe Coordination Channel of Foreign Exchange Intervention: A Nonlinear Microstructural Analysis
52 Pages Posted: 8 Jun 2016
Date Written: 2006
Abstract
The coordination channel has been proposed as a means by which foreign
Keywords: foreign exchange intervention, coordination channel, market microstructure, nonlinear mean reversion
JEL Classification: C10, F41, F31
Suggested Citation: Suggested Citation
Reitz, Stefan and Taylor, Mark P., The Coordination Channel of Foreign Exchange Intervention: A Nonlinear Microstructural Analysis (2006). Bundesbank Series 1 Discussion Paper No. 2006,08, Available at SSRN: https://ssrn.com/abstract=2785234 or http://dx.doi.org/10.2139/ssrn.2785234
Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School ( email )
One Brookings Drive
Campus Box 1156
St. Louis, MO 63130-4899
United States
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