EXCESS RETURNS AND OFFICIAL INTERVENTION - SOME CROSS-COUNTRY EVIDENCE

被引：0
|
作者：
DAVUTYAN, N
机构：
[1] School of Business, Michigan Technological University, Houghton
来源：
APPLIED ECONOMICS | 1994年 / 26卷 / 01期
关键词：
D O I：
10.1080/00036849400000059
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This paper presents a simple model of foreign exchange market intervention which shows that such intervention introduces positive structure into exchange rate changes. Evidence linking this structure to observable filter rule profits is also provided.
引用
收藏
页码：35 / 40
页数：6
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