Portfolio balance, price impact, and secret intervention

Portfolio balance, price impact, and secret intervention

Bibliographic Details
Main Author: Evans, Martin D.D
Other Authors: Lyons, Richard K.
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 2001.
Series:NBER working paper series no.8356
Subjects:
Foreign exchange rates > Econometric models.
Foreign exchange market > Econometric models.
Monetary policy > Econometric models.