This paper considers the impact of U.S. and German central bank intervention on the risk premium in forward foreign exchange markets.Foreign exchange - Law and legislation

Richard T. Baillie

William P. Osterberg

English

Research Papers in Economics

3: 1000(Dln dm/$), U.S. Intervention vis-à-vis dm

A Frankel

A long memory property of stock returns and a new model&quot;,

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Relationships among Exchange Rates, Intervention, and Interest Rates: An Empirical Investigation#,

Risk, uncertainty and exchange rates&quot;,

The distribution of foreign exchange price changes: trading day effects and risk measurement&quot;,

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Central bank intervention and overnight uncovered interest rate parity

http://www.clevelandfed.org/research/workpaper/1998/Wp9823.pdf

Central bank intervention and overnight uncovered interest rate parity

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