Portfolio balance, price impact, and secret intervention
By: Martin D.D. Evans, Richard K. Lyons.
Contributors: Lyons, Richard K.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 8356; Working paper series (National Bureau of Economic Research) -- working paper no. 8356.
Publisher: National Bureau of Economic Research
Published: 2001
Place of publication: Cambridge, MA
Language: eng
Number of pages: 36
Subjects: Foreign exchange rates -- Econometric models.; Foreign exchange market -- Econometric models.; Monetary policy -- Econometric models.; Banks and banking, Central.
Genres: Econometric models.
Notes: "July 2001."

JEL no. F31, G12, G15.

Includes bibliographical references (p. 23-26).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.