Central bank intervention and overnight uncovered interest rate parity

Working Paper

Abstract: This paper considers the impact of U.S. and German central bank intervention on the risk premium in forward foreign exchange markets.

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File(s): https://doi.org/10.26509/frbc-wp-199823
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File(s): File format is application/pdf https://www.clevelandfed.org/-/media/project/clevelandfedtenant/clevelandfedsite/publications/working-papers/1998/wp-9823-central-bank-intervention-and-overnight-uncovered-pdf.pdf
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Provider: Federal Reserve Bank of Cleveland

Part of Series: Working Papers (Old Series)

Publication Date: 1998

Number: 9823