Working Paper
Intervention, exchange-rate volatility, and the stable paretian distribution
Abstract: A look at whether the United States' decision to cease intervention after March 1981 had a perceptible influence on the day-to-day behavior of exchange rates, using the stable paretian distribution.
Keywords: Foreign exchange rates; Foreign exchange - Law and legislation;
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Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Working Papers (Old Series)
Publication Date: 1986
Number: 8608