Browsing BI Research Centre's Series by Author "Grimaldi, Marianna"
Now showing items 1-2 of 2
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The impact of FX Central Bank Intervention in a Noise Trading Framework
Beine, Michel; De Grauwe, Paul; Grimaldi, Marianna (CME Working paper series;2/2006, Working paper, 2006)In this paper, we investigate the effects of central bank interventions (CBI) in a noise trading model with chartists and fundamentalists. We first estimate a model in which chartists extrapolate past returns and ... -
The exchange rate and its fundamentals in a complex world
De Grauwe, Paul; Grimaldi, Marianna (CME Working paper series;3/2002, Working paper, 2002)