The impact of FX central bank intervention in a noise trading framework

B-Tier
Journal: Journal of Banking & Finance
Year: 2009
Volume: 33
Issue: 7
Pages: 1187-1195

Authors (3)

Beine, Michel (Université du Luxembourg) Grauwe, Paul De (not in RePEc) Grimaldi, Marianna (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we analyse the effectiveness of the direct central bank interventions using a new effectiveness criterion. To this aim, 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 fundamentalists forecast a mean reverting dynamics of the exchange rate towards a fundamental value. Then, we investigate the role of central bank interventions for explaining the switching properties between the two types of agents. We find evidence that in the medium run, interventions increase the proportion of fundamentalists and therefore exert some stabilizing influence on the exchange rate.

Technical Details

RePEc Handle
repec:eee:jbfina:v:33:y:2009:i:7:p:1187-1195
Journal Field
Finance
Author Count
3
Added to Database
2026-01-24