Leaning against the Wind: Do Central Banks Necessarily Lose?

B-Tier
Journal: Review of International Economics
Year: 1994
Volume: 2
Issue: 2
Pages: 143-52

Authors (2)

Carlson, John A Kim, Insook (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

A leaning-against-the-wind intervention that has only a temporary effect on the exchange rate and that is not too aggressive can be shown analytically to yield positive expected profits to a central bank even when the exchange-rate process is nonstationary. These profits arise if there are some transitory shocks to the exchange rate. Furthermore, very aggressive intervention will yield positive expected profits eventually when there is a tendency for exchange rates to return to a long-run equilibrium level. Copyright 1994 by Blackwell Publishing Ltd.

Technical Details

RePEc Handle
repec:bla:reviec:v:2:y:1994:i:2:p:143-52
Journal Field
International
Author Count
2
Added to Database
2026-01-25