The Impact of Pre-announced Day-to-day Interventions on the Colombian Exchange Rate

Borradores de Economia
Número: 
767
Publicado: 
Clasificación JEL: 
E52, E58, F31
Palabras clave: 
Central bank intervention, reaction function, Tobit-GARCH, foreign exchange intervention mechanisms

Lo más reciente

Aarón Levi Garavito-Acosta, Wilmer Martinez-Rivera, Camilo González-Sabogal, Johanna Barbosa-Buitrago, Nathaly Vergel-Serrano
Nicol Valeria Rodríguez-Rodríguez, Sebastián Quintero-Uribe, Johanna Barbosa-Buitrago

The adoption of a managed regime assumes that interventions are relatively successful. However, while some authors consider that foreign exchange interventions are ineffective, arguing that domestic and foreign assets are close substitutes, others advocat