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

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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