Are the Intraday Effects of Central Bank Intervention on Exchange Rate Spreads Asymmetric and State Dependent?

Keyphrases

• Central Bank Intervention 100%
• State Dependence 100%
• Exchange Rate 100%
• Intraday Effects 100%
• Bid-ask Spread 50%
• Asymmetry Hypothesis 25%
• Illiquidity 25%
• Bid-ask 25%
• Weighted Least Squares 25%
• Speculative Pressure 25%
• Central Bank 25%
• Time Series Model 25%
• Testable Hypothesis 25%
• Foreign Exchange Intervention 25%
• Traders 25%

Economics, Econometrics and Finance

• Central Bank 100%
• Exchange Rate 100%
• Bid-Ask Spread 50%
• Foreign Exchange 25%
• Time Series 25%