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Market microstructure, central bank intervention and regime switching in exchange rates : a preliminary analysis of Jamaica

Seerattan, Dave

Market microstructure, central bank intervention and regime switching in exchange rates : a preliminary analysis of Jamaica - [St. Augustine]TT [Caribbean Centre for Money & Finance] 2006 - 16 p.

Examines the volatility dynamics of the exchange rate when the central bank intervenes in the foreign exchange market of Jamaica.

Universal Decimal Class. No.: 11.02.01 M742se(2006)

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