Jesper Pedersen

Danish Economic Councils

Amaliegade 44

Copenhagen K, DK-1256

Denmark

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Scholarly Papers (1)

1.

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

University of Alberta School of Business Research Paper No. 2013-1307, University of Copenhagen Dept. of Economics Discussion Paper No. 10-20
Number of pages: 34 Posted: 02 Sep 2010 Last Revised: 17 Jul 2015
Rasmus Fatum, Jesper Pedersen and Peter Norman Sorensen
University of Alberta - Department of Marketing, Business Economics & Law, Danish Economic Councils and University of Copenhagen - Department of Economics
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Abstract:

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Foreign Exchange Intervention, Exchange Rate Spreads, Intraday Data