FX Intervention to Stabilize or Manipulate the Exchange Rate? : Inference from Profitability /

We analyze the profitability of FX swaps used by the central bank of Brazil to shed light on the rationale for FX intervention. We find that swaps are profitable in expectation, suggesting that FX intervention is used to stabilize the exchange rate in the face of temporary excessive movements rather...

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Bibliographic Details
Main Author: Sandri, Damiano
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2020.
Series:IMF Working Papers; Working Paper ; No. 2020/090
Online Access:Full text available on IMF