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This work was supported in part by funds from the Foundation of the University of North Carolina at Charlotte and from the State of North Carolina. The author is grateful to an anonymous referee for his comments.
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Tseng, HK. Forward market intervention and exchange rate variability: A simulation approach. Atlantic Economic Journal 19, 1–11 (1991). https://doi.org/10.1007/BF02299068
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DOI: https://doi.org/10.1007/BF02299068