Central bank intervention and exchange rate volatility : evidence from Japan using realized volatility
Year of publication: |
2013
|
---|---|
Authors: | Cheng, Ai-ru ; Das, Kuntal K. ; Shimatani, Takeshi |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 28.2013, p. 87-98
|
Subject: | Foreign exchange intervention | Realized volatility | Simultaneous equations | Tobit model | Wechselkurspolitik | Exchange rate policy | Japan | Volatilität | Volatility | Wechselkurs | Exchange rate | ARCH-Modell | ARCH model | Deutschland | Germany |
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