A stopping time approach to assessing the effectiveness of foreign exchange intervention : an application to Japanese data
Year of publication: |
July 2017
|
---|---|
Authors: | Kitamura, Yoshihiro |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 75.2017, p. 32-46
|
Subject: | Foreign exchange intervention | Nearest-neighbors matching analysis | Probability reaching a threshold | Japan | Wechselkurspolitik | Exchange rate policy | Theorie | Theory | Deutschland | Germany | Wechselkurs | Exchange rate | Wirkungsanalyse | Impact assessment |
-
Unveiling the effects of foreign exchange intervention : a panel approach
Adler, Gustavo, (2019)
-
Noise trading, central bank interventions, and the informational content of foreign currency options
Pierdzioch, Christian, (2001)
-
Exchange rate dynamics in a Taylor rule framework
Chen, Chuanglian, (2017)
- More ...
-
The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
Kitamura, Yoshihiro, (2011)
-
Effect of exchange rate return on volatility spill-over across trading regions
Galagedera, Don U.A., (2012)
-
Intraday evidence of the informational efficiency of the yen/dollar exchange rate
Iwatsubo, Kentaro, (2009)
- More ...