A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
Eric Hillebrand; Gunther Schnabl
| Year of publication: |
2008
|
|---|---|
| Authors: | Hillebrand, Eric ; Schnabl, Gunther |
| Published in: |
International economics and economic policy : IEEP. - Berlin : Springer, ISSN 1612-4804, ZDB-ID 2141405-1. - Vol. 5.2008, 4, p. 389-401
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| Subject: | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility | Wechselkurs | Exchange rate | Yen | US-Dollar | US dollar | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Japan | 1991-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003801644