Central bank intervention and exchange rate volatility : evidence from Japan using realized volatility
Ai-ru (Meg) Cheng; Kuntal Das; Takeshi Shimatani
| 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 | Japan | Volatilität | Volatility | Wechselkurs | Exchange rate | Wechselkurspolitik | Exchange rate policy | Tobit-Modell | Mehrgleichungsmodell | Multiple equation model | Zentralbank | Central bank | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010405810