Japan's currency intervention regimes : a microstructural analysis with speculation and sentiment

Ronald MacDonald and Xuxin Mao

Year of publication:	January 29, 2016
Authors:	MacDonald, Ronald ; Mao, Xuxin
Publisher:	[Glasgow] : [University of Glasgow, Adam Smith Business School]
Subject:	Cointegrated VAR \| Currency Intervention \| Forward Rate Bias \| Microstructure \| Sentiment Measures \| Speculation \| Transmission Channel \| Reaction Function \| Spekulation \| Wechselkurspolitik \| Exchange rate policy \| Japan \| Marktmikrostruktur \| Market microstructure \| Währungsspekulation \| Currency speculation \| Wechselkurs \| Exchange rate \| VAR-Modell \| VAR model \| Währungsderivat \| Currency derivative \| Schätzung \| Estimation \| Kointegration \| Cointegration

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