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~institution:"European Central Bank"
~person:"Mignon, Valérie"
~person:"Rault, Christophe"
~person:"Schnabl, Gunther"
~subject:"Japan"
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Japan
Exchange rate volatility
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Change Point Detection
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EMU Periphery
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Exchange Rate Regimes
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GARCH
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Growth
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Structural Breaks
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foreign exchange intervention
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international role of the euro
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Mignon, Valérie
Rault, Christophe
Schnabl, Gunther
Fratzscher, Marcel
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Hillebrand, Eric
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European Central Bank
EconWPA
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CESifo
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Wirtschaftswissenschaftlichen Fakultät, Eberhard-Karls-Universität Tübingen
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A structural break in the effects of Japanese foreign exchange intervention on yen/dollar
exchange
rate
volatility
Hillebrand, Eric
;
Schnabl, Gunther
-
European Central Bank
-
2006
Japanese foreign exchange intervention. We find a changing impact of Japanese foreign exchange intervention on
exchange
rate
…
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